Keyword: stochastic processes

Found 1442 papers in total
Forecast-driven model for prepositioning supplies in preparation for a foreseen hurricane
Forecast-driven model for prepositioning supplies in preparation for a foreseen hurricane
2016,
In this paper, we present a forecast‐driven dynamic model for prepositioning...
The optimal resource portfolio under consumer choice and demand risk for vertically differentiated products
The optimal resource portfolio under consumer choice and demand risk for vertically differentiated products
2016,
We study the optimal resource portfolio of a firm that sells two vertically...
Models for single-sector stochastic air traffic flow management under reduced airspace capacity
Models for single-sector stochastic air traffic flow management under reduced airspace capacity
2016,
Air traffic efficiency is heavily influenced by unanticipated factors that result in...
3D extreme value analysis for stock return, interest rate and speed of mean reversion
3D extreme value analysis for stock return, interest rate and speed of mean reversion
2016,
It is important to analyze extreme cases of stock return, interest rate and speed of...
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
2016,
We propose a second order accurate numerical finite difference method to replace the...
Inflation, security values, and risk premia
Inflation, security values, and risk premia
1982,
The impact of stochastic inflation on the cross‐sectional structure of nominal...
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
1983,
The purpose of this study is twofold: (1) to develop an operational economic state and...
The market model as an appropriate description of the stochastic process generating security returns
The market model as an appropriate description of the stochastic process generating security returns
1983,
The objective of this research was to investigate whether the market model is an...
The value impacts of capital adequacy regulation and stochastic deposits
The value impacts of capital adequacy regulation and stochastic deposits
1984,
The relationship between a bank's soundness and the set of factors evaluated by...
Innovation systems and technical efficiency in developing-country agriculture
Innovation systems and technical efficiency in developing-country agriculture
2015,
This article examines how different components of an agricultural innovation system...
Managing stochastic demand in an Inventory Routing Problem with transportation procurement
Managing stochastic demand in an Inventory Routing Problem with transportation procurement
2015,
We study an Inventory Routing Problem in which the supplier has a limited production...
Determining the optimal procurement policy and maximum allowable lifespan for machining tools with stochastically distributed toollife
Determining the optimal procurement policy and maximum allowable lifespan for machining tools with stochastically distributed toollife
2015,
For high‐value added products, machining tools’ lifespan significantly...
Sequencing and Scheduling Appointments with Potential Call-In Patients
Sequencing and Scheduling Appointments with Potential Call-In Patients
2014,
This paper studies appointment scheduling for a combination of routine patients who...
Integrality in Stochastic Inventory Models
Integrality in Stochastic Inventory Models
2014,
We study several finite‐horizon, discrete‐time, dynamic, stochastic...
Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
2015,
Our paper consists of two main parts. In the first one, we deal with the deterministic...
Production control problem integrating overhaul and subcontracting strategies for a quality deteriorating manufacturing system
Production control problem integrating overhaul and subcontracting strategies for a quality deteriorating manufacturing system
2016,
We study an unreliable deteriorating manufacturing system that produces conforming and...
Multi-perspective strategic supplier selection in uncertain environments
Multi-perspective strategic supplier selection in uncertain environments
2015,
In this study, we examine the issue of strategic supplier selection in uncertain...
A decision support system for supplier selection and order allocation in stochastic, multi-stakeholder and multi-criteria environments
A decision support system for supplier selection and order allocation in stochastic, multi-stakeholder and multi-criteria environments
2015,
A new model for integrating stakeholder requirements to the supplier selection and...
Generation and storage dispatch in electricity networks with generator disruptions
Generation and storage dispatch in electricity networks with generator disruptions
2015,
We present methods for optimizing generation and storage decisions in an electricity...
Life distribution analysis based on Lévy subordinators for degradation with random jumps
Life distribution analysis based on Lévy subordinators for degradation with random jumps
2015,
For a component or a system subject to stochastic degradation with sporadic jumps that...
Strategy selection and outcome prediction in sport using dynamic learning for stochastic processes
Strategy selection and outcome prediction in sport using dynamic learning for stochastic processes
2015,
Stochastic processes are natural models for the progression of many individual and...
Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
2015,
In previous research on pricing mortality‐linked securities, the...
Strategic Sourcing in the Presence of Uncertain Supply and Retail Competition
Strategic Sourcing in the Presence of Uncertain Supply and Retail Competition
2014,
This study develops an analytical model to evaluate competing retail firms' sourcing...
Assortment Optimization under the Multinomial Logit Model with Random Choice Parameters
Assortment Optimization under the Multinomial Logit Model with Random Choice Parameters
2014,
We consider assortment optimization problems under the multinomial logit model, where...
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