Keyword: stochastic processes

Found 1442 papers in total
Do we need stochastic models for healthcare? The case of ICATS?
Do we need stochastic models for healthcare? The case of ICATS?
2014,
Healthcare stakeholders require accurate and reliable models to aid performance...
Density estimation from correlated data
Density estimation from correlated data
2014,
This paper evaluates sequential procedures for estimating the steady‐state...
A fuzzy optimal search approach: real applications in crisis and mine detection
A fuzzy optimal search approach: real applications in crisis and mine detection
2014,
The classical optimal search model is seeking to find a strategy to minimise the...
Open shop scheduling with stochastic release dates and processing times
Open shop scheduling with stochastic release dates and processing times
2014,
In this paper, we study an open shop scheduling (OSS) problem subject to...
Kusuoka representations of coherent risk measures in general probability spaces
Kusuoka representations of coherent risk measures in general probability spaces
2015,
Kusuoka representations provide an important and useful characterization of law...
A novel probabilistic formulation for locating and sizing emergency medical service stations
A novel probabilistic formulation for locating and sizing emergency medical service stations
2015,
The paper proposes a novel probabilistic model with chance constraints for locating...
Two-stage portfolio optimization with higher-order conditional measures of risk
Two-stage portfolio optimization with higher-order conditional measures of risk
2015,
We describe a study of application of novel risk modeling and optimization techniques...
A Robust optimization approach to assess the effect of delays in the connection-to-the-grid time of new generation power plants over transmission expansion planning
A Robust optimization approach to assess the effect of delays in the connection-to-the-grid time of new generation power plants over transmission expansion planning
2015,
Construction times of new power plants are subject to uncertainty in deregulated...
Calibration, sharpness and the weighting of experts in a linear opinion pool
Calibration, sharpness and the weighting of experts in a linear opinion pool
2015,
Linear opinion pools are the most common form of aggregating the probabilistic...
Strategies for Appointment Policy Design with Patient Unpunctuality
Strategies for Appointment Policy Design with Patient Unpunctuality
2014,
Appointment policy design is complicated by patients who arrive earlier or later than...
A stochastic inventory routing problem for infectious medical waste collection
A stochastic inventory routing problem for infectious medical waste collection
2014,
We consider the problem of designing a logistic system to organize adequate collection...
Joint optimal lot sizing and production control policy in an unreliable and imperfect manufacturing system
Joint optimal lot sizing and production control policy in an unreliable and imperfect manufacturing system
2013,
This paper deals with the problem of the joint determination of the optimal lot sizing...
Performance analysis and optimization of hybrid manufacturing systems under a batch ordering policy
Performance analysis and optimization of hybrid manufacturing systems under a batch ordering policy
2013,
We consider a stochastic two‐stage hybrid manufacturing system for a single...
Inventory rationing decision models during replenishment lead time
Inventory rationing decision models during replenishment lead time
2013,
This study considers an inventory rationing problem in which a warehouse maintains...
Performance evaluation of a multi-product CONWIP assembly system with correlated external demands
Performance evaluation of a multi-product CONWIP assembly system with correlated external demands
2013,
We study a multi‐product assembly production system in which individual...
Supplier Selection Behavior Under Uncertainty: Contextual and Cognitive Effects on Risk Perception and Choice
Supplier Selection Behavior Under Uncertainty: Contextual and Cognitive Effects on Risk Perception and Choice
2014,
Buyers often make supplier selection decisions under conditions of uncertainty....
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions
2014,
This paper is concerned with the relationship between maximum principle and dynamic...
Path-dependent Hamilton‐Jacobi‐Bellman equations related to controlled stochastic functional differential systems
Path-dependent Hamilton‐Jacobi‐Bellman equations related to controlled stochastic functional differential systems
2015,
In this paper, a stochastic optimal control problem is investigated in which the...
Simultaneous Inference for Model Averaging of Derived Parameters
Simultaneous Inference for Model Averaging of Derived Parameters
2015,
Model averaging is a useful approach for capturing uncertainty due to model selection....
A Computational Framework for Prime Implicants Identification in Noncoherent Dynamic Systems
A Computational Framework for Prime Implicants Identification in Noncoherent Dynamic Systems
2015,
Dynamic reliability methods aim at complementing the capability of traditional static...
Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
2015,
This paper proposes Markov chain Monte Carlo methods to estimate the parameters and...
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
2013,
I introduce the notion of continuous invertibility on a compact set for volatility...
Process Control for the Vector Autoregressive Model
Process Control for the Vector Autoregressive Model
2014,
Multivariate monitoring techniques for serially correlated observations have been...
Real-time Reliability Evaluation with a General Wiener Process-based Degradation Model
Real-time Reliability Evaluation with a General Wiener Process-based Degradation Model
2014,
The aim of this paper is to investigate the issue of real‐time reliability...
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