Keyword: probability

Found 407 papers in total
A simple asymptotically optimal filter over an infinite horizon
A simple asymptotically optimal filter over an infinite horizon
2001,
A filtering problem over an infinite horizon for a continuous time signal and discrete...
A flexible Java representation for uncertainty in online operations-research models
A flexible Java representation for uncertainty in online operations-research models
2001,
Online OR models have been the subject of increased attention in recent years with the...
Linear-implicit strong schemes for Itô–Galerkin approximations of parabolic stochastic partial differential equations
Linear-implicit strong schemes for Itô–Galerkin approximations of parabolic stochastic partial differential equations
2001,
Linear-implicit versions of strong Taylor numerical schemes for finite dimensional...
Application of random theory in determining the optimum producing well numbers for oil and gas reservoirs
Application of random theory in determining the optimum producing well numbers for oil and gas reservoirs
2001,
Either in a horizontal direction or in a vertical direction, numerous physical...
Analysis of the effects of uncertainty, risk-pooling, and subcontracting mechanisms on project performance
Analysis of the effects of uncertainty, risk-pooling, and subcontracting mechanisms on project performance
2000,
The problem of designing a contract mechanism to allocate the component subprojects of...
A factored reliability formula for weighted-k-out-of-n system
A factored reliability formula for weighted-k-out-of-n system
2001,
A weighted version of the k -out-of- n system is considered. The k -out-of- n :G(F)...
A model for a dynamic preventive maintenance policy
A model for a dynamic preventive maintenance policy
2000,
This paper exhibits a stochastic model which describes the evolution of a material...
A regenerative cycle approach to an M/G/1 queue with exceptional service
A regenerative cycle approach to an M/G/1 queue with exceptional service
2000,
We are concerned with an M/G/ 1 queue in which service time distributions in each busy...
A compound dependability measure arising from semi-Markov reliability model
A compound dependability measure arising from semi-Markov reliability model
2000,
A compound dependability measure is proposed and analyzed under the Markovian...
Bounds for the total variation distance between the Binomial and the Poisson distribution in case of medium-sized success probabilities
Bounds for the total variation distance between the Binomial and the Poisson distribution in case of medium-sized success probabilities
1999,
In applied probability, the distribution of a sum of n independent Bernoulli random...
Probability bounds given by hypercherry trees
Probability bounds given by hypercherry trees
1999,
In the paper new bounds are given for the probability of the union of events. For this...
Probability bounds given by multitrees
Probability bounds given by multitrees
2000,
Upper bounds are presented for the probability of the union of finite number of...
Nested partitions method for global optimization
Nested partitions method for global optimization
2000,
We propose a new randomized method for solving global optimization problems. This...
Optimal policies of yield management with multiple predetermined prices
Optimal policies of yield management with multiple predetermined prices
2000,
It is a common practice for industries to price the same products at different levels....
Adaptive ordering and pricing for perishable products
Adaptive ordering and pricing for perishable products
2000,
We consider the combined problem of pricing and ordering for a perishable product with...
Derandomizing variance estimators
Derandomizing variance estimators
1999,
One may consider a discrete-event simulation as a Markov chain evolving on a suitably...
Snapshot estimators of recent HIV incidence rates
Snapshot estimators of recent HIV incidence rates
1999,
The recent HIV incidence rate (or hazard rate for infection) is an important quantity...
A punt returner location problem
A punt returner location problem
1999,
We formulate and solve a location problem that determines where to position punt...
Sequential inspection under capacity constraints
Sequential inspection under capacity constraints
1999,
We study the inspection process in the context of multistage batch manufacturing,...
Order‐fulfillment performance measures in an assemble‐to‐order system with stochastic leadtimes
Order‐fulfillment performance measures in an assemble‐to‐order system with stochastic leadtimes
1999,
We study a multicomponent, multiproduct production and inventory system in which...
Maximizing revenues of perishable assets with a risk factor
Maximizing revenues of perishable assets with a risk factor
1999,
This article presents a risk‐sensitive pricing model to maximize sales revenue...
Betting strategies in horse races
Betting strategies in horse races
1999,
In this paper we consider the strategies a gambler may employ in situations such as...
Cumulative damage model with two kinds of shocks and its application to the backup policy
Cumulative damage model with two kinds of shocks and its application to the backup policy
1999,
This paper considers an extended cumulative damage model with two kinds of shocks: one...
A Bayesian evaluation of fuzzy logic in a classification problem
A Bayesian evaluation of fuzzy logic in a classification problem
1999,
Models based on fuzzy sets are increasingly being used in academic and industrial...
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