Keyword: stochastic processes

Found 1442 papers in total
Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
2016,
In this paper, we investigate the asymptotic behaviors of the loss reservings computed...
Energy demand in production systems: A Queuing Theory perspective
2015,
Production systems are usually organised in departments consisting of machines, each...
Beyond normality: A cross moment-stochastic user equilibrium model
2015,
The Stochastic User Equilibrium (SUE) model predicts traffic equilibrium flow assuming...
A real-time bus dispatching policy to minimize passenger wait on a high frequency route
2015,
One of the greatest problems facing transit agencies that operate...
Modeling absolute and relative cost differences in stochastic user equilibrium problem
2015,
This paper aims to develop a hybrid closed‐form route choice model and the...
Robust transit network design with stochastic demand considering development density
2015,
This paper analyzes the influence of urban development density on transit network...
On multi-objective stochastic user equilibrium
2015,
There is extensive empirical evidence that travellers consider many qualities (travel...
Bounding tandem queuing system performance with variational theory
2015,
Queuing models are often used for traffic analysis, but analytical results concerning...
Stochastic approximations for the macroscopic fundamental diagram of urban networks
2015,
This paper proposes a theory for estimating the Macroscopic Fundamental Diagram (MFD)...
Diameter constrained reliability: Complexity, distinguished topologies and asymptotic behavior
2015,
Let G = ( V , E ) be a simple graph with | V | = n vertices and |...
The impact of decision timing on the suppliers’ interactions: simultaneous moves versus sequential moves
2016,
The last few decades have witnessed a huge growth of outsourcing in industry where the...
An Investigation of the Relationship Between the Gaussian Process Model Parameters and Surface Area in Three Dimensions
2016,
In this paper, we study the relationship between the fitted parameters in a Gaussian...
Reducing Hospital Readmissions by Integrating Empirical Prediction with Resource Optimization
2016,
Hospital readmissions present an increasingly important challenge for...
Joint Initial Stocking and Transshipment–Asymptotics and Bounds
2016,
A common problem faced by many firms in their supply chains can be abstracted as...
An integrated inventory model for single-vendor single-buyer system with freight rate discount and stochastic demand
2016,
This paper deals with joint economic lot sizing model (JELS) in the context...
Optimal and asymptotically optimal policies for assemble-to-order n- and W-systems
2015,
We consider two specially structured assemble‐to‐order (ATO)...
Sourcing under incomplete information and negative capacity-cost correlation
2016,
We study a sourcing problem where a buyer reserves capacity from a set of suppliers....
Technical Note ‐ Pricing Below Cost Under Exchange-Rate Risk
2016,
Pricing below cost is often classified as ‘dumping’ in international trade...
Progressive heuristic search for probabilistic planning based on interaction estimates
2014,
Development of real planning and scheduling applications often requires the ability to...
Moving stochastic dominance: an alternative method for testing market efficiency
1984,
The purposes of this study are: (1) to propose a more general method–moving...
Stochastic finite differences for elliptic diffusion equations in stratified domains
2016,
We describe Monte Carlo algorithms to solve elliptic partial differential equations...
Mitigating supply chain disruptions through the assessment of trade-offs among risks, costs and investments in capabilities
2016,
One of the central questions in supply chain design is how to properly invest in...
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