Keyword: stochastic processes

Found 1442 papers in total
Technical Note–New Sufficient Conditions for (s, S) Policies to be Optimal in Systems with Multiple Uncertainties
Technical Note–New Sufficient Conditions for (s, S) Policies to be Optimal in Systems with Multiple Uncertainties
2015,
In today’s business environment, unpredictable economic and noneconomic forces...
Strategic Arrivals into Queueing Networks: The Network Concert Queueing Game
Strategic Arrivals into Queueing Networks: The Network Concert Queueing Game
2015,
Queueing networks models typically assume that the arrival process is exogenous and...
Generalized Almost Stochastic Dominance
Generalized Almost Stochastic Dominance
2015,
Almost stochastic dominance allows small violations of stochastic dominance rules to...
The Post-Disaster Debris Clearance Problem Under Incomplete Information
The Post-Disaster Debris Clearance Problem Under Incomplete Information
2015,
Debris management is one of the most time consuming and complicated activities among...
Optimizing Reorder Intervals for Two-Echelon Distribution Systems with Stochastic Demand
Optimizing Reorder Intervals for Two-Echelon Distribution Systems with Stochastic Demand
2015,
We consider a periodic‐review inventory system in which N non‐identical...
Optimal Joint Replenishment and Transshipment Policies in a Multi-Period Inventory System with Lost Sales
Optimal Joint Replenishment and Transshipment Policies in a Multi-Period Inventory System with Lost Sales
2015,
Mismatch between supply and demand when the uncertainty of the demand is high and the...
Coalitional Bargaining in Networks
Coalitional Bargaining in Networks
2015,
We analyze a noncooperative bargaining game with a general coalition structure. In...
Asymptotically Optimal Inventory Control for Assemble-to-Order Systems with Identical Lead Times
Asymptotically Optimal Inventory Control for Assemble-to-Order Systems with Identical Lead Times
2015,
Optimizing multiproduct assemble‐to‐order (ATO) inventory systems is a...
Approximation Algorithms for Perishable Inventory Systems
Approximation Algorithms for Perishable Inventory Systems
2015,
We develop the first approximation algorithms with worst‐case performance...
A Condition-Based Deterioration Model for the Stochastic Dependency of Corrosion Rate and Crack Propagation in Corroded Concrete Structures
A Condition-Based Deterioration Model for the Stochastic Dependency of Corrosion Rate and Crack Propagation in Corroded Concrete Structures
2017,
Physics‐based models are intensively studied in mechanical and civil...
Robust Optimal Lane Allocation for Isolated Intersections
Robust Optimal Lane Allocation for Isolated Intersections
2017,
Lane allocation including approach and exit lane numbers and lane markings of approach...
A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management
A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management
2017,
The proposal which we wish to make is a two‐stage stochastic programming model...
Forecasting Ability of a Periodic Component Extracted from Large-Cap Index Time Series
Forecasting Ability of a Periodic Component Extracted from Large-Cap Index Time Series
2017,
We develop a method to extract periodic variations in a time series that are hidden in...
Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse
Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse
2017,
With stochastic integer programming as the motivating application, we investigate...
Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models
Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models
2016,
Micro‐founded dynamic stochastic general equilibrium (DSGE) models appear to be...
Revenue Management for Intermodal Transportation: The Role of Dynamic Forecasting
Revenue Management for Intermodal Transportation: The Role of Dynamic Forecasting
2016,
We study a joint capacity leasing and demand acceptance problem in intermodal...
Managing Electricity Peak Loads in Make-To-Stock Manufacturing Lines
Managing Electricity Peak Loads in Make-To-Stock Manufacturing Lines
2016,
In this article, we study the control of stochastic make‐to‐stock...
Applicability of the Whittle estimator to non-stationary and non-linear long-memory processes
Applicability of the Whittle estimator to non-stationary and non-linear long-memory processes
2016,
The Whittle estimator is a classic statistic to measure the long‐memory...
Belt conveyor network design using simulation
Belt conveyor network design using simulation
2016,
In this paper simulation is applied to design belt conveyor networks at dry bulk...
Multivariate Forecasting with BVARs and DSGE Models
Multivariate Forecasting with BVARs and DSGE Models
2016,
In this paper I assess the ability of Bayesian vector autoregressions (BVARs) and...
Simulation optimization in the era of Industrial 4.0 and the Industrial Internet
Simulation optimization in the era of Industrial 4.0 and the Industrial Internet
2016,
Simulation is an established tool for predicting and evaluating the performance of...
Dynamic Speed Optimization in Supply Chains with Stochastic Demand
Dynamic Speed Optimization in Supply Chains with Stochastic Demand
2016,
In this paper, we analyze how to continuously adjust the speed in a supply chain with...
Stochastic Projection-Factoring Method Based on Piecewise Stationary Renewal Processes for Mid- and Long-Term Traffic Flow Modeling and Forecasting
Stochastic Projection-Factoring Method Based on Piecewise Stationary Renewal Processes for Mid- and Long-Term Traffic Flow Modeling and Forecasting
2016,
Forecasting traffic over a long period of time is of considerable interest and...
Adaptive Transit Routing in Stochastic Time-Dependent Networks
Adaptive Transit Routing in Stochastic Time-Dependent Networks
2016,
We define an adaptive routing problem in a stochastic time‐dependent transit...
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