Keyword: stochastic processes

Found 1442 papers in total
Brand loyalty and marketing strategy: An application to home appliances
Brand loyalty and marketing strategy: An application to home appliances
1992,
In the academic literature, the modelling of brand choice and switching behavior has a...
Random walks with absorbing points
Random walks with absorbing points
1992,
This paper considers paths from (0,0) to (2n,2n ) whose steps are (1,0), (0,1) and...
Reflecting Ito processes in a stochastic control problem
Reflecting Ito processes in a stochastic control problem
1992,
Let X(ë) be an Ito process with reflection at 0 and state space [0,•) and...
Analysis of the asymmetric shortest queue problem with threshold jockeying
Analysis of the asymmetric shortest queue problem with threshold jockeying
1991,
In this paper the authors study a system consisting of two parallel servers with...
Computing the R matrices in matrix-geometric solutions for a class of QBD queues: A phase substitution approach
Computing the R matrices in matrix-geometric solutions for a class of QBD queues: A phase substitution approach
1991,
In a matrix-geometric solution of a QBD queue (a queue whose underlying structure is a...
Chronological influences on the variance of electric power production costs
Chronological influences on the variance of electric power production costs
1992,
The cost of producing electric power at a given time depends on the demand and the set...
Capacity expansion under stochastic demands
Capacity expansion under stochastic demands
1992,
The authors consider the problem of optimally meeting a stochastically growing demand...
A day-to-day and within-day dynamic stochastic assignment model
A day-to-day and within-day dynamic stochastic assignment model
1991,
In this article a doubly dynamic assignment model for a general network is presented....
A vehicle routing problem with stochastic demand
A vehicle routing problem with stochastic demand
1992,
We consider a natural probabilistic variation of the classical vehicle routing problem...
Constant access systems: A general framework for greedy optimization on stochastic networks
Constant access systems: A general framework for greedy optimization on stochastic networks
1992,
The paper considers network optimization problems in which the weights of the edges...
Rolling horizon procedures in nonhomogeneous Markov decision processes
Rolling horizon procedures in nonhomogeneous Markov decision processes
1992,
By far the most common planning procedure found in practice is to approximate the...
Informational dynamics of censored observations
Informational dynamics of censored observations
1991,
The analysis of stochastic models is often greatly complicated if there are censored...
A stochastic model for the simulation of drafting
A stochastic model for the simulation of drafting
1991,
Drafting is an important process taking place at several stages of yarn manufacturing....
On properties of stochastic inventory systems
On properties of stochastic inventory systems
1992,
For most order quantity/reorder point inventory systems, the stochastic model, which...
Quasi-stationary distributions of a two-unit dependent parallel system
Quasi-stationary distributions of a two-unit dependent parallel system
1991,
The quasi-stationary distribution of the state description process of a two unit...
On existence of an Arrow-Radner equilibrium in the case of complete markets. A remark
On existence of an Arrow-Radner equilibrium in the case of complete markets. A remark
1992,
The authors consider a continuous time pure exchange stochastic economy with a...
Multinomial approximating models for options with k state variables
Multinomial approximating models for options with k state variables
1991,
Contingent claims whose values depend on multiple sources of uncertainty arise in many...
Decomposing stochastic frontier efficiency into secular and organisational efficiency
Decomposing stochastic frontier efficiency into secular and organisational efficiency
1991,
In this article the authors propose to decompose the frontier efficiency into two...
Diffusion approximations for complex repair systems
Diffusion approximations for complex repair systems
1991,
For many stochastic models in applied probability complicated Markov chains arise...
On hazard rate processes
On hazard rate processes
1991,
Hazard rate processes are discussed in the context of doubly stochastic Poisson...
Parkinson’s Law and its implications for project management
Parkinson’s Law and its implications for project management
1991,
Critical path models concerning project management (i.e. PERT/CPM) fail to account for...
Staffing a centralized appointment scheduling department in Lourdes Hospital
Staffing a centralized appointment scheduling department in Lourdes Hospital
1991,
Lourdes Hospital uses a centralized system to schedule appointments by phone for...
Optimal operation of reservoirs by stochastic programming
Optimal operation of reservoirs by stochastic programming
1991,
A model for optimal multi-period operation of a multi-reservoir system with uncertain...
Computational analysis of the distribution of number in the system MX/G/1-An alternative approach
Computational analysis of the distribution of number in the system MX/G/1-An alternative approach
1992,
In this paper, the authors propose an alternative method to obtain the limiting...
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