Keyword: stochastic processes

Found 1442 papers in total
Risk-sensitive production planning of stochastic manufacturing systems: A singular perturbation approach
Risk-sensitive production planning of stochastic manufacturing systems: A singular perturbation approach
1995,
This paper is concerned with robust production planning of a stochastic manufacturing...
On entropy-based methods for nonlinear programming problems
On entropy-based methods for nonlinear programming problems
1995,
This paper presents further theoretical analysis and developments of entropy-based...
Modeling goes to Hollywood: Predicting individual differences in movie enjoyment
Modeling goes to Hollywood: Predicting individual differences in movie enjoyment
1994,
Consumer behavior researchers are getting more interested in the experiential aspect...
On rate indices of the disadvantageous events in functioning of a storage system
On rate indices of the disadvantageous events in functioning of a storage system
1992,
Two rates of disadvantageous events in the continuous transportation-storage (CTS)...
Relations between process state probabilities describing functioning of an inventory system
Relations between process state probabilities describing functioning of an inventory system
1993,
Problems associated with construction of a mathematical model of a real-life inventory...
Optimal dynamic pricing of inventories with stochastic demand over finite horizons
Optimal dynamic pricing of inventories with stochastic demand over finite horizons
1994,
In many industries, managers face the problem of selling a given stock of items by a...
Multi-type rework in two-stage production systems with an initial storage-cost analysis
Multi-type rework in two-stage production systems with an initial storage-cost analysis
1994,
This paper deals with the analysis of two-stage production systems with an initial...
An approximate calculation of optimal repair-cost limits under minimal repair
An approximate calculation of optimal repair-cost limits under minimal repair
1994,
This paper examines optimal repair-cost limits for a Weibull-distributed time to...
Co-production processes with random yields in the semiconductor industry
Co-production processes with random yields in the semiconductor industry
1994,
A wide variety of manufacturing operations can be characterized as co-production with...
Double band policy for stochastic manufacturing systems in heavy traffic
Double band policy for stochastic manufacturing systems in heavy traffic
1994,
The authors consider the control of a manufacturing system producing one product. The...
Bounds for two-stage stochastic programs with fixed recourse
Bounds for two-stage stochastic programs with fixed recourse
1994,
This paper develops upper and lower bounds on two-stage stochastic linear programs...
Bounding the expectation of a saddle function with application to stochastic programming
Bounding the expectation of a saddle function with application to stochastic programming
1994,
The authors previously obtained tight upper and lower bounds to the expectation of a...
A priori optimization of the probabilistic traveling salesman problem
A priori optimization of the probabilistic traveling salesman problem
1994,
The probabilistic traveling salesman problem (PTSP) is defined on a graph G=(V,E),...
Optimal control policy for stochastic inventory systems with Markovian discount opportunities
Optimal control policy for stochastic inventory systems with Markovian discount opportunities
1994,
This paper studies a single-item continuous-review inventory system with Poisson...
Optimal expulsion control-A dual approach to admission control of an ordered-entry system
Optimal expulsion control-A dual approach to admission control of an ordered-entry system
1993,
In this paper the authors obtain the optimal admission control policy for a...
Two simple control policies for a multicomponent maintenance system
Two simple control policies for a multicomponent maintenance system
1993,
Optimal group maintenance policies for a set of M identical machines subject to...
Efficient algorithms for stochastic dominance tests based on financial market data
Efficient algorithms for stochastic dominance tests based on financial market data
1994,
It is known that when the random variables being compared have a uniform probability...
Optimal control of a manufacturing process that involves trial runs
Optimal control of a manufacturing process that involves trial runs
1993,
The authors study a manufacturing process that is quite common in semiconductor wafer...
Decomposition formulas for single server queues with vacations: A unified approach by the rate conservation law
Decomposition formulas for single server queues with vacations: A unified approach by the rate conservation law
1994,
The paper studies single server vacation models under general vacation policies. By...
Equilibrium strategies and the value of information in a two line queueing system with threshold jockeying
Equilibrium strategies and the value of information in a two line queueing system with threshold jockeying
1994,
The authors consider memoryless two-line system with threshold jockeying. Upon arrival...
A discrete queue with the Markovian arrival process and phase type primary and secondary services
A discrete queue with the Markovian arrival process and phase type primary and secondary services
1994,
A discrete time queueing model with Markovian arrival process in which jobs require...
Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/1 queue
Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/1 queue
1994,
In great generality, the basic steady-state distributions in the BMAP/G/1 queue have...
Multiple roots in some equations of queueing theory
Multiple roots in some equations of queueing theory
1994,
Examples are given of probability generating functions K(z) for which z m =k(z) has...
Markov decision models with weighted discounted criteria
Markov decision models with weighted discounted criteria
1994,
The authors consider a discrete time Markov Decision Process with infinite horizon....
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