Keyword: stochastic processes

Found 1442 papers in total
Partially observed linear quadratic control problem with delay via backward separation method
Partially observed linear quadratic control problem with delay via backward separation method
2017,
In this paper, we study a partially observed linear quadratic optimal control problem...
New state estimator of nonlinear discrete-time systems
New state estimator of nonlinear discrete-time systems
2017,
In this paper, a new technique is developed to estimate the states of both...
A new stochastic demand model for dual-sourcing supply chain considering disruption risk
A new stochastic demand model for dual-sourcing supply chain considering disruption risk
2017,
In this paper, we propose a single period‐product model with two supply...
Pricing-based revenue management for flexible products on a network
Pricing-based revenue management for flexible products on a network
2017,
This paper proposes and analyses a pricing‐based revenue management model that...
On the Solutions of the Problem for a Singular Ergodic Control
On the Solutions of the Problem for a Singular Ergodic Control
2017,
This paper discusses an eigenvalue problem for a singular ergodic control. The...
Stochastic optimal control problem for switching systems with constraints
Stochastic optimal control problem for switching systems with constraints
2017,
This paper provides necessary conditions of optimality, in the form of a maximum...
Stochastic model predictive control approaches applied to drinking water networks
Stochastic model predictive control approaches applied to drinking water networks
2017,
Control of drinking water networks is an arduous task, given their size and the...
Stochastic facility and transfer point covering problem with a soft capacity constraint
Stochastic facility and transfer point covering problem with a soft capacity constraint
2017,
Existing models for transfer point location problems (TPLPs) do not guarantee the...
A strategic decision support system framework for energy-efficient technology investments
A strategic decision support system framework for energy-efficient technology investments
2017,
Energy systems optimization under uncertainty is increasing in its importance due to...
A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
2017,
Multistage stochastic optimization leads to NLPs over scenario trees that become...
Fast Approximation Methods for Online Scheduling of Outpatient Procedure Centers
Fast Approximation Methods for Online Scheduling of Outpatient Procedure Centers
2017,
This paper presents a new model for online decision making. Motivated by the...
A Methodological Framework of Travel Time Distribution Estimation for Urban Signalized Arterial Roads
A Methodological Framework of Travel Time Distribution Estimation for Urban Signalized Arterial Roads
2017,
Urban travel times are rather variable as a result of a lot of stochastic factors both...
Newsvendor problem under complete uncertainty: a case of innovative products
Newsvendor problem under complete uncertainty: a case of innovative products
2017,
The paper presents a new scenario‐based decision rule for the classical version...
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated
2017,
This article investigates the dynamic mean‐variance hedging problem of an...
Exact and Heuristic Algorithms for Risk-Aware Stochastic Physical Search
Exact and Heuristic Algorithms for Risk-Aware Stochastic Physical Search
2017,
We consider an intelligent agent seeking to obtain an item from one of several...
A Lagrangian search method for the P-median problem
A Lagrangian search method for the P-median problem
2017,
In this paper, we propose a novel algorithm for solving the classical P ‐median...
Technical efficiency with multi-output, heterogeneous production: a latent class, distance function model of english football
Technical efficiency with multi-output, heterogeneous production: a latent class, distance function model of english football
2017,
This study combines the output distance function approach with a latent class model to...
A new data envelopment analysis model for evaluating the performance of expert systems in supply chain management
A new data envelopment analysis model for evaluating the performance of expert systems in supply chain management
2017,
In supply chain management (SCM), the company that evaluates expert systems...
Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location-Specific Premiums in the Netherlands
Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location-Specific Premiums in the Netherlands
2017,
As flood risks grow worldwide, a well‐designed insurance program engaging...
Synthesis of anisotropic suboptimal control for linear time-varying systems on finite time horizon
Synthesis of anisotropic suboptimal control for linear time-varying systems on finite time horizon
2017,
This paper presents the statement and solution to the problem of synthesis of the...
Analytical and simulation models of generalized stochastic networks
Analytical and simulation models of generalized stochastic networks
2017,
For a generalized stochastic network with a given multi‐dimensional...
A stochastic production planning problem in hybrid manufacturing and remanufacturing systems with resource capacity planning
A stochastic production planning problem in hybrid manufacturing and remanufacturing systems with resource capacity planning
2017,
Hybrid manufacturing and remanufacturing systems have become a topic of considerable...
Networks of ·/G/∞ queues with shot-noise-driven arrival intensities
Networks of ·/G/∞ queues with shot-noise-driven arrival intensities
2017,
We study infinite‐server queues in which the arrival process is a Cox process...
Stationary, completely mixed and symmetric optimal and equilibrium strategies in stochastic games
Stationary, completely mixed and symmetric optimal and equilibrium strategies in stochastic games
2017,
In this paper, we address various types of two‐person stochastic...
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