Keyword: stochastic processes

Found 1442 papers in total
Determination of the uncertainty domain of the Arrhenius parameters needed for the investigation of combustion kinetic models
Determination of the uncertainty domain of the Arrhenius parameters needed for the investigation of combustion kinetic models
2012,
Many articles have been published on the uncertainty analysis of high temperature gas...
Performance & Optimization of M/G/c/c Building Evacuation Networks
Performance & Optimization of M/G/c/c Building Evacuation Networks
2012,
Evacuation networks from buildings represent a complex architectural and engineering...
A continuous review (s,Q) inventory system with priority customers and arbitrarily distributed lead times
A continuous review (s,Q) inventory system with priority customers and arbitrarily distributed lead times
2013,
In this article we analyze a lost sales ( s , Q ) inventory system with two types of...
A novel differential evolution algorithm for binary optimization
A novel differential evolution algorithm for binary optimization
2013,
Differential evolution ( DE ) is one of the most powerful stochastic search methods...
Modeling and quantitatively predicting software security based on stochastic Petri nets
Modeling and quantitatively predicting software security based on stochastic Petri nets
2012,
To quantitatively predict software security in the design phase, hierarchical software...
Probabilistic sensitivity analysis of system availability using Gaussian processes
Probabilistic sensitivity analysis of system availability using Gaussian processes
2013,
The availability of a system under a given failure/repair process is a function of...
Remaining useful life estimation based on stochastic deterioration models: A comparative study
Remaining useful life estimation based on stochastic deterioration models: A comparative study
2013,
Prognostic of system lifetime is a basic requirement for condition‐based...
Monte Carlo simulation of radionuclide migration in fractured rock for the performance assessment of radioactive waste repositories
Monte Carlo simulation of radionuclide migration in fractured rock for the performance assessment of radioactive waste repositories
2013,
The estimation of radionuclide migration within a fractured medium is a fundamental...
A Review and perspective on surveillance of Bernoulli processes
A Review and perspective on surveillance of Bernoulli processes
2011,
Bernoulli processes have been monitored using a wide variety of techniques in...
Monte Carlo Algorithms for Default Timing Problems
Monte Carlo Algorithms for Default Timing Problems
2011,
Dynamic, intensity‐based point process models are widely used to measure and...
Dynamic fleet scheduling with uncertain demand and customer flexibility
Dynamic fleet scheduling with uncertain demand and customer flexibility
2012,
We develop a dynamic fleet scheduling model that demonstrates how a carrier can...
A phase‐type geometric process repair model with spare device procurement and repairman’s multiple vacations
A phase‐type geometric process repair model with spare device procurement and repairman’s multiple vacations
2013,
This paper analyzes a phase‐type geometric process repair model with spare...
Forecasting foreign exchange rates with adaptive neural networks using radial‐basis functions and Particle Swarm Optimization
Forecasting foreign exchange rates with adaptive neural networks using radial‐basis functions and Particle Swarm Optimization
2013,
The motivation for this paper is to introduce a hybrid neural network architecture of...
Due‐date assignment and machine scheduling in a low machine‐rate situation with stochastic processing times
Due‐date assignment and machine scheduling in a low machine‐rate situation with stochastic processing times
2013,
Due date assignment combined with shop floor scheduling has attracted enormous amount...
Rational Automata Networks: A Non‐Markovian Modeling Approach
Rational Automata Networks: A Non‐Markovian Modeling Approach
2013,
A new class of non‐Markovian models is introduced that results from the...
Steady‐State Simulation with Replication‐Dependent Initial Transients: Analysis and Examples
Steady‐State Simulation with Replication‐Dependent Initial Transients: Analysis and Examples
2013,
The replicated batch means (RBM) method for steady‐state simulation output...
Probabilistic programming models for traffic incident management operations planning
Probabilistic programming models for traffic incident management operations planning
2013,
This paper proposes mathematical programming models with probabilistic constraints in...
A new hybrid stochastic approximation algorithm
A new hybrid stochastic approximation algorithm
2013,
In this paper, we consider optimizing the performance of a stochastic system that is...
Extension of stochastic dominance theory to random variables
Extension of stochastic dominance theory to random variables
1999,
In this paper, we develop some stochastic dominance theorems for the location and...
A scenario decomposition approach for stochastic production planning in sawmills
A scenario decomposition approach for stochastic production planning in sawmills
2013,
This study considers a real world stochastic multi‐period, multi‐product...
Optimal procurement and sampling decisions under stochastic yield of returns in reverse supply chains
Optimal procurement and sampling decisions under stochastic yield of returns in reverse supply chains
2013,
We study the problem of optimizing the sampling and procurement decisions in a...
Periodic capacity management under a lead‐time performance constraint
Periodic capacity management under a lead‐time performance constraint
2013,
In this paper, we study a production system that operates under a lead‐time...
Lead time anticipation in Supply Chain Operations Planning
Lead time anticipation in Supply Chain Operations Planning
2013,
Linear programming (LP) models for Supply Chain Operations Planning are widely used in...
Capacity management under uncertainty with inter‐process, intra‐process and demand interdependencies in high‐flexibility environments
Capacity management under uncertainty with inter‐process, intra‐process and demand interdependencies in high‐flexibility environments
2013,
In this paper, we develop models for capacity planning within the framework of...
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