Keyword: stochastic processes

Found 1442 papers in total
Development of application-specific adjacency models using fuzzy cognitive map
Development of application-specific adjacency models using fuzzy cognitive map
2014,
Neural regression provides a rapid solution to modeling complex systems with minimal...
Default probabilities of a holding company, with complete and partial information
Default probabilities of a holding company, with complete and partial information
2014,
This paper studies the valuation of credit risk for firms that own several...
Robust stability criterion for uncertain stochastic systems with time-varying delay via sliding mode control
Robust stability criterion for uncertain stochastic systems with time-varying delay via sliding mode control
2014,
This paper is focused on sliding mode control (SMC) for uncertain stochastic systems...
A comparative study of deterministic and stochastic dynamics for a non-autonomous allelopathic phytoplankton model
A comparative study of deterministic and stochastic dynamics for a non-autonomous allelopathic phytoplankton model
2014,
In this paper, we investigate a non‐autonomous competitive phytoplankton model...
A bi-objective stochastic single facility location model for a supermarket
A bi-objective stochastic single facility location model for a supermarket
2014,
Selecting a new location is vital for retail stores such as chain supermarkets and can...
The stochastic EOQ model with random sales price
The stochastic EOQ model with random sales price
2011,
The article deals with a stochastic economic order quantity ( EOQ ) model over a...
Stochastic Kolmogorov-type system with infinite delay
Stochastic Kolmogorov-type system with infinite delay
2011,
The paper considers a stochastic functional Kolmogorov‐type population system...
Stochastic processes adapted by neural networks with application to climate, energy, and finance
Stochastic processes adapted by neural networks with application to climate, energy, and finance
2011,
Local climate parameters may naturally effect the price of many commodities and their...
A dynamic programming approach for batch sizing in a multi-stage production process with random yields
A dynamic programming approach for batch sizing in a multi-stage production process with random yields
2011,
This paper proposes a dynamic programming approach to modeling and determining batch...
An extended replacement policy for a deteriorating system with multi-failure modes
An extended replacement policy for a deteriorating system with multi-failure modes
2011,
In this paper, the maintenance problem for a deteriorating system with k +1...
Stochastic Budget Optimization in Internet Advertising
Stochastic Budget Optimization in Internet Advertising
2013,
Internet advertising is a sophisticated game in which the many advertisers...
Analysis of the ‘Hiring Above the Median’ Selection Strategy for the Hiring Problem
Analysis of the ‘Hiring Above the Median’ Selection Strategy for the Hiring Problem
2013,
This paper gives a precise mathematical analysis of the behaviour of ‘hiring...
On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
2014,
In this paper, we consider a risk model with dependence between claim sizes and...
Estimation in multivariate nonnormal distributions with stochastic variance function
Estimation in multivariate nonnormal distributions with stochastic variance function
2014,
In this paper the problem of estimation of location and scatter of multivariate...
On controlling stochastic sensitivity of oscillatory systems
On controlling stochastic sensitivity of oscillatory systems
2013,
For a nonlinear oscillatory stochastic system, we study the control problem for the...
On approximate computation of the quantile criterion
On approximate computation of the quantile criterion
2013,
We propose a method for computing the quantile criterion with given accuracy based on...
IB-ICCMSP: An Integrated Irrigation Water Optimal Allocation and Planning Model Based on Inventory Theory under Uncertainty
IB-ICCMSP: An Integrated Irrigation Water Optimal Allocation and Planning Model Based on Inventory Theory under Uncertainty
2014,
In this study, an inventory‐theory‐based inexact...
CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
2014,
We reformulate a stochastic nonlinear complementarity problem as a stochastic...
A sparsity preserving stochastic gradient methods for sparse regression
A sparsity preserving stochastic gradient methods for sparse regression
2014,
We propose a new stochastic first‐order algorithm for solving sparse regression...
Stochastic and Robust Multi-Objective Optimal Management of Pumping from Coastal Aquifers Under Parameter Uncertainty
Stochastic and Robust Multi-Objective Optimal Management of Pumping from Coastal Aquifers Under Parameter Uncertainty
2014,
Combined simulation‐optimization approaches have been used as tools to derive...
New Approach: Integrated Risk-Stochastic Dynamic Model for Dam and Reservoir Optimization
New Approach: Integrated Risk-Stochastic Dynamic Model for Dam and Reservoir Optimization
2014,
Multiple studies have developed management models to identify optimal operating...
Convergence analysis and performance of the extended artificial physics optimization algorithm
Convergence analysis and performance of the extended artificial physics optimization algorithm
2011,
This paper presents extended artificial physics optimization (EAPO), a...
A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
2011,
In this note, we prove the existence and uniqueness of the solution for a class of...
New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
2011,
A class of stochastic linear complementarity problems (SLCPs) with finitely many...
Papers per page: