Keyword: stochastic processes

Found 1442 papers in total
Top‐percentile traffic routing problem by dynamic programming
Top‐percentile traffic routing problem by dynamic programming
2011,
Multi‐homing is a technology used by Internet Service Provider (ISP) to connect...
Developing a two stage stochastic programming model of the price and lead‐time decision problem in the multi‐class make‐to‐order firm
Developing a two stage stochastic programming model of the price and lead‐time decision problem in the multi‐class make‐to‐order firm
2011,
Pricing coordination and due‐date management are managerial challenges in...
A Stochastic‐Goal Mixed‐Integer Programming approach for integrated stock and bond portfolio optimization
A Stochastic‐Goal Mixed‐Integer Programming approach for integrated stock and bond portfolio optimization
2011,
We consider a Stochastic‐Goal Mixed‐Integer Programming (SGMIP) approach...
Cooperative games under interval uncertainty: on the convexity of the interval undominated cores
Cooperative games under interval uncertainty: on the convexity of the interval undominated cores
2011,
Uncertainty is a daily presence in the real world. It affects our decision making and...
Efficient generation of alternative perspectives in public environmental policy formulation: applying co‐evolutionary simulation–optimization to municipal solid waste management
Efficient generation of alternative perspectives in public environmental policy formulation: applying co‐evolutionary simulation–optimization to municipal solid waste management
2011,
In public policy formulation, it is generally preferable to create several...
Light tail asymptotics in multidimensional reflecting processes for queueing networks
Light tail asymptotics in multidimensional reflecting processes for queueing networks
2011,
We are concerned with the stationary distributions of reflecting processes on...
Queueing systems with pre‐scheduled random arrivals
Queueing systems with pre‐scheduled random arrivals
2011,
We consider a point process i + ξ i , where i ∈ Z and the ξ i ’s...
Revisiting queueing output processes: a point process viewpoint
Revisiting queueing output processes: a point process viewpoint
2011,
After some historical notes concerning queueing output processes N dep , the paper...
Tandem queueing networks with neighbor blocking and back‐offs
Tandem queueing networks with neighbor blocking and back‐offs
2011,
We introduce a novel class of tandem queueing networks which arise in modeling the...
Analysis for a two‐dissimilar‐component cold standby repairable system with repair priority
Analysis for a two‐dissimilar‐component cold standby repairable system with repair priority
2011,
In this paper, a cold standby repairable system consisting of two dissimilar...
On a class of stochastic models with two‐sided jumps
On a class of stochastic models with two‐sided jumps
2011,
In this paper a stochastic process involving two-sided jumps and a continuous downward...
Sojourn time tails in the single server queue with heavy‐tailed service times
Sojourn time tails in the single server queue with heavy‐tailed service times
2011,
We consider the GI / GI /1 queue with regularly varying service requirement...
Queues with boundary assistance: the effects of truncation
Queues with boundary assistance: the effects of truncation
2011,
We study a system of two queues with boundary assistance, represented as a...
Real Option Pricing of Network Design Investments
Real Option Pricing of Network Design Investments
2011,
A real option solution and method are used to quantify the value of flexibility for...
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
2011,
We consider a nonhomogeneous stochastic infinite horizon optimization problem whose...
Mixing Bayes and empirical Bayes inference to anticipate the realization of engineering concerns about variant system designs
Mixing Bayes and empirical Bayes inference to anticipate the realization of engineering concerns about variant system designs
2011,
Mixing Bayes and Empirical Bayes inference provides reliability estimates for variant...
Reliability modeling of degradation of products with multiple performance characteristics based on gamma processes
Reliability modeling of degradation of products with multiple performance characteristics based on gamma processes
2011,
Many highly reliable products usually have complex structure, with their reliability...
A Discrete Time Approach for Modeling Two‐Factor Mean‐Reverting Stochastic Processes
A Discrete Time Approach for Modeling Two‐Factor Mean‐Reverting Stochastic Processes
2011,
Two‐factor stochastic processes have been developed to more accurately describe...
Integrated supply chain planning based on a combined application of operations research and optimal control
Integrated supply chain planning based on a combined application of operations research and optimal control
2011,
In operations research (OR), remarkable advancements have been achieved in the domain...
The two‐moment three‐parameter decomposition approximation of queueing networks with exponential residual renewal processes
The two‐moment three‐parameter decomposition approximation of queueing networks with exponential residual renewal processes
2011,
We propose a two‐moment three‐parameter decomposition approximation of...
Bootstrap prediction intervals for SETAR models
Bootstrap prediction intervals for SETAR models
2011,
This paper considers four methods for obtaining bootstrap prediction intervals (BPIs)...
Shrinkage estimation of semiparametric multiplicative error models
Shrinkage estimation of semiparametric multiplicative error models
2011,
Within models for nonnegative time series, it is common to encounter deterministic...
Direct and iterated multistep AR methods for difference stationary processes
Direct and iterated multistep AR methods for difference stationary processes
2011,
The paper focuses on a comparison between the direct and iterated AR predictors for...
Forecasting correlated time series with exponential smoothing models
Forecasting correlated time series with exponential smoothing models
2011,
This paper presents the Bayesian analysis of a general multivariate exponential...
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