Keyword: stochastic processes

Found 1442 papers in total
A note on assemble-to-order systems with batch ordering
A note on assemble-to-order systems with batch ordering
2000,
We study an assemble-to-order inventory system. The stocks are held for components,...
A study on optimal timing of periodic schedule revision in jobshop scheduling
A study on optimal timing of periodic schedule revision in jobshop scheduling
2000,
This paper proposes a mathematical model of an optimal periodic schedule revision...
Optimal risk and dividend distribution control models for an insurance company
Optimal risk and dividend distribution control models for an insurance company
2000,
The current paper presents a short survey of stochastic models of risk control and...
Stock replenishment and shipment scheduling for vendor-managed inventory systems
Stock replenishment and shipment scheduling for vendor-managed inventory systems
2000,
Vendor-managed inventory (VMI) is a supply-chain initiative where the supplier is...
94%-effective policies for a two-stage serial inventory system with stochastic demand
94%-effective policies for a two-stage serial inventory system with stochastic demand
1999,
A two-stage inventory system is considered where Poisson demand occurs at Stage 1, and...
Heuristic computation of periodic-review base stock inventory policies
Heuristic computation of periodic-review base stock inventory policies
2000,
We study the problem of determining production quantities in each period of an...
Stock rationing in an M/Ek/1 make-to-stock queue
Stock rationing in an M/Ek/1 make-to-stock queue
2000,
This paper considers the stock rationing problem of a single-item, make-to-stock...
Synchronous unpaced flow lines with worker differences and overtime cost
Synchronous unpaced flow lines with worker differences and overtime cost
2000,
In this paper, we consider the design of a synchronous, unpaced flow line where...
A stochastic study of hidden failures in power system protection
A stochastic study of hidden failures in power system protection
1999,
Recent studies have shown that power systems protection mechanisms have played a major...
Essentials of Stochastic Finance
Essentials of Stochastic Finance
2000,
Topology optimization of trusses – random cost method versus evolutionary algorithms
Topology optimization of trusses – random cost method versus evolutionary algorithms
1999,
The recently proposed random cost method is applied to the topology optimization of...
Dual decomposition in stochastic integer programming
Dual decomposition in stochastic integer programming
1999,
We present an algorithm for solving stochastic integer programming problems with...
Tails of waiting times and their bounds
Tails of waiting times and their bounds
1999,
Tails of distributions having the form of the geometric convolution are considered. In...
Conditions for quantile process approximations
Conditions for quantile process approximations
1999,
Csörgö and Révész introduced a condition on the density of a...
A methodology for priority setting with application to software development process
A methodology for priority setting with application to software development process
1999,
In this paper we briefly review the basic ideas behind the Analytic Hierarchy Process....
Control strategies for a stochastic flexible manufacturing and assembly system model
Control strategies for a stochastic flexible manufacturing and assembly system model
1999,
Optimal control strategies are computed for a stochastic discrete time flexible...
The time average reward for some dynamic fuzzy systems
The time average reward for some dynamic fuzzy systems
1999,
In this paper, by using a fuzzy relation, we define a dynamic fuzzy system with a...
Geometric ergodicity of nonlinear first order autoregressive models
Geometric ergodicity of nonlinear first order autoregressive models
1999,
We consider the ergodic Markov chain satisfying X n+1 = h(X n ) + (X n...
Minimax sequential procedures for Markov-additive processes
Minimax sequential procedures for Markov-additive processes
1999,
The paper deals with the problem of finding optimal, under minimax criterion,...
An inverse problem in birth and death processes
An inverse problem in birth and death processes
1999,
An inverse problem of constructing birth and death processes { X ( t )} on finite...
The dynamic multilevel assignment problem as a stochastic extremal process
The dynamic multilevel assignment problem as a stochastic extremal process
1999,
This paper considers the multilevel assignment problem (i.e. the assignment problem...
The infinite server queue with arrivals generated by a non-homogeneous compound Poisson process and heterogeneous customers
The infinite server queue with arrivals generated by a non-homogeneous compound Poisson process and heterogeneous customers
1999,
We consider the infinite server queue where customers arrive in groups of various...
Algorithmic discussions of distributions of numbers of busy channels for GI/Geom/m/m queues
Algorithmic discussions of distributions of numbers of busy channels for GI/Geom/m/m queues
2000,
The high speed multi-access communication channels such as BISDN and ATM operate on a...
Forecasting the prison population – predicting the consequences of sentencing policy
Forecasting the prison population – predicting the consequences of sentencing policy
1998,
This paper describes the development of a new methodology for making...
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