Keyword: stochastic processes

Found 1442 papers in total
Stochastic control in a determinate differential pursuit‐evasion game
Stochastic control in a determinate differential pursuit‐evasion game
2011,
In the paper, on the material of originally determinate differential game on...
Analyzing nonlinear stochastic control systems in the class of generalized characteristic functions
Analyzing nonlinear stochastic control systems in the class of generalized characteristic functions
2011,
We solve the problem of output process analysis for nonlinear stochastic control...
Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions
Development of algorithmic support for the analysis of stochastic systems based on canonical expansions of random functions
2011,
In the paper, we give a brief review of the known algorithmic and programm support for...
Maximum likelihood estimation of linear stochastic systems in the class of sequential square‐root orthogonal filtering methods
Maximum likelihood estimation of linear stochastic systems in the class of sequential square‐root orthogonal filtering methods
2011,
Theoretical and applied aspects are considered for development of numerically stable...
Mobile phone tower location for survival after natural disasters
Mobile phone tower location for survival after natural disasters
2012,
This paper discusses the location or strengthening of cell phone towers so as to...
A stochastic programming model for the optimal issuance of government bonds
A stochastic programming model for the optimal issuance of government bonds
2012,
Sovereign states issue fixed and floating securities to fund their public debt. The...
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
2012,
We propose a stochastic model for the daily operation scheduling of a generation...
Approximation and contamination bounds for probabilistic programs
Approximation and contamination bounds for probabilistic programs
2012,
Development of applicable robustness results for stochastic programs with...
Stochastic optimization for real time service capacity allocation under random service demand
Stochastic optimization for real time service capacity allocation under random service demand
2012,
The problem of repeated allocation of limited renewable service resources to...
Heuristic optimisation in financial modelling
Heuristic optimisation in financial modelling
2012,
There is a large number of optimisation problems in theoretical and applied finance...
Sell or Hold: A simple two‐stage stochastic combinatorial optimization problem
Sell or Hold: A simple two‐stage stochastic combinatorial optimization problem
2012,
The sell or hold problem (SHP) is to sell k out of n indivisible assets over two...
Recourse‐based stochastic nonlinear programming: properties and Benders‐SQP algorithms
Recourse‐based stochastic nonlinear programming: properties and Benders‐SQP algorithms
2012,
In this paper, we study recourse‐based stochastic nonlinear programs and make...
Monte Carlo algorithm for trajectory optimization based on Markovian readings
Monte Carlo algorithm for trajectory optimization based on Markovian readings
2012,
This paper describes an efficient algorithm to find a smooth trajectory joining two...
Stochastic analysis of a reheating‐furnace system subject to preventive maintenance and repair
Stochastic analysis of a reheating‐furnace system subject to preventive maintenance and repair
2012,
This paper presents a stochastic model to determine the performance of a...
Integrated inventory model for three‐layer supply chains with stochastic demand
Integrated inventory model for three‐layer supply chains with stochastic demand
2012,
In this paper, we consider three‐stage inventory production system in...
Capital rationing problems under uncertainty and risk
Capital rationing problems under uncertainty and risk
2012,
Capital rationing is a major problem in managerial decision making. The classical...
A simulated annealing hyper‐heuristic methodology for flexible decision support
A simulated annealing hyper‐heuristic methodology for flexible decision support
2012,
Most of the current search techniques represent approaches that are largely adapted...
Estimation of continuously differentiable signal with allowance for constraints
Estimation of continuously differentiable signal with allowance for constraints
2011,
Consideration was given to the estimation of a piecewise‐polynomially...
Voting in a stochastic environment: The case of two groups
Voting in a stochastic environment: The case of two groups
2011,
Social dynamics determined by voting in a stochastic environment is analyzed for a...
Designing a closed‐loop supply chain with stochastic product returns: a Genetic Algorithm approach
Designing a closed‐loop supply chain with stochastic product returns: a Genetic Algorithm approach
2011,
In the recent past, some scholars and logisticians have begun to explore the...
A structural approach to robust control
A structural approach to robust control
2011,
We consider the problem of stabilizing linear stationary parametrically uncertain...
A cost optimisation strategy for a single warehouse multi#45;distributor vehicle routing system in stochastic scenario
A cost optimisation strategy for a single warehouse multi#45;distributor vehicle routing system in stochastic scenario
2011,
The delivery stage is the most expensive phase in supply chain and logistics...
Towards Automating Decision Aiding Through Argumentation
Towards Automating Decision Aiding Through Argumentation
2011,
Decision aiding can be abstractly described as the process of assisting a...
Top management support and IS implementation: further support for the moderating role of task interdependence
Top management support and IS implementation: further support for the moderating role of task interdependence
2011,
Sharma and Yetton, in 2003, hypothesized and found empirical support for the...
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