Keyword: stochastic processes

Found 1442 papers in total
A Gradient Markov Chain Monte Carlo Algorithm for Computing Multivariate Maximum Likelihood Estimates and Posterior Distributions: Mixture Dose-Response Assessment
A Gradient Markov Chain Monte Carlo Algorithm for Computing Multivariate Maximum Likelihood Estimates and Posterior Distributions: Mixture Dose-Response Assessment
2012,
Multivariate probability distributions, such as may be used for mixture dose-response...
The Value of Repeated Games with an Informed Controller
The Value of Repeated Games with an Informed Controller
2012,
We consider the general model of zero‐sum repeated games (or stochastic games...
Robust Duality for Fractional Programming Problems with Constraint‐Wise Data Uncertainty
Robust Duality for Fractional Programming Problems with Constraint‐Wise Data Uncertainty
2011,
In this paper, we examine duality for fractional programming problems in the face of...
Global Robust Passivity Analysis for Stochastic Interval Neural Networks with Interval Time‐Varying Delays and Markovian Jumping Parameters
Global Robust Passivity Analysis for Stochastic Interval Neural Networks with Interval Time‐Varying Delays and Markovian Jumping Parameters
2011,
In this paper, the problem of passivity analysis is investigated for stochastic...
Existence, Uniqueness and Stability of Mild Solutions for Time‐Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite Delay
Existence, Uniqueness and Stability of Mild Solutions for Time‐Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite Delay
2011,
In this paper, we study a class of time‐dependent stochastic evolution...
Exponential Stability for Delayed Stochastic Bidirectional Associative Memory Neural Networks with Markovian Jumping and Impulses
Exponential Stability for Delayed Stochastic Bidirectional Associative Memory Neural Networks with Markovian Jumping and Impulses
2011,
In this paper, the problem of stability analysis for a class of delayed stochastic...
Neural networks for detecting cyclic behavior in autocorrelated process
Neural networks for detecting cyclic behavior in autocorrelated process
2012,
In quality control area, cyclic behavior is one of the signals indicating an...
A generalized variable neighborhood search heuristic for the capacitated vehicle routing problem with stochastic service times
A generalized variable neighborhood search heuristic for the capacitated vehicle routing problem with stochastic service times
2012,
This paper describes a generalized variable neighborhood search heuristic for the...
Minimum and Worst‐Case Performance Ratios of Rollout Algorithms
Minimum and Worst‐Case Performance Ratios of Rollout Algorithms
2012,
Rollout algorithms are heuristic algorithms that can be applied to solve deterministic...
Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time‐Varying Delays
Global Synchronization Stability for Stochastic Complex Dynamical Networks with Probabilistic Interval Time‐Varying Delays
2012,
The synchronization problem for a class of complex dynamical networks with stochastic...
Irreducibility of joint inventory positions in an assemble-to-order system under (r, nQ) policies
Irreducibility of joint inventory positions in an assemble-to-order system under (r, nQ) policies
2012,
In a typical assemble-to-order system, a customer order may request multiple items,...
Performance evaluation of a synchronization station with multiple inputs and population constraints
Performance evaluation of a synchronization station with multiple inputs and population constraints
2012,
Synchronization stations are commonly used to model kitting operations in...
An algorithmic framework for solving large‐scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees
An algorithmic framework for solving large‐scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees
2012,
In this paper we present a parallelizable Branch‐and‐Fix Coordination...
Improving system performance for stochastic activity network: A simulation approach
Improving system performance for stochastic activity network: A simulation approach
2012,
An activity network with returning loop activities has a wide variety of applications,...
Forecasting the intermittent demand for slow‐moving inventories: A modelling approach
Forecasting the intermittent demand for slow‐moving inventories: A modelling approach
2012,
Organizations with large‐scale inventory systems typically have a large...
Fuzzy‐scorecard based logistics management in robust SCM
Fuzzy‐scorecard based logistics management in robust SCM
2012,
Due to the IT advances, the logistics management faces a change to the new era. This...
Space mapping‐focused control techniques for particle dispersions in fluids
Space mapping‐focused control techniques for particle dispersions in fluids
2012,
We present and investigate techniques for optimizing particle dispersions in all kinds...
Path‐relinking intensification methods for stochastic local search algorithms
Path‐relinking intensification methods for stochastic local search algorithms
2012,
Path‐relinking is major enhancement to heuristic search methods for solving...
Invariance of fluid limits for the shortest remaining processing time and shortest job first policies
Invariance of fluid limits for the shortest remaining processing time and shortest job first policies
2012,
We consider a single‐server queue with renewal arrivals and i.i.d. service...
A two‐step method for forecasting spare parts demand using information on component repairs
A two‐step method for forecasting spare parts demand using information on component repairs
2012,
Forecasting spare parts demand is notoriously difficult, as demand is typically...
Single‐commodity network design with random edge capacities
Single‐commodity network design with random edge capacities
2012,
This paper examines the single‐commodity network design problem with stochastic...
A general decomposition approach for multi‐criteria decision trees
A general decomposition approach for multi‐criteria decision trees
2012,
In this paper, we address the dynamic and multi‐criteria decision‐making...
Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems
Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems
2012,
This work deals with the concept of satisfactory solution for Stochastic...
An alternative for robust estimation in Project Management
An alternative for robust estimation in Project Management
2012,
Recently, has proposed the mixture between the uniform and the beta distributions as...
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