Keyword: stochastic processes

Found 1442 papers in total
Optimal adaptive design of the prescribed‐structure controllers
Optimal adaptive design of the prescribed‐structure controllers
2011,
For the continuous linear control plants with parametric uncertainty, a new approach...
Early detection algorithm for attacks against information resources of automatic manufacturing control systems
Early detection algorithm for attacks against information resources of automatic manufacturing control systems
2011,
A certain model of organizing protection mechanisms in distributed information system...
The Impact of Yield‐Dependent Trading Costs on Pricing and Production Planning Under Supply Uncertainty
The Impact of Yield‐Dependent Trading Costs on Pricing and Production Planning Under Supply Uncertainty
2011,
This paper studies the role of the yield‐dependent trading cost structure...
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
2011,
This paper is concerned with solving single CVaR and mixed CVaR minimization problems....
Pricing American options with uncertain volatility through stochastic linear complementarity models
Pricing American options with uncertain volatility through stochastic linear complementarity models
2011,
We consider the problem of pricing American options with uncertain volatility and...
Computing Bid Prices for Revenue Management Under Customer Choice Behavior
Computing Bid Prices for Revenue Management Under Customer Choice Behavior
2011,
We consider a choice‐based, network revenue management (RM) problem in a...
A Censored‐Data Multiperiod Inventory Problem with Newsvendor Demand Distributions
A Censored‐Data Multiperiod Inventory Problem with Newsvendor Demand Distributions
2011,
We study the stochastic multiperiod inventory problem in which demand in excess of...
A competitive facility location model with elastic demand and patronising behaviour sensitive to location, price and waiting time
A competitive facility location model with elastic demand and patronising behaviour sensitive to location, price and waiting time
2011,
This paper develops a model for facility location optimisation of an entrant firm in a...
Probabilistic comparison of call centres in a group decision process
Probabilistic comparison of call centres in a group decision process
2011,
This article presents a methodology to compare call centres performances efficiently...
Some Recent Aspects of Differential Game Theory
Some Recent Aspects of Differential Game Theory
2011,
This survey paper presents some new advances in theoretical aspects of differential...
Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics
Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics
2011,
We study a discounted maxmin control problem with general state space. The controller...
The Diffusion Approximation of Stochastic Evolutionary Game Dynamics: Mean Effective Fixation Time and the Significance of the One‐Third Law
The Diffusion Approximation of Stochastic Evolutionary Game Dynamics: Mean Effective Fixation Time and the Significance of the One‐Third Law
2011,
The one‐third law introduced by Nowak et al. (2004) for the Moran stochastic...
Stochasticity and Time Delays in Evolutionary Games
Stochasticity and Time Delays in Evolutionary Games
2011,
We discuss combined effects of stochasticity and time delays in simple evolutionary...
Evolutionary Games with Affine Fitness Functions: Applications to Cancer
Evolutionary Games with Affine Fitness Functions: Applications to Cancer
2011,
We analyze the dynamics of evolutionary games in which fitness is defined as an affine...
A Profit-Maximizing Approach to Disposition Decisions for Product Returns*
A Profit-Maximizing Approach to Disposition Decisions for Product Returns*
2011,
Motivated by the asset recovery process at IBM, we analyze the optimal disposition...
Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
2011,
We consider improved estimation strategies for the parameter matrix in multivariate...
Bayesian clustering with priors on partitions
Bayesian clustering with priors on partitions
2011,
Traditional clustering algorithms are deterministic in the sense that a given dataset...
Off‐farm work, technical efficiency, and rice production risk in Taiwan
Off‐farm work, technical efficiency, and rice production risk in Taiwan
2011,
This article investigates the differences in yield production, production efficiency,...
An application of IDEA to wheat farming efficiency
An application of IDEA to wheat farming efficiency
2011,
Data Envelopment Analysis (DEA) is a nonparametric approach to evaluating the relative...
Coherent systems based on sequential order statistics
Coherent systems based on sequential order statistics
2011,
The sequential order statistics (SOS) are a good way to model the lifetimes of the...
Production-inventory systems with imperfect advance demand information and updating
Production-inventory systems with imperfect advance demand information and updating
2011,
We consider a supplier with finite production capacity and stochastic production...
Inventory management with advance capacity information
Inventory management with advance capacity information
2011,
An important aspect of supply chain management is dealing with demand and supply...
Signature based analysis of m-Consecutive-k-out-of-n: F systems with exchangeable components
Signature based analysis of m-Consecutive-k-out-of-n: F systems with exchangeable components
2011,
In this article, we study reliability properties of m-consecutive-k-out-of-n: F...
Periodic review inventory management with contingent use of two freight modes with fixed costs
Periodic review inventory management with contingent use of two freight modes with fixed costs
2011,
We study a stochastic inventory model of a firm that periodically orders a product...
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