Keyword: stochastic processes

Found 1442 papers in total
Survival of systems with protection subject to two types of external attacks
Survival of systems with protection subject to two types of external attacks
2014,
We consider a large system that, due to its importance and (or) large economic value,...
On the interaction between forecasting and stock control: The case of non‐stationary demand
On the interaction between forecasting and stock control: The case of non‐stationary demand
2011,
The effect of using estimated (forecast) demand parameters on the performance of an...
Measuring dynamic competitiveness among container ports: an autoregressive distributed lag approach
Measuring dynamic competitiveness among container ports: an autoregressive distributed lag approach
2013,
This paper proposes a method for applying the autoregressive distributed lag...
Optimum number of minimal repairs for a system under increasing failure rate shock model with cumulative repair‐cost limit
Optimum number of minimal repairs for a system under increasing failure rate shock model with cumulative repair‐cost limit
2013,
In this paper, a replacement model for a system subject to an increasing failure rate...
Investors' Heterogeneity and Implied Volatility Smiles
Investors' Heterogeneity and Implied Volatility Smiles
2013,
Heterogeneity in beliefs and time preferences among investors make stock volatility...
A Stochastic Game Approach for Competition over Popularity in Social Networks
A Stochastic Game Approach for Competition over Popularity in Social Networks
2013,
The global Internet has enabled a massive access of internauts to content. At the same...
A Zero‐Sum Stochastic Game with Compact Action Sets and no Asymptotic Value
A Zero‐Sum Stochastic Game with Compact Action Sets and no Asymptotic Value
2013,
We give an example of a zero‐sum stochastic game with four states, compact...
A discrete time deteriorating inventory system with geometric lead time
A discrete time deteriorating inventory system with geometric lead time
2013,
A discrete time (s, S) inventory system with demands occurring according to...
A finite source multi‐server inventory system with service facility
A finite source multi‐server inventory system with service facility
2012,
In this article, we study a continuous review retrial inventory system with a finite...
Reliability evaluation for a manufacturing network with multiple production lines
Reliability evaluation for a manufacturing network with multiple production lines
2012,
This paper focuses on performance evaluation of a manufacturing system with multiple...
OM ForumOffered Load Analysis for Staffing
OM ForumOffered Load Analysis for Staffing
2013,
This essay, based on my 2012 MSOM Fellow Lecture, discusses an idea that has been...
On cumulative jump random variables
On cumulative jump random variables
2013,
Stochastic models for phenomena that can exhibit sudden changes involve the use of...
Analyzing Screening Policies for Childhood Obesity
Analyzing Screening Policies for Childhood Obesity
2013,
Because of the health and economic costs of childhood obesity, coupled with studies...
A Hidden Markov Model of Developer Learning Dynamics in Open Source Software Projects
A Hidden Markov Model of Developer Learning Dynamics in Open Source Software Projects
2011,
This study develops a stochastic model to capture developer learning dynamics in open...
Dynamic Pricing with Financial Milestones: Feedback‐Form Policies
Dynamic Pricing with Financial Milestones: Feedback‐Form Policies
2012,
We study a seller that starts with an initial inventory of goods, has a target horizon...
Contingent Capital with a Capital‐Ratio Trigger
Contingent Capital with a Capital‐Ratio Trigger
2012,
Contingent capital in the form of debt that converts to equity when a bank faces...
Stochastic scheduling with minimizing the number of tardy jobs using chance constrained programming
Stochastic scheduling with minimizing the number of tardy jobs using chance constrained programming
2013,
In this research, two scheduling problems i.e., single machine scheduling problem with...
A stochastic model associated with paediatric heart transplantation
A stochastic model associated with paediatric heart transplantation
2013,
A child judged to need cardiac transplantation must wait until a suitable donor heart...
Analytical characterisations of a seasonal compound Poisson demand process with growth trend
Analytical characterisations of a seasonal compound Poisson demand process with growth trend
2012,
The seasonal compound distribution is of interest for the study of operations...
Computational tools for comparing asymmetric GARCH models via Bayes factors
Computational tools for comparing asymmetric GARCH models via Bayes factors
2012,
In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and...
From general state‐space to VARMAX models
From general state‐space to VARMAX models
2012,
We propose two new algorithms to go from any state‐space model to an output...
Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution
Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution
2012,
Motivated by applications in financial services, we consider a seller who offers...
Mean square exponential stability of impulsive stochastic reaction‐diffusion Cohen–Grossberg neural networks with delays
Mean square exponential stability of impulsive stochastic reaction‐diffusion Cohen–Grossberg neural networks with delays
2012,
In this paper, we establish a method to study the mean square exponential stability of...
New strategies for reliability analysis of Programmable Logic Controllers
New strategies for reliability analysis of Programmable Logic Controllers
2012,
Programmable Logic Controllers (PLC) are widely used in industry. Reliable PLC systems...
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