Keyword: stochastic processes

Found 1442 papers in total
A finite volume method for scalar conservation laws with stochastic time–space dependent flux functions
A finite volume method for scalar conservation laws with stochastic time–space dependent flux functions
2013,
We propose a new finite volume method for scalar conservation laws with stochastic...
Topology optimization considering material and geometric uncertainties using stochastic collocation methods
Topology optimization considering material and geometric uncertainties using stochastic collocation methods
2012,
The aim of this paper is to introduce the stochastic collocation methods in topology...
Dynamic portfolio optimization under multi‐factor model in stochastic markets
Dynamic portfolio optimization under multi‐factor model in stochastic markets
2012,
We consider the modeling and solution of the multi‐period portfolio selection...
LOcal Uncertainty Processing (LOUP) method for multidisciplinary robust design optimization
LOcal Uncertainty Processing (LOUP) method for multidisciplinary robust design optimization
2012,
In this paper, we develop an easy‐to‐implement approximate method to...
Les Symétries dans les Réseaux de Petri Stochastiques (RdPS) Construction du Graphe Symbolique
Les Symétries dans les Réseaux de Petri Stochastiques (RdPS) Construction du Graphe Symbolique
2000,
The main purpose of this paper is to give a method for construction of the reduced...
The stochastic interdiction median problem with disruption intensity levels
The stochastic interdiction median problem with disruption intensity levels
2012,
In this paper we introduce a stochastic interdiction problem for median systems in...
Profitability of loyalty reward programs: An analytical investigation
Profitability of loyalty reward programs: An analytical investigation
2013,
Loyalty programs, as a prevalent CRM strategy, aim to enhance customers’ loyalty...
On minimal representations of Rational Arrival Processes
On minimal representations of Rational Arrival Processes
2013,
Rational Arrival Processes (RAPs) form a general class of stochastic processes which...
First passage times of reflected Ornstein–Uhlenbeck processes with two‐sided jumps
First passage times of reflected Ornstein–Uhlenbeck processes with two‐sided jumps
2013,
In this paper we consider the first passage problem for reflected jump‐type...
Newsvendor‐type models with decision‐dependent uncertainty
Newsvendor‐type models with decision‐dependent uncertainty
2012,
Models for decision‐making under uncertainty use probability distributions to...
A multi‐product continuous review inventory system in stochastic environment with budget constraint
A multi‐product continuous review inventory system in stochastic environment with budget constraint
2012,
Common characteristics of inventory systems include uncertain demand and restrictions...
Large‐Order Multiple Recursive Generators with Modulus 231 − 1
Large‐Order Multiple Recursive Generators with Modulus 231 − 1
2012,
The performance of a maximum‐period multiple recursive generator (MRG) depends...
SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy
SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy
2012,
We address the problem of modeling energy resource allocation, including dispatch,...
Stochastic traffic assignment, Lagrangian dual, and unconstrained convex optimization
Stochastic traffic assignment, Lagrangian dual, and unconstrained convex optimization
2012,
In this paper, traffic assignment problems with stochastic travel cost perceptions are...
Determining the optimal double‐component assignment for a stochastic computer network
Determining the optimal double‐component assignment for a stochastic computer network
2012,
This study determines the optimal double-component assignment based on the system...
Optimal Control Approach to Nonlinear Diffusion Equations Driven by Wiener Noise
Optimal Control Approach to Nonlinear Diffusion Equations Driven by Wiener Noise
2012,
The stochastic nonlinear infinite‐dimensional equations of gradient type and...
Hub location under uncertainty
Hub location under uncertainty
2012,
Hub location problems are network design problems which are solved as part of a...
Liner ship route schedule design with sea contingency time and port time uncertainty
Liner ship route schedule design with sea contingency time and port time uncertainty
2012,
This paper deals with a tactical‐level liner ship route schedule design problem...
Dynamic consistency for stochastic optimal control problems
Dynamic consistency for stochastic optimal control problems
2012,
For a sequence of dynamic optimization problems, we aim at discussing a notion of...
Scenario decomposition of risk‐averse multistage stochastic programming problems
Scenario decomposition of risk‐averse multistage stochastic programming problems
2012,
For a risk‐averse multistage stochastic optimization problem with a finite...
Energy contracts management by stochastic programming techniques
Energy contracts management by stochastic programming techniques
2012,
We consider the problem of optimal management of energy contracts, with bounds on the...
Real time estimation of stochastic volatility processes
Real time estimation of stochastic volatility processes
2012,
Autoregressive conditional heteroscedastic (ARCH) processes and their extensions known...
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
2012,
A stochastic quasigradient algorithm is suggested for solving the quantile...
On computing optimal (Q,r) replenishment policies under quantity discounts
On computing optimal (Q,r) replenishment policies under quantity discounts
2012,
This article studies the classical reorder quantity, order point ( Q , r ) continuous...
Papers per page: