Keyword: stochastic processes

Found 1442 papers in total
A class of bandit problems yielding myopic optimal strategies
A class of bandit problems yielding myopic optimal strategies
1992,
The authors consider the class of bandit problems in which each of the n≥2...
Information-efficient design of an automatic aircraft maintenance supervisor
Information-efficient design of an automatic aircraft maintenance supervisor
1993,
The work builds upon an economic approach to designing an automatic supervisor of a...
Useful martingales for stochastic storage processes with Lévy input
Useful martingales for stochastic storage processes with Lévy input
1992,
The authors apply the general theory of stochastic integration to identify a...
Stochastic and dynamic vehicle routing in the Euclidean plane with multiple capacitated vehicles
Stochastic and dynamic vehicle routing in the Euclidean plane with multiple capacitated vehicles
1993,
In 1991, D.J. Bertsimas and G. Van Ryzin introduced and analyzed a model for...
Dynamic and stochastic models for the allocation of empty containers
Dynamic and stochastic models for the allocation of empty containers
1993,
The empty container allocation problem occurs in the context of the management of the...
A massively parallel algorithm for nonlinear stochastic network problems
A massively parallel algorithm for nonlinear stochastic network problems
1993,
The paper develops an algorithm for solving nonlinear, two-stage stochastic problems...
Optimal flows in stochastic dynamic networks with congestion
Optimal flows in stochastic dynamic networks with congestion
1993,
This paper presents a method for finding optimal flows in a dynamic network with...
The impact of autocorrelation on queueing systems
The impact of autocorrelation on queueing systems
1993,
The performance of single-server queues with independent interarrival intervals and...
A priority queue with superimposed geometric batch arrivals
A priority queue with superimposed geometric batch arrivals
1993,
In this paper, algorithms are derived that permit the exact evaluation of the steady...
A note on the transient behavior of the Engset loss model
A note on the transient behavior of the Engset loss model
1993,
This note shows that for the Engset loss model with s servers working at rate μ and...
Quasi-stationary distributions in a PH/PH/c queue
Quasi-stationary distributions in a PH/PH/c queue
1993,
Explicit representations of the quasi-stationary (QS) distributions in a multi-server...
A multi-process state space model for modelling the rate of return on ordinary stock
A multi-process state space model for modelling the rate of return on ordinary stock
1992,
A multi-process state space model that models the rate of return on stocks is...
The capital asset pricing model with diverse holding periods
The capital asset pricing model with diverse holding periods
1992,
Assuming that assets are traded in discrete time and that risk averse investors differ...
The pricing of Japanese equity warrants
The pricing of Japanese equity warrants
1992,
Discrepancies between the Black-Scholes value of Japanese equity warrants and their...
Optimal allocation of work in assembly systems
Optimal allocation of work in assembly systems
1993,
The authors investigate how to allocate work in stochastic assembly systems so as to...
Semi-automated production systems under disturbances
Semi-automated production systems under disturbances
1993,
A production system operates at a speed which is a stationary stochastic process....
Reliability estimation of a complex renewable system with an unbounded number of repair units
Reliability estimation of a complex renewable system with an unbounded number of repair units
1991,
In this study an asymptotical analysis of the reliability of a complex renewable...
Nonlinear evolution equations on Banach space
Nonlinear evolution equations on Banach space
1991,
This paper considers the questions of existence and uniqueness of solutions of certain...
The first-passage density of the Brownian motion process to a curved boundary
The first-passage density of the Brownian motion process to a curved boundary
1992,
An expression for the first-passage density of Brownian motion to a curved boundary is...
Optimal maintenance, repair, and replacement for Great Lakes marine diesels
Optimal maintenance, repair, and replacement for Great Lakes marine diesels
1991,
Reliability-based models are developed and implemented to rationalize current winter...
An application of reliability theory to a telephone network
An application of reliability theory to a telephone network
1992,
This paper describes an implementation of a method of calculating the availability,...
Water needs for irrigation based on soil water negative pressure-A renewal theory application on potatoes
Water needs for irrigation based on soil water negative pressure-A renewal theory application on potatoes
1991,
A method is proposed that predicts the water needs for irrigation, during the...
An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
1993,
It is shown that a certain type of stochastic control problems has a solution (optimal...
Analysis of a kanban discipline for cell coordination in production lines II: Stochastic demands
Analysis of a kanban discipline for cell coordination in production lines II: Stochastic demands
1991,
The authors describe and analyze a discipline called kanban for the control and...
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