Keyword: stochastic processes

Found 1442 papers in total
The valuation of currency options for alternate stochastic processes
The valuation of currency options for alternate stochastic processes
1987,
This paper compares the ability of four valuation models – the Pure Diffusion...
An empirical analysis of insured portfolio strategies using listed options
An empirical analysis of insured portfolio strategies using listed options
1988,
Theoretical rationale for the purchase or sale of portfolio insurance has been...
Estimation of technical efficiency in banking industry using stochastic frontier analysis
Estimation of technical efficiency in banking industry using stochastic frontier analysis
2015,
Considering the fundamental role of banking system in different economies, an...
Optimal Expediting Policies for a Serial Inventory System with Stochastic Lead Time
Optimal Expediting Policies for a Serial Inventory System with Stochastic Lead Time
2015,
In recent supply chains, often operating multiple delivery modes such as standard...
Investing in a Shared Supplier in a Competitive Market: Stochastic Capacity Case
Investing in a Shared Supplier in a Competitive Market: Stochastic Capacity Case
2015,
When firms invest in a shared supplier, one key concern is whether the invested...
Impacts of uncertain project duration and asymmetric risk sensitivity information in project management
Impacts of uncertain project duration and asymmetric risk sensitivity information in project management
2016,
This paper investigates the impacts of uncertain project duration and asymmetric risk...
A stochastic cross-efficiency data envelopment analysis approach for supplier selection under uncertainty
A stochastic cross-efficiency data envelopment analysis approach for supplier selection under uncertainty
2016,
This paper addresses one of the key objectives of the supply chain strategic design...
A Recourse Stochastic Goal Programming Approach for the Multi-objective Stochastic Vehicle Routing Problem
A Recourse Stochastic Goal Programming Approach for the Multi-objective Stochastic Vehicle Routing Problem
2016,
This paper addresses a multi‐objective stochastic vehicle routing problem where...
Comparison of single-echelon vs. multi-echelon inventory systems using multi-objective stochastic modelling
Comparison of single-echelon vs. multi-echelon inventory systems using multi-objective stochastic modelling
2016,
Recent advancements in inventory management have identified need for investigating...
A hospital admission planning model for operating room allocation under uncertain demand requirements
A hospital admission planning model for operating room allocation under uncertain demand requirements
2016,
Operating room (OR) is known as one of scarce resources in the hospital...
Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions
Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions
2016,
In this paper, we consider the optimal control problem for delayed stochastic...
Maximum principle for optimal control of anticipated forward‐backward stochastic differential delayed systems with regime switching
Maximum principle for optimal control of anticipated forward‐backward stochastic differential delayed systems with regime switching
2016,
This paper is concerned with a Pontryagin maximum principle for optimal control...
Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
2016,
The increasing penetration of wind power has resulted in larger shares of volatile...
Practical Reliability and Maintainability Analysis Tool for an Open Source Cloud Computing
Practical Reliability and Maintainability Analysis Tool for an Open Source Cloud Computing
2016,
We focus on a cloud computing environment by using open source softwares such as...
A characterization of optimal base-stock levels for a multistage serial supply chain
A characterization of optimal base-stock levels for a multistage serial supply chain
2016,
In this article, we present a multistage model to optimize inventory control decisions...
An examination of the small-firm effect on the basis of skewness preference
An examination of the small-firm effect on the basis of skewness preference
1987,
This paper tests the hypothesis that the small‐firm effect can be explained on...
Reliability measures for indexed semi-Markov chains applied to wind energy production
Reliability measures for indexed semi-Markov chains applied to wind energy production
2015,
The computation of the dependability measures is a crucial point in many engineering...
Stochastic life-cycle cost analysis of wind parks
Stochastic life-cycle cost analysis of wind parks
2015,
We develop a life-cycle cost model for assessing wind parks; implementing the model...
Solving the redundancy allocation problem with multiple strategy choices using a new simplified particle swarm optimization
Solving the redundancy allocation problem with multiple strategy choices using a new simplified particle swarm optimization
2015,
In most research on redundancy allocation problem (RAP), the redundancy strategy for...
Incorrect modeling of the failure process of minimally repaired systems under random conditions: The effect on the maintenance costs
Incorrect modeling of the failure process of minimally repaired systems under random conditions: The effect on the maintenance costs
2015,
This note investigates the effect of the incorrect modeling of the failure process of...
Bayesian inferences of generation and growth of corrosion defects on energy pipelines based on imperfect inspection data
Bayesian inferences of generation and growth of corrosion defects on energy pipelines based on imperfect inspection data
2015,
Stochastic process-based models are developed to characterize the generation and...
Multiperiod Multiproduct Advertising Budgeting: Stochastic Optimization Modeling
Multiperiod Multiproduct Advertising Budgeting: Stochastic Optimization Modeling
2016,
We propose a stochastic optimization model for the Multiperiod Multiproduct...
Solving a multi-objective dynamic stochastic districting and routing problem with a co-evolutionary algorithm
Solving a multi-objective dynamic stochastic districting and routing problem with a co-evolutionary algorithm
2016,
This study considers a multi-objective dynamic stochastic districting and routing...
Cluster Lagrangean decomposition in multistage stochastic optimization
Cluster Lagrangean decomposition in multistage stochastic optimization
2016,
We present a Lagrangean Decomposition approach for obtaining strong lower bounds on...
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