Keyword: stochastic processes

Found 1442 papers in total
Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
2011,
The Annealing Adaptive Search (AAS) algorithm for global optimization searches the...
Fashion products with asymmetric sales horizons
Fashion products with asymmetric sales horizons
2011,
In this study, we explore an inventory model for a wholesaler who sells a fashion...
A note on necessary and sufficient conditions for ordering properties of coherent systems with exchangeable components
A note on necessary and sufficient conditions for ordering properties of coherent systems with exchangeable components
2011,
We give necessary and sufficient conditions based on signatures to obtain...
Improving series and parallel systems through mixtures of duplicated dependent components
Improving series and parallel systems through mixtures of duplicated dependent components
2011,
We discuss suitable conditions such that the lifetime of a series or of a parallel...
Allocating capacity in parallel queues to improve their resilience to deliberate attack
Allocating capacity in parallel queues to improve their resilience to deliberate attack
2011,
We develop models that lend insight into how to design systems that enjoy economies of...
Monitoring the market or the salesperson? The value of information in a multilayer supply chain
Monitoring the market or the salesperson? The value of information in a multilayer supply chain
2011,
We study a supply chain in which a manufacturer relies on a salesperson to sell the...
An exact analysis of a joint production-inventory problem in two-echelon inventory systems
An exact analysis of a joint production-inventory problem in two-echelon inventory systems
2011,
We consider a two-echelon inventory system with a manufacturer operating from a...
Minimum power multicasting in wireless networks under probabilistic node failures
Minimum power multicasting in wireless networks under probabilistic node failures
2011,
In this paper we deal with a probabilistic extension of the minimum power multicast...
Pattern discrete and mixed Hit‐and‐Run for global optimization
Pattern discrete and mixed Hit‐and‐Run for global optimization
2011,
We develop new Markov chain Monte Carlo samplers for neighborhood generation in global...
A multi‐criteria optimization model for humanitarian aid distribution
A multi‐criteria optimization model for humanitarian aid distribution
2011,
Natural disasters are phenomenons which strike countries all around the world....
Building a climate resilient farm: A risk based approach for understanding water, energy and emissions in irrigated agriculture
Building a climate resilient farm: A risk based approach for understanding water, energy and emissions in irrigated agriculture
2011,
The links between water application, energy consumption and emissions are complex in...
Another Sub‐exponential Algorithm for the Simple Stochastic Game
Another Sub‐exponential Algorithm for the Simple Stochastic Game
2011,
We study the problem of solving simple stochastic games, and give both an interesting...
A modified power spectral density test applied to weighing matrices with small weight
A modified power spectral density test applied to weighing matrices with small weight
2011,
The power spectral density test has been used for at least a decade in the search for...
Asymptotical optimality of WSEPT for stochastic online scheduling on uniform machines
Asymptotical optimality of WSEPT for stochastic online scheduling on uniform machines
2011,
We study the stochastic online scheduling on m uniform machines with the objective to...
A sensitivity analysis to assess the completion time deviation for multi‐purpose machines facing demand uncertainty
A sensitivity analysis to assess the completion time deviation for multi‐purpose machines facing demand uncertainty
2011,
This paper addresses multi‐purpose machine configuration in an uncertain...
Multi‐product lot‐sizing and sequencing on a single imperfect machine
Multi‐product lot‐sizing and sequencing on a single imperfect machine
2011,
A problem of lot‐sizing and sequencing several products on a single machine is...
On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation
On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation
2011,
Use of auxiliary variables for generating proposal variables within a...
Approximate Bayesian Inference for Survival Models
Approximate Bayesian Inference for Survival Models
2011,
Bayesian analysis of time-to-event data, usually called survival analysis, has...
Inference for Epidemics with Three Levels of Mixing: Methodology and Application to a Measles Outbreak
Inference for Epidemics with Three Levels of Mixing: Methodology and Application to a Measles Outbreak
2011,
A stochastic epidemic model is defined in which each individual belongs to a...
Bayesian Inference for Contact Networks Given Epidemic Data
Bayesian Inference for Contact Networks Given Epidemic Data
2011,
In this article, we estimate the parameters of a simple random network and a...
Image-Based Empirical Importance Sampling: An Efficient Way of Estimating Intensities
Image-Based Empirical Importance Sampling: An Efficient Way of Estimating Intensities
2011,
Very recently, it has been suggested in the biomedical literature to combine...
A Practical Procedure for Customizable One‐Way Sensitivity Analysis in Additive Value Models
A Practical Procedure for Customizable One‐Way Sensitivity Analysis in Additive Value Models
2011,
Although a wide variety of sensitivity analysis methods for additive value models...
Risk sensitive impulse control of non‐Markovian processes
Risk sensitive impulse control of non‐Markovian processes
2011,
We consider the problem of an optimal stochastic impulse control of...
Space‐filling Latin hypercube designs for computer experiments
Space‐filling Latin hypercube designs for computer experiments
2011,
In the area of computer simulation, Latin hypercube designs play an important role. In...
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