Keyword: stochastic processes

Found 1442 papers in total
The eye and the fist: Optimizing search and interdiction
The eye and the fist: Optimizing search and interdiction
2012,
Interdiction operations involving search, identification, and interception of...
Equilibrium and revenue in a family of common‐value first‐price auctions with differential information
Equilibrium and revenue in a family of common‐value first‐price auctions with differential information
2012,
We study a discrete common‐value auction environment with two asymmetrically...
Development of optimisation‐based DSS for flood control
Development of optimisation‐based DSS for flood control
2012,
A decision support system (DSS) has been developed for integrated,...
Identification of Robust Terminal‐Area Routes in Convective Weather
Identification of Robust Terminal‐Area Routes in Convective Weather
2012,
Convective weather is responsible for large delays and widespread disruptions in the...
A Randomized Linear Programming Method for Network Revenue Management with Product‐Specific No‐Shows
A Randomized Linear Programming Method for Network Revenue Management with Product‐Specific No‐Shows
2012,
Revenue management practices often include overbooking capacity to account for...
Resilience: An Indicator of Recovery Capability in Intermodal Freight Transport
Resilience: An Indicator of Recovery Capability in Intermodal Freight Transport
2012,
In this paper, an indicator of network resilience is defined that quantifies the...
Stochastic optimization for transshipment problems with positive replenishment lead times
Stochastic optimization for transshipment problems with positive replenishment lead times
2012,
Transshipments, monitored movements of material at the same echelon of a supply chain,...
Pricing decision for substitutable products with retail competition in a fuzzy environment
Pricing decision for substitutable products with retail competition in a fuzzy environment
2012,
This paper studies the pricing problem of substitutable products in a supply chain...
A comparison of genetic programming and artificial neural networks in metamodeling of discrete‐event simulation models
A comparison of genetic programming and artificial neural networks in metamodeling of discrete‐event simulation models
2012,
Genetic programming (GP) and artificial neural networks (ANNs) can be used in the...
A complex discrete warm standby system with loss of units
A complex discrete warm standby system with loss of units
2012,
A redundant complex discrete system is modelled through phase type distributions. The...
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
Two‐stage stochastic optimization problems with stochastic ordering constraints on the recourse
2012,
We consider two‐stage risk‐averse stochastic optimization problems with...
On air traffic flow management with rerouting. Part II: Stochastic case
On air traffic flow management with rerouting. Part II: Stochastic case
2012,
We present a framework for modeling multistage mixed 0–1 problems for the air...
A stochastic control formalism for dynamic biologically conformal radiation therapy
A stochastic control formalism for dynamic biologically conformal radiation therapy
2012,
State‐of‐the‐art methods for optimizing cancer treatment over...
Solving the dynamic ambulance relocation and dispatching problem using approximate dynamic programming
Solving the dynamic ambulance relocation and dispatching problem using approximate dynamic programming
2012,
Emergency service providers are supposed to locate ambulances such that in case of...
Mathematical programming formulations for approximate simulation of multistage production systems
Mathematical programming formulations for approximate simulation of multistage production systems
2012,
Mathematical programming representation has been recently used to describe the...
On the Hitting Times of Quantum Versus Random Walks
On the Hitting Times of Quantum Versus Random Walks
2012,
The hitting time of a classical random walk (Markov chain) is the time required to...
Online Randomized Multiprocessor Scheduling
Online Randomized Multiprocessor Scheduling
2000,
The use of randomization in online multiprocessor scheduling is studied. The problem...
The value of rolling‐horizon policies for risk‐averse hydro‐thermal planning
The value of rolling‐horizon policies for risk‐averse hydro‐thermal planning
2012,
We consider the optimal management of a hydro‐thermal power system in the mid...
Retrospective optimization of mixed‐integer stochastic systems using dynamic simplex linear interpolation
Retrospective optimization of mixed‐integer stochastic systems using dynamic simplex linear interpolation
2012,
We propose a family of retrospective optimization (RO) algorithms for optimizing...
Monotone optimal control for a class of Markov decision processes
Monotone optimal control for a class of Markov decision processes
2012,
This paper provides a unified framework to study monotone optimal control for a class...
Contracting with asymmetric demand information in supply chains
Contracting with asymmetric demand information in supply chains
2012,
We solve a buyback contract design problem for a supplier who is working with a...
Optimal bidding in auctions of mixed populations of bidders
Optimal bidding in auctions of mixed populations of bidders
2012,
A mixed population of bidders consists of two asymmetric groups. Members of the first...
Bounds on the competence of a homogeneous jury
Bounds on the competence of a homogeneous jury
2012,
In a homogeneous jury, the votes are exchangeable correlated Bernoulli random...
A spectral‐collocation method for pricing perpetual American puts with stochastic volatility
A spectral‐collocation method for pricing perpetual American puts with stochastic volatility
2011,
Based on the Legendre pseudospectral method, we propose a numerical treatment for...
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