Keyword: stochastic processes

Found 1442 papers in total
A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing
A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing
2011,
Yield management is important and challengeable in semiconductor industry for the...
Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes
Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes
2014,
We introduce a new strategy for the prediction of linear temporal aggregates; we call...
Robust constrained economic receding horizon control applied to the two time-scale dynamics problem of a greenhouse
Robust constrained economic receding horizon control applied to the two time-scale dynamics problem of a greenhouse
2014,
This paper discusses the formulation of an optimal control framework for a two...
Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return
Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return
2014,
In this paper, the optimal leverage function for a perpetual Constant Proportion Debt...
Robust resilient H?8? control for stochastic systems with Markovian jump parameters under partially known transition probabilities
Robust resilient H?8? control for stochastic systems with Markovian jump parameters under partially known transition probabilities
2014,
In this paper, the robust resilient H ∞ control problem for a class of...
Modeling skewness with the linear stochastic plateau model to determine optimal nitrogen rates
Modeling skewness with the linear stochastic plateau model to determine optimal nitrogen rates
2015,
Accurate modeling of skewness is needed to increase the actuarial fairness of crop...
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
2014,
In this paper we lay out a two‐region dynamic stochastic general equilibrium...
Choosing arrival process models for service systems: Tests of a nonhomogeneous Poisson process
Choosing arrival process models for service systems: Tests of a nonhomogeneous Poisson process
2014,
Service systems such as call centers and hospital emergency rooms typically have...
New results on a stochastic duel game with each force consisting of heterogeneous units
New results on a stochastic duel game with each force consisting of heterogeneous units
2014,
Two forces engage in a duel, with each force initially consisting of several...
A branch-and-price approach for the stochastic generalized assignment problem
A branch-and-price approach for the stochastic generalized assignment problem
2014,
In this article, we address a stochastic generalized assignment machine scheduling...
Securing a border under asymmetric information
Securing a border under asymmetric information
2014,
We study a stochastic interdiction model of Morton et al. (2007) that locates...
Approximation algorithms for capacitated stochastic inventory systems with setup costs
Approximation algorithms for capacitated stochastic inventory systems with setup costs
2014,
We develop the first approximation algorithm with worst‐case performance...
The burglar problem with multiple options
The burglar problem with multiple options
2014,
We consider the burglar problem in which a burglar can either retire or choose among...
Some comparisons of residual life of coherent systems with exchangeable components
Some comparisons of residual life of coherent systems with exchangeable components
2014,
Most of the research, on the study of the reliability properties of technical systems,...
The single and multi-item transshipment problem with fixed transshipment costs
The single and multi-item transshipment problem with fixed transshipment costs
2014,
This article deals with supply chain systems in which lateral transshipments are...
A hybrid path-relinking method for solving two-stage stochastic integer problems
A hybrid path-relinking method for solving two-stage stochastic integer problems
2015,
Path relinking has been used for solving deterministic problems by exploring the...
An application of genetic algorithm to a bidding problem in electricity markets
An application of genetic algorithm to a bidding problem in electricity markets
2015,
In this paper, we present the problem of strategic bidding under uncertainty in a...
Finding shortest path in a combined exponential-gamma probability distribution arc length
Finding shortest path in a combined exponential-gamma probability distribution arc length
2014,
We propose a dynamic programme to find the shortest path in a network having...
Multi-choice stochastic transportation problem involving Weibull distribution
Multi-choice stochastic transportation problem involving Weibull distribution
2014,
This paper presents a multi‐choice stochastic transportation problem...
Sensitivity and stability in stochastic data envelopment analysis
Sensitivity and stability in stochastic data envelopment analysis
2015,
Sensitivity and stability for Banker's model of Stochastic Data Envelopment Analysis...
Optimal staffing of specialized programme trainees under uncertainty
Optimal staffing of specialized programme trainees under uncertainty
2015,
We propose a stochastic model and provide an easy‐to‐implement...
Inventory management for dual sales channels with inventory-level-dependent demand
Inventory management for dual sales channels with inventory-level-dependent demand
2015,
This paper studies the inventory management problem of dual channels operated by one...
A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy
A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy
2015,
We propose a novel market‐based approach to optimum inventory control in a...
Demand forecasting of fresh vegetable product by seasonal ARIMA model
Demand forecasting of fresh vegetable product by seasonal ARIMA model
2014,
Indian agriculture must remain responsive to managing change and meeting diverse...
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