Keyword: stochastic processes

Found 1442 papers in total
Bayesian optimal control for a non-autonomous stochastic discrete time system
Bayesian optimal control for a non-autonomous stochastic discrete time system
2016,
The main objective of this article is to develop Bayesian optimal control for a class...
An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion
An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion
2016,
This paper represents a contribution to the analysis of approximate methods for...
A note on detecting unbounded instances of the online shortest path problem
A note on detecting unbounded instances of the online shortest path problem
2016,
The online shortest path problem is a type of stochastic shortest path problem in...
Acceleration Factor Constant Principle and the Application under ADT
Acceleration Factor Constant Principle and the Application under ADT
2016,
Accelerated degradation test (ADT) has become an efficient approach to evaluate the...
Reliability Modelling of Multiple Repairable Units
Reliability Modelling of Multiple Repairable Units
2016,
This paper proposes a model selection framework for analysing the failure data of...
Gaussian Process Model ‐ An Exploratory Study in the Response Surface Methodology
Gaussian Process Model ‐ An Exploratory Study in the Response Surface Methodology
2016,
This paper explores the benefits of Gaussian process model as an alternative modeling...
Cooperative inventory model for vendor-buyer system with quantity and freight discounts
Cooperative inventory model for vendor-buyer system with quantity and freight discounts
2016,
In this paper, a single‐vendor single‐buyer integrated inventory model...
Maximizing Stochastic Monotone Submodular Functions
Maximizing Stochastic Monotone Submodular Functions
2016,
We study the problem of maximizing a stochastic monotone submodular function with...
Ticking Away the Moments: Timing Regularity Helps to Better Predict Customer Activity
Ticking Away the Moments: Timing Regularity Helps to Better Predict Customer Activity
2016,
Accurate predictions of a customer’s activity status and future purchase...
Dynamic Forecasting and Control Algorithms of Glaucoma Progression for Clinician Decision Support
Dynamic Forecasting and Control Algorithms of Glaucoma Progression for Clinician Decision Support
2015,
In managing chronic diseases such as glaucoma, the timing of periodic examinations is...
Non-Stationary Stochastic Optimization
Non-Stationary Stochastic Optimization
2015,
We consider a non‐stationary variant of a sequential stochastic optimization...
Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints
Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints
2015,
We consider a discrete optimization via simulation (DOvS) problem with stochastic...
A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints
A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints
2016,
In this paper, the set of all second‐order stochastic dominance...
Economic decision criteria for the migration to cloud storage
Economic decision criteria for the migration to cloud storage
2016,
Cloud storage has fast become a widespread alternative to in‐house costly...
A multi-stage stochastic programming approach for network capacity expansion with multiple sources of capacity
A multi-stage stochastic programming approach for network capacity expansion with multiple sources of capacity
2016,
In networks, there are often more than one sources of capacity. The capacities can be...
Efficient Inference for Longitudinal Data Varying-coefficient Regression Models
Efficient Inference for Longitudinal Data Varying-coefficient Regression Models
2015,
Informative identification of the within‐subject correlation is essential in...
Structural dominance analysis of large and stochastic models
Structural dominance analysis of large and stochastic models
2016,
The last decade and a half has seen significant efforts to develop and automate...
Modeling and forecasting of stock index volatility with APARCH models under ordered restriction
Modeling and forecasting of stock index volatility with APARCH models under ordered restriction
2015,
This article examines volatility models for modeling and forecasting the Standard...
Random attractors for the extensible suspension bridge equation with white noise
Random attractors for the extensible suspension bridge equation with white noise
2015,
This paper is devoted to the dynamical behavior of a stochastic extensible suspension...
Incorporating Predictability Into Cost Optimization for Ground Delay Programs
Incorporating Predictability Into Cost Optimization for Ground Delay Programs
2016,
This work introduces the goal of predictability into ground delay program (GDP) cost...
Effect of Trajectory Prediction and Stochastic Runway Occupancy Times on Aircraft Delays
Effect of Trajectory Prediction and Stochastic Runway Occupancy Times on Aircraft Delays
2016,
This paper examines aircraft delays when arriving flights have been assigned specific...
An Airfreight Forwarder’s Shipment Bidding and Logistics Planning
An Airfreight Forwarder’s Shipment Bidding and Logistics Planning
2016,
Today many web‐based logistics platforms exist, enabling logistics agents...
Dynamic Valuation of Delinquent Credit-Card Accounts
Dynamic Valuation of Delinquent Credit-Card Accounts
2015,
This paper introduces a dynamic model of the stochastic repayment behavior exhibited...
A General Attraction Model and Sales-Based Linear Program for Network Revenue Management Under Customer Choice
A General Attraction Model and Sales-Based Linear Program for Network Revenue Management Under Customer Choice
2015,
This paper addresses two concerns with the state of the art in network revenue...
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