Keyword: stochastic processes

Found 1442 papers in total
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach
2012,
This paper addresses the optimal consumption/investment problem in a mixed...
Modeling optimal pine stands harvest under stochastic wood stock and price in Chile
Modeling optimal pine stands harvest under stochastic wood stock and price in Chile
2012,
The application of these models to a Chilean forest company shows the significance of...
Demand modeling of stochastic product diffusion over the life cycle
Demand modeling of stochastic product diffusion over the life cycle
2012,
Planning during the product life cycle (PLC) poses a number of challenges for managers...
Lead time reduction strategies in a single-vendor‐single-buyer integrated inventory model with lot size-dependent lead times and stochastic demand
Lead time reduction strategies in a single-vendor‐single-buyer integrated inventory model with lot size-dependent lead times and stochastic demand
2012,
This paper studies alternative methods for reducing lead time and their impact on the...
Impact of frequency of alignment of physical and information system inventories on out of stocks: A simulation study
Impact of frequency of alignment of physical and information system inventories on out of stocks: A simulation study
2012,
Inaccuracy in the information system inventory as compared to the physical inventory...
A case study of condition based maintenance modelling based upon the oil analysis data of marine diesel engines using stochastic filtering
A case study of condition based maintenance modelling based upon the oil analysis data of marine diesel engines using stochastic filtering
2012,
This paper presents a case study of condition based maintenance modelling based on...
Optimizing service-level and relevant cost for a stochastic multi-item cyclic production system
Optimizing service-level and relevant cost for a stochastic multi-item cyclic production system
2012,
A multi‐item make‐to‐order production system in a stochastic...
Impact of RFID information-sharing strategies on a decentralized supply chain with reverse logistics operations
Impact of RFID information-sharing strategies on a decentralized supply chain with reverse logistics operations
2012,
The integration of environmental practices in a supply chain has been study for the...
Parallel design of robust control in the stochastic environment (the two-armed bandit problem)
Parallel design of robust control in the stochastic environment (the two-armed bandit problem)
2012,
The problem of rational behavior in the stochastic environment, also known as the two...
A recovery model for combinational disruptions in logistics delivery: Considering the real-world participators
A recovery model for combinational disruptions in logistics delivery: Considering the real-world participators
2012,
The existence of uncertainties may result in various unexpected disruption events in...
Development of a stochastic optimisation tool for solving the multiple container packing problems
Development of a stochastic optimisation tool for solving the multiple container packing problems
2012,
Marine logistics has become increasingly important as the amount of global trade has...
Risk assessment in multimodal supply chains
Risk assessment in multimodal supply chains
2012,
Complexity and disintegration are emerging as major challenges in supply‐chain...
Approximations for the relative outdating of perishable products by combining stochastic modeling, simulation and regression modeling
Approximations for the relative outdating of perishable products by combining stochastic modeling, simulation and regression modeling
2012,
In this paper we derive approximations for the expected amount of outdating (waste) in...
Approximate consensus in the dynamic stochastic network with incomplete information and measurement delays
Approximate consensus in the dynamic stochastic network with incomplete information and measurement delays
2012,
Consideration was given to the problem of achieving an approximate consensus in the...
Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances
Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances
2012,
We study the sensitivity of the control cost for a linear stationary object with...
Setting optimal due dates in a basic safe-scheduling model
Setting optimal due dates in a basic safe-scheduling model
2014,
We examine a basic stochastic sequencing model with due dates as decisions. The...
Numerical solution algorithms for stochastic differential systems with switching diffusion
Numerical solution algorithms for stochastic differential systems with switching diffusion
2013,
This paper considers mathematical models of hybrid systems governed by stochastic...
On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
2014,
Consideration was given to the a priori formulation of the multistage problem of...
A re-examination of stationarity of energy consumption: Evidence from new unit root tests
A re-examination of stationarity of energy consumption: Evidence from new unit root tests
2011,
In this paper, we re‐examine the stochastic behaviour of per capita total...
Model checking conditional CSL for continuous-time Markov chains
Model checking conditional CSL for continuous-time Markov chains
2013,
In this paper, we consider the model‐checking problem of continuous‐time...
Heuristic procedures for a stochastic batch service problem
Heuristic procedures for a stochastic batch service problem
2014,
This paper considers a multi‐class batch service problem that involves a...
On the performance of the base-stock inventory system under a compound Erlang demand distribution
On the performance of the base-stock inventory system under a compound Erlang demand distribution
2013,
In this paper, we propose a new method for determining the optimal base‐stock...
Matrix stochastic analysis of the maintainability of a machine under shocks
Matrix stochastic analysis of the maintainability of a machine under shocks
2014,
A machine under random environmental conditions producing shocks and wear is studied...
Optimal condition-based maintenance decisions for systems with dependent stochastic degradation of components
Optimal condition-based maintenance decisions for systems with dependent stochastic degradation of components
2014,
Components in engineered systems are subjected to stochastic deterioration due to the...
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