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Keyword: stochastic processes
Found
1442 papers
in total
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Analysis of asymmetric patrolling repairman systems
1993,
Das Tapas K.
A system of N on non-identical machines in a non-symmetric layout that are maintained...
Approximation model for multi-service transmission
1996,
Tham Yiu
Disparate service times of different classes of traffic in multi-service transmission...
Stochastic indexed annuities
1994,
Devolder Pierre
The purpose of this paper is to study the problem of indexation of annunities in a...
The exponential of the square module of a diffusion
1994,
Neveu Jacques
A natural proof is given of a useful bound of the expectation of the exponential of...
Boundary effects in the traveling salesperson problem
1994,
Rhee WanSoo T.
Consider a subset F of that is generated by a Poisson point process of constant...
The rate of convergence of a homogeneous Markov chain arising from two-queue networks
1996,
Tanikawa A.
This paper is concerned with the type of random walks in two dimensions considered by...
Trading securities using trailing stops
1995,
Glynn Peter W.
In financial markets traders often protect their position from a significant decline...
A survey of TES modeling applications
1995,
Melamed Benjamin
TES (Transform-Expand-Sample) is a versatile methodology for modeling general...
Optimal monopolist pricing under demand uncertainty in dynamic markets
1995,
Raman Kalyan
The authors examine pricing policy for a monopolist facing uncertain demand in a...
Efficient estimation of arc criticalities in stochastic activity networks
1995,
Bowman R.A.
An algorithm is described for estimating arc and path criticalities in stochastic...
The finite horizon nonstationary stochastic inventory problem: Near-myopic bounds, heuristics, testing
1995,
Morton Thomas E.
Nonstationary stochastic periodic review inventory problems with proportional costs...
On a two-commodity inventory problem with Markov shift in demand
1995,
Krishnamoorthy A.
The authors consider a two-commodity inventory problem with shift in demand of the...
Stochastic optimization by simulation: Numerical experiments with the M/M/1 queue in steady-state
1994,
Glynn Peter W.
This paper gives numerical illustrations of the behavior of stochastic approximation,...
Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
1994,
Glynn Peter W.
Approaches like finite differences with common random numbers, infinitesimal...
Order crossover in inventory systems
1995,
Hayya Jack C.
Order crossovers are usually ignored in iid lead-time inventory systems by using a...
Asymptotic properties of stochastic greedy bin-packing
1995,
Gaver Donald P.
The authors study an adaptive or greedy policy for sequentially and equitably packing...
Modelling stock price changes
1992,
Cheng Benny N.
Stock prices have been observed to follow a random pattern of ups and downs through...
Stationary distributions for fluid flow models with or without Brownian noise
1995,
Asmussen Sren
The paper considers a process with reflection at the origin and paths which are...
Expected passage times in homogeneous quasi-birth-and-death processes
1995,
Ramaswami V.
Recently, very efficient algorithms have been found, to compute the stationary...
First passage times and their algorithms for Markov processes
1995,
Hsu Guang-Hui
For a general Markov process on a denumerable state space with any initial state...
Evaluating echelon stock (R,nQ) policies in serial production/inventory systems with stochastic demand
1994,
Zheng Yu-Sheng
This paper studies echelon stock ( R,nQ) policies in serial production/inventory...
Safety stock versus safety time in MRP controlled production systems
1994,
Buzacott J.A.
The two management set parameters which determine the performance of a material...
The strategic use of capacity slack in the economic lot scheduling problem with random demand
1994,
Bourland Karla E.
Growing interest in designing systems with capacity slack as one form of flexibility...
Dominance relations among standardized variables
1994,
Milne Frank
This paper examines stochastic dominance relations among discrete random variables...
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