Keyword: stochastic processes

Found 1442 papers in total
Knowledge You Can Act on: Optimal Policies for Assembly Systems with Expediting and Advance Demand Information
Knowledge You Can Act on: Optimal Policies for Assembly Systems with Expediting and Advance Demand Information
2016,
We consider a nonstationary, stochastic, multistage supply system with a general...
Optimal Resource Capacity Management for Stochastic Networks
Optimal Resource Capacity Management for Stochastic Networks
2017,
We develop a framework for determining the optimal resource capacity of each station...
Dynamic Control of Runway Configurations and of Arrival and Departure Service Rates at JFK Airport Under Stochastic Queue Conditions
Dynamic Control of Runway Configurations and of Arrival and Departure Service Rates at JFK Airport Under Stochastic Queue Conditions
2017,
High levels of flight delays require implementation of airport congestion mitigation...
Dynamic Cost Efficiency in Port Infrastructure Using a Directional Distance Function: Accounting for the Adjustment of Quasi-Fixed Inputs Over Time
Dynamic Cost Efficiency in Port Infrastructure Using a Directional Distance Function: Accounting for the Adjustment of Quasi-Fixed Inputs Over Time
2017,
This paper analyzes dynamic efficiency in ports. Using parametric techniques we...
50th Anniversary Invited Article–Future Research Directions in Stochastic Vehicle Routing
50th Anniversary Invited Article–Future Research Directions in Stochastic Vehicle Routing
2016,
Stochastic vehicle routing, which deals with routing problems in which some of the key...
A Stochastic Model for Interterminal Container Transportation
A Stochastic Model for Interterminal Container Transportation
2017,
We propose a novel semiopen queuing network (SOQN) model for the interterminal...
Modelling of Meteo-Droughts
Modelling of Meteo-Droughts
2016,
A simple stochastic model of meteorological droughts (meteo‐droughts) is...
The influence of reference effect on pricing strategies in revenue management settings
The influence of reference effect on pricing strategies in revenue management settings
2017,
This paper studies the reference effect on dynamic pricing in revenue management for...
Electricity Time-of-Use Tariff with Stochastic Demand
Electricity Time-of-Use Tariff with Stochastic Demand
2017,
In this article, we study the electricity time‐of‐use (TOU) tariff for...
Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
2017,
Natural hedging allows life insurers to manage long‐term longevity and...
Stochastic model for hotel room pricing and upgrading
Stochastic model for hotel room pricing and upgrading
2016,
Hotel revenue management concerns allocation of limited rooms to demands from...
Interactive fuzzy stochastic multiobjective purchase and transportation planning for food retailing
Interactive fuzzy stochastic multiobjective purchase and transportation planning for food retailing
2017,
This paper considers purchase and transportation planning for food retailing in Japan...
Towards optimal engineering multitasking level through stochastic modelling
Towards optimal engineering multitasking level through stochastic modelling
2017,
Multitasking or task switching has been a topic of interest and research in the field...
The stochastic close-enough arc routing problem
The stochastic close-enough arc routing problem
2017,
The Stochastic Close‐Enough Arc Routing Problem is a challenging problem where...
Cell formation in a cellular manufacturing system under uncertain demand and processing times: a stochastic genetic algorithm approach
Cell formation in a cellular manufacturing system under uncertain demand and processing times: a stochastic genetic algorithm approach
2017,
This paper addresses the stochastic cell formation problem with a newly proposed...
Detecting resilient structures in stochastic networks: A two-stage stochastic optimization approach
Detecting resilient structures in stochastic networks: A two-stage stochastic optimization approach
2017,
We propose a two‐stage stochastic programming framework for designing or...
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
2017,
This study formulates portfolio analysis in terms of stochastic dominance, relative...
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
2016,
We propose a new and systematic reformulation and algorithmic approach to solve a...
Statistical Optimization in High Dimensions
Statistical Optimization in High Dimensions
2016,
We consider optimization problems whose parameters are known only approximately, based...
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
2016,
Dynamic spectrum access is a new paradigm of secondary spectrum utilization and...
Stochastic Multivariate Mixture Covariance Model
Stochastic Multivariate Mixture Covariance Model
2017,
Stochastic covariance models have been explored in recent research to model the...
Consensus seeking over Markovian switching networks with time-varying delays and uncertain topologies
Consensus seeking over Markovian switching networks with time-varying delays and uncertain topologies
2016,
Stochastic consensus problems for linear time‐invariant multi‐agent...
Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
2016,
This paper addresses the least‐squares quadratic filtering problem in...
Finite-time H∞ static output control of Markov jump systems with an auxiliary approach
Finite-time H∞ static output control of Markov jump systems with an auxiliary approach
2016,
This paper considers the finite‐time H ∞ static output feedback control...
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