Keyword: stochastic processes

Found 1442 papers in total
Production planning in furniture settings via robust optimization
Production planning in furniture settings via robust optimization
2012,
Production planning procedures in small‐size furniture companies commonly...
Optimal (r,nQ,T) batch ordering with quantized supplies
Optimal (r,nQ,T) batch ordering with quantized supplies
2012,
We consider the control of a single‐echelon inventory installation under the (...
A stochastic production planning problem with nonlinear cost
A stochastic production planning problem with nonlinear cost
2012,
Most production planning models are deterministic and often assume a linear relation...
Analytical study on multi‐product production planning with outsourcing
Analytical study on multi‐product production planning with outsourcing
2012,
This paper studies a problem on multi‐product capacitated production planning...
Single source single‐commodity stochastic network design
Single source single‐commodity stochastic network design
2012,
Stochastics affects the optimal design of a network. This paper examines the...
Regime‐switching recurrent reinforcement learning for investment decision making
Regime‐switching recurrent reinforcement learning for investment decision making
2012,
This paper presents the regime‐switching recurrent reinforcement learning...
Single‐Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks
Single‐Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks
2012,
This paper examines the single‐commodity network design problem with stochastic...
A fuzzy based threshold policy for a single server retrial queue with vacations
A fuzzy based threshold policy for a single server retrial queue with vacations
2012,
In this paper we deal with a single server retrial queue with vacations. The server...
When LP Is the Cure for Your Matching Woes: Improved Bounds for Stochastic Matchings
When LP Is the Cure for Your Matching Woes: Improved Bounds for Stochastic Matchings
2012,
Consider a random graph model where each possible edge e is present independently with...
A general control variate method for option pricing under Lévy processes
A general control variate method for option pricing under Lévy processes
2012,
We present a general control variate method for simulating path dependent options...
Optimal replenishment decisions in the EPQ model for deteriorating items with fuzzy cost components under retailer partial trade credit financing
Optimal replenishment decisions in the EPQ model for deteriorating items with fuzzy cost components under retailer partial trade credit financing
2011,
In this paper, a realistic inventory model with imprecise inventory cost components...
Imperfect production process with exponential demand rate, Weibull deterioration under inflation
Imperfect production process with exponential demand rate, Weibull deterioration under inflation
2011,
In this research, an integrated production inventory model is developed from the...
Nonconvex Generalized Benders Decomposition for Stochastic Separable Mixed‐Integer Nonlinear Programs
Nonconvex Generalized Benders Decomposition for Stochastic Separable Mixed‐Integer Nonlinear Programs
2011,
This paper considers deterministic global optimization of scenario‐based,...
Multi‐objective supply planning for two‐level assembly systems with stochastic lead times
Multi‐objective supply planning for two‐level assembly systems with stochastic lead times
2012,
This paper considers two‐level assembly systems whose lead times of components...
Solving the stochastic dynamic lot‐sizing problem through nature‐inspired heuristics
Solving the stochastic dynamic lot‐sizing problem through nature‐inspired heuristics
2012,
We investigate the dynamic lot‐size problem under stochastic and...
The bi‐objective stochastic covering tour problem
The bi‐objective stochastic covering tour problem
2012,
We formulate a bi‐objective covering tour model with stochastic demand where...
Two branch‐and‐bound algorithms for the robust parallel machine scheduling problem
Two branch‐and‐bound algorithms for the robust parallel machine scheduling problem
2012,
Uncertainty is an inevitable element in many practical production planning and...
Robust scheduling on a single machine to minimize total flow time
Robust scheduling on a single machine to minimize total flow time
2012,
In a real‐world manufacturing environment featuring a variety of uncertainties,...
Predicting departure times in multi‐stage queueing systems
Predicting departure times in multi‐stage queueing systems
2012,
We develop an approximation model for the state‐dependent sojourn time...
An efficient approach to incorporating interfraction motion in IMRT treatment planning
An efficient approach to incorporating interfraction motion in IMRT treatment planning
2012,
Intensity modulated radiation therapy (IMRT) is one of the most widely used delivery...
Dynamic density forecasts for multivariate asset returns
Dynamic density forecasts for multivariate asset returns
2011,
We propose a simple and flexible framework for forecasting the joint density of asset...
Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data
Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data
2011,
We focus on estimating the integrated covariance of log-price processes in the...
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
2011,
We investigate simulation methodology for Bayesian inference in Lévy-driven...
The problem of motion correction with Gaussian communications channel
The problem of motion correction with Gaussian communications channel
2011,
A problem of correction of motion of a multistep linear controlled system under mixed...
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