Keyword: stochastic processes

Found 1442 papers in total
Analysis of asymmetric patrolling repairman systems
1993,
A system of N on non-identical machines in a non-symmetric layout that are maintained...
Approximation model for multi-service transmission
1996,
Disparate service times of different classes of traffic in multi-service transmission...
Stochastic indexed annuities
1994,
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,
A natural proof is given of a useful bound of the expectation of the exponential of...
Boundary effects in the traveling salesperson problem
1994,
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,
This paper is concerned with the type of random walks in two dimensions considered by...
Trading securities using trailing stops
1995,
In financial markets traders often protect their position from a significant decline...
A survey of TES modeling applications
1995,
TES (Transform-Expand-Sample) is a versatile methodology for modeling general...
Optimal monopolist pricing under demand uncertainty in dynamic markets
1995,
The authors examine pricing policy for a monopolist facing uncertain demand in a...
Efficient estimation of arc criticalities in stochastic activity networks
1995,
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,
Nonstationary stochastic periodic review inventory problems with proportional costs...
On a two-commodity inventory problem with Markov shift in demand
1995,
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,
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,
Approaches like finite differences with common random numbers, infinitesimal...
Order crossover in inventory systems
1995,
Order crossovers are usually ignored in iid lead-time inventory systems by using a...
Asymptotic properties of stochastic greedy bin-packing
1995,
The authors study an adaptive or greedy policy for sequentially and equitably packing...
Modelling stock price changes
1992,
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,
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,
Recently, very efficient algorithms have been found, to compute the stationary...
First passage times and their algorithms for Markov processes
1995,
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,
This paper studies echelon stock ( R,nQ) policies in serial production/inventory...
Safety stock versus safety time in MRP controlled production systems
1994,
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,
Growing interest in designing systems with capacity slack as one form of flexibility...
Dominance relations among standardized variables
1994,
This paper examines stochastic dominance relations among discrete random variables...
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