Keyword: stochastic processes

Found 1442 papers in total
Closed-Form Solutions for Robust Inventory Management
Closed-Form Solutions for Robust Inventory Management
2017,
We propose and analyze robust optimization models of an inventory management problem,...
Forecasting energy demand using neural-network-based grey residual modification models
Forecasting energy demand using neural-network-based grey residual modification models
2017,
Grey forecasting models have taken an important role for forecasting energy demand,...
Building fresh product supply chain cooperation in a typical wholesale market
Building fresh product supply chain cooperation in a typical wholesale market
2017,
In China, the fresh product supply chain is usually connected by a wholesale market....
A risk averse approach to the capacity allocation problem in the airline cargo industry
A risk averse approach to the capacity allocation problem in the airline cargo industry
2017,
In air cargo transportation, capacity can be reserved via allotment, which are...
Aggregate‐disaggregate approach to an airfreight forwarder’s planning under uncertainty: a case study
Aggregate‐disaggregate approach to an airfreight forwarder’s planning under uncertainty: a case study
2017,
Resource planning of airfreight forwarders is a complex endeavor, requiring decisions...
On Model Selection for Autocorrelated Processes in Statistical Process Control
On Model Selection for Autocorrelated Processes in Statistical Process Control
2017,
Using traditional control charts to monitor autocorrelated processes is not...
A Generalized Wiener Process Degradation Model with Two Transformed Time Scales
A Generalized Wiener Process Degradation Model with Two Transformed Time Scales
2017,
Degradation analysis is very useful in reliability assessment for complex systems and...
Modeling Wear in Cylinder Liners
Modeling Wear in Cylinder Liners
2017,
We present and discuss a stochastic model describing the wear process of cylinder...
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
2017,
We argue that deterministic market clearing formulations introduce arbitrary...
Efficient Ranking and Selection in Parallel Computing Environments
Efficient Ranking and Selection in Parallel Computing Environments
2017,
The goal of ranking and selection (R&S) procedures is to identify the best...
On Integral Policies in Deterministic and Stochastic Distribution Systems
On Integral Policies in Deterministic and Stochastic Distribution Systems
2017,
The ‘integrality’ question for dynamic optimization models of inventory...
Aspects of optimization with stochastic dominance
Aspects of optimization with stochastic dominance
2017,
We consider stochastic optimization problems with integral stochastic order...
Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment
Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment
2017,
The present paper proposes a mathematical model and algorithm for optimizing...
Integrated forward/reverse logistics network design under uncertainty with pricing for collection of used products
Integrated forward/reverse logistics network design under uncertainty with pricing for collection of used products
2017,
This paper addresses design and planning of an integrated forward/reverse logistics...
Formulating and solving sustainable stochastic dynamic facility layout problem: a key to sustainable operations
Formulating and solving sustainable stochastic dynamic facility layout problem: a key to sustainable operations
2017,
Facility layout design, a NP hard problem, is associated with the arrangement of...
Non-parametric regression in clustered multistate current status data with informative cluster size
Non-parametric regression in clustered multistate current status data with informative cluster size
2017,
Datasets examining periodontal disease records current (disease) status information of...
Noninvasive Test Scheduling in Live Electricity Markets at Transpower New Zealand
Noninvasive Test Scheduling in Live Electricity Markets at Transpower New Zealand
2016,
In 2013, Transpower New Zealand commissioned a new high‐voltage, direct current...
Queueing Models of Case Managers
Queueing Models of Case Managers
2017,
Many service systems use case managers, servers who are assigned multiple customers...
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
2017,
The mathematical equivalence between linear scalarizations in multiobjective...
Inventory Control for Spectrally Positive Lévy Demand Processes
Inventory Control for Spectrally Positive Lévy Demand Processes
2017,
A new approach to solve the continuous‐time stochastic inventory problem using...
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
Provably Near-Optimal Balancing Policies for Multi-Echelon Stochastic Inventory Control Models
2017,
We develop the first algorithmic approach to compute provably good ordering policies...
Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment
Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment
2016,
With the increasing penetration of renewable energy into the power grid system, the...
Indifference-Zone-Free Selection of the Best
Indifference-Zone-Free Selection of the Best
2016,
Many procedures have been proposed in the literature to select the simulated...
Decomposable Markov Decision Processes: A Fluid Optimization Approach
Decomposable Markov Decision Processes: A Fluid Optimization Approach
2016,
Decomposable Markov decision processes (MDPs) are problems where the stochastic system...
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