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Stochastic Models eJournal

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Viewing: 401 - 450 of 453 papers

401.

A Note on the Nerlove-Arrow Model Under Uncertainty

Operations Research, Vol. 27, No. 4, pp. 839-842, 1979
Posted: 30 Apr 2008 Last Revised: 06 May 2008
Working Paper Series
University of Texas at Dallas - Naveen Jindal School of Management
402.

Advertising Revenue Optimization in Live Television Broadcasting

Management Science, Forthcoming
Posted: 17 Nov 2015
Accepted Paper Series
INSEAD - Technology and Operations Management and Singapore Management University - Lee Kong Chian School of Business
403.

Analytical Approximations for Loan and Credit Derivatives Portfolios

Posted: 29 Apr 2012 Last Revised: 20 Jul 2015
Working Paper Series
Stanford University - Management Science & Engineering, Stanford University - Management Science & Engineering and Toho University
404.

Asymptotic Optimal Controls in Stochastic Manufacturing Systems With Machine Failures Dependent on Production Rates

Stochastics and Stochastics Reports, 48, 1994, 97-121
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management and Department of Mathematics, University of Georgia
405.

Bayesian Estimation of an Extended Local Scale Stochastic Volatility Model

Journal of Econometrics, Vol. 162, No. 2, 2011
Posted: 03 Sep 2011 Last Revised: 21 Oct 2011
Accepted Paper Series
University of Fribourg, Switzerland - Faculty of Economics and Social Science
406.

Bayesian Inference of Multiscale Stochastic Conditional Duration Models

Posted: 03 Sep 2014
Working Paper Series
University of Waterloo - School of Accounting and Finance, Independent and Independent
407.

Buffer Allocation in Stochastic Flow Lines via Sample-Based Optimization with Initial Bounds

OR Spectrum, Forthcoming
Posted: 31 Jan 2014 Last Revised: 21 Mar 2015
Accepted Paper Series
University of Mannheim and University of Mannheim
408.

Business Value and Risk in the Presence of Price Controls: An Option-Based Analysis of Margin Squeeze Rules in the Telecommunications Industry

Annals of Operation Research, Vol. 176, No. 1, pp. 311-332, April 2010
Posted: 07 Apr 2008 Last Revised: 13 Apr 2010
Accepted Paper Series
Bain & Company, HEC Montréal and EBS Business School
409.

Development of Essential Oil Loaded Chitosan Nanoparticles for Pulmonary Delivery

Proceedings of International Conference on Drug Discovery (ICDD) 2020
Posted: 10 Feb 2020 Last Revised: 14 Sep 2020
Working Paper Series
Parul Institute of Pharmacy, Parul University, Parul University - Parul Institute of Pharmacy and Parul University - Parul Institute of Pharmacy
410.

Dynamic Lot-Sizing in Sequential Online Retail Auctions

Posted: 11 Jun 2010
Working Paper Series
affiliation not provided to SSRN, University of Washington and affiliation not provided to SSRN
411.

Dynamic Multi-Factor Bid-Offer Adjustment Model

Institutional Investor Journals, Journal of Trading, Vol. 9, No. 3 (Summer 2014), pp. 42-55, https://doi.org/10.3905/jot.2014.9.3.042
Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
Gain Knowledge Group

Multiple version iconThere are 2 versions of this paper

412.

Efficient and Reliable Computation of Birth-Death Process Performance Measures

INFORMS Journal on Computing, Winter 2012, Vol. 24, No. 1, pp. 29-41, University of Alberta School of Business Research Paper No. 2013-194
Posted: 28 Jun 2013
Accepted Paper Series
University of Alberta - Department of Accounting, Operations & Information Systems and Independent
413.

Equilibrium Default Cycles

Journal of Political Economy, Vol. 115, No. 3, 2007
Posted: 20 Dec 2007
Accepted Paper Series
University of Chicago - Department of Economics and University of Chicago - Department of Economics
414.

Fast Multigrid Solvers for Calibration and Estimation of Dynamic Structural Models

Posted: 07 Mar 2009 Last Revised: 15 Jun 2016
Working Paper Series
Georgia State University
415.

Feedback Production Planning in a Stochastic Two-Machine Flowshop: Asymptotic Analysis and Computational Results

Journal Of Production Economics, 30-31, 1993, 79-93
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, City University of Hong Kong (CityUHK) - Faculty of Business, Department of Mathematics, University of Georgia and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
416.

Good Deal Hedging and Valuation Under Combined Uncertainty About Drift and Volatility

Probability, Uncertainty and Quantitative Risk, 2:13, 2017, DOI: 10.1186/s41546-017-0024-5
Posted: 12 Apr 2017 Last Revised: 07 Jan 2018
Accepted Paper Series
Humboldt University of Berlin - Faculty of Mathematics and Natural Sciences and Goethe-University Frankfurt am Main - Institute of Mathematics
417.

Hedging Options in the Incomplete Market with Stochastic Volatility

Posted: 13 Sep 2007
Working Paper Series
Indian Statistical Institute
418.

Hedging Under Generalized Good-Deal Bounds and Model Uncertainty

Math. Methods Operations Research, 2017, DOI: 10.1007/s00186-017-0588-y
Posted: 08 Jan 2015 Last Revised: 02 Jun 2017
Accepted Paper Series
Humboldt University of Berlin - Faculty of Mathematics and Natural Sciences and Goethe-University Frankfurt am Main - Institute of Mathematics
419.

Heuristics for the Design of Part-orienting Systems

International Journal of Flexible Manufacturing Systems, 5, 1993, 167-185
Posted: 06 May 2020
Accepted Paper Series
affiliation not provided to SSRN, Independent, RUTCOR, Rutgers University, New Brunswick, NJ 08904 USA, University of Texas at Dallas - Naveen Jindal School of Management and Texas A&M University
420.

Hierarchical Controls in Stochastic Manufacturing Systems with Machines in Tandem

Stochastics and Stochastics Reports, 41, 1992, 89-118
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, Department of Mathematics, University of Georgia and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
421.

Hierarchical Production Controls in a Two-Machine Stochastic Flowshop with a Finite Internal Buffer

Proceedings of the 3lst IEEE-CDC, Tucson, AZ, Dec. 16-18, 1992, 2074-2079
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, Department of Mathematics, University of Georgia and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
422.

Hierarchical Production Planning in Dynamic Stochastic Manufacturing Systems: Asymptotic Optimality and Error Bounds

Journal of Mathematical Analysis and Applications, Vol. 181, No. 2, pp. 285-319, January 15,1994
Posted: 14 Feb 2008
Accepted Paper Series
University of Georgia - Department of Mathematics and University of Texas at Dallas - Naveen Jindal School of Management
423.

Hong Kong-Shanghai Connect/Hong Kong-Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs

Institutional Investor Journals, Journal of Trading, Vol. 11, No. 3 (Summer 2016), pp. 81-134 , https://doi.org/10.3905/jot.2016.11.3.081
Posted: 21 May 2019 Last Revised: 17 Jul 2019
Accepted Paper Series
Gain Knowledge Group
424.

Inventory and Supply Chain Management with Forecast Updates

International Series in Operations Research & Management Science, Vol. 81, Spring 2005
Posted: 15 Jan 2010 Last Revised: 20 Jan 2010
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
425.

Managing Virtual Appointments in Chronic Care

Posted: 13 Nov 2018
Working Paper Series
Independent, Indian School of Business (ISB), Hyderabad - Operations Management, Northwestern University - Department of Industrial Engineering and Management Sciences and Northwestern University - Department of Industrial Engineering and Management Sciences
426.

Markov Chain Models of a Telephone Call Centre with Call Blending

Computers & Operations Research vol. 34 no. 6 pp. 1616-1645, University of Alberta School of Business Research Paper 2013-182
Posted: 02 Jul 2013
Accepted Paper Series
Independent, University of Montreal, Independent, University of Alberta - Department of Accounting, Operations & Information Systems and School of Mathematics, Univ. of Southampton
427.

Markovian Demand Inventory Models

International Series in Operations Research and Management Science, Vol. 108, 2010
Posted: 18 Jan 2010
Accepted Paper Series
M-Factor, Inc., IBM Research, University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
428.

Moment Explosions and Stationary Distributions in Affine Diffusion Models

Mathematical Finance, Forthcoming
Posted: 08 Oct 2008
Accepted Paper Series
Columbia Business School and Korea Advanced Institute of Science and Technology

Multiple version iconThere are 2 versions of this paper

429.

Multilevel Hierarchical Controls in Dynamic Stochastic Marketing-Production Systems

Proceedings of the 3lst IEEE-CDC, Tucson, Arizona, Dec. 16-18, 1992, 2090-2095
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management and Department of Mathematics, University of Georgia
430.

Multilevel Hierarchical Open-Loop and Feedback Controls in Stochastic Marketing-Production Systems

IEEE Transactions on Robotics and Automation, 10(6), 1994, 831-839
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management and Department of Mathematics, University of Georgia
431.

Optimal Advertising/Ordering Policy and Finance Mode Selection for a Capital-Constrained Retailer with Stochastic Demand

Journal of the Operational Research Society, Vol. 68, Issue 12, 2017
Number of pages: 13 Posted: 24 Apr 2018
Accepted Paper Series
South China University of Technology, South China University of Technology, South China University of Technology and South China University of Technology
432.

Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Review

ITORMS (Interactive Transactions of OR/MS), 3(2), 2000
Posted: 06 May 2020
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, City University of Hong Kong (CityUHK) - Faculty of Business, Institute of Applied Mathematics Academia Sinica and Department of Mathematics, University of Georgia
433.

Optimal Feedback Production Planning in a Stochastic N-machine Flowshop

Posted: 06 May 2020
Working Paper Series
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Department of Mathematics, University of Georgia
434.

Optimal Feedback Production Planning in a Stochastic Two-Machine Flowshop

European Journal of Operational Research, Vol. 73, No. 2, pp. 331-345, March 1994
Posted: 08 Apr 2008 Last Revised: 31 Jan 2019
Accepted Paper Series
Independent, University of Texas at Dallas - Naveen Jindal School of Management and University of Georgia - Department of Mathematics
435.

Parental Care as a Differential Game: A Dynamic Extension of the Houston-Davies Game

Applied Mathematics and Computation, Vol. 190, No. 2, pp. 1450-1465, July 15, 2007
Posted: 30 Apr 2008
Accepted Paper Series
University of Glasgow, affiliation not provided to SSRN and affiliation not provided to SSRN
436.

Partially Observable Markov Decision Processes: A Geometric Technique and Analysis

Operations Research 58(1):214-228. 2010
Posted: 04 Apr 2012
Accepted Paper Series
UBC Sauder School of Business
437.

Performance-Based Fees and Risk Shifting With the Knockout Barrier

Journal of Investment Management, Vol. 5, No. 3, Third Quarter 2007
Posted: 22 Oct 2007
Accepted Paper Series
Northwestern University - Department of Industrial Engineering and Management Sciences and Deutsche Bank AG - Asset Management
438.

Planning for Surprise: Water Resources Development Under Demand and Supply Uncertainty I. The General Model

Management Science, Vol. 35, No. 2, pp. 149-163, February 1989
Posted: 05 May 2008
Accepted Paper Series
University of California, Los Angeles - Anderson Graduate School of Management, University of Texas at Dallas - Naveen Jindal School of Management and affiliation not provided to SSRN
439.

Producing in a Manufacturing System with Minimum Average Cost

Nonlinear Analysis, Theory, Methods & Applications, Vol. 30, No. 7. pp. 4357-4363, 1997
Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management, Queen's University - Smith School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics
440.

Production Control in a Failure-Prone Manufacturing System: Diffusion Approximation and Asymptotic Optimality

The Annals of Applied Probability, 3(2), 1993, 421-453
Posted: 06 May 2020
Accepted Paper Series
Independent, Independent, University of Texas at Dallas - Naveen Jindal School of Management and University of Missouri at Columbia - Department of Mathematics (Deceased)
441.

Reengineering Treatment in Block Replacement Decisions Using Higher Order Markov Chains

The IUP Journal of Operations Management, Vol. X, No. 4, November 2011, pp. 22-38
Posted: 24 Jul 2012
Accepted Paper Series
Centre for Development of Advanced Computing (C-DAC), S V P College of Engineering and Technology and JNTU College of Engineering
442.

Solution of a Class of Stochastic Linear Convex Control Problems Using Deterministic Equivalents

Journal of Optimization Theory and Applications, Vol 62, No. 1, pp. 17-27, July 1989
Posted: 24 Jun 2009
Accepted Paper Series
Independent and University of Texas at Dallas - Naveen Jindal School of Management
443.

Some Statistical Properties of a Damage Random Variable in Invasive Species Management

Studies in Regional Science, Vol. 42, No. 1, pp. 189-195, 2012
Posted: 06 Sep 2012
Accepted Paper Series
Rochester Institute of Technology (RIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

444.

Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market Restrictions

Economic Behavior & Organization, Vol. 44, No. 1, January 1, 2001
Posted: 23 Sep 2001
Accepted Paper Series
University of California - Haas School of Business, Tsinghua University - School of Economics & Management and The New School - Department of Economics
445.

Stochastic Compounding Models for Continuous Uniform Cash Flows Arising in Risk Management

Journal of Statistics and Management Systems, Forthcoming
Posted: 24 Apr 2008 Last Revised: 01 May 2008
Accepted Paper Series
University of Bradford and National Kapodistrian University of Athens
446.

Stochastic Dynamic Job Shops and Hierarchical Production Planning

IEEE Transactions on Robotics and Automation, Vol. 39, No. 10, pp. 2061-2076, October 1994
Posted: 16 Jan 2009 Last Revised: 01 Feb 2019
Accepted Paper Series
University of Texas at Dallas - Naveen Jindal School of Management and University of Toronto
447.

Stochastic Inventory System with Lead Time Flexibility: Offered by a Manufacturer/Transporter

Journal of the Operational Research Society, Vol. 68, Issue 12, 2017
Number of pages: 20 Posted: 24 Apr 2018
Accepted Paper Series
affiliation not provided to SSRN and Shanghai University of Finance and Economics
448.

Stochastic Modeling of Some Managerial Aspects of Production Planning

The IUP Journal of Operations Management, Vol. X, No. 1, pp. 29-42, February 2011
Posted: 23 Mar 2011
Accepted Paper Series
Alliance for Community Capacity Building in Northeast India
449.

The Cloud Hunter's Problem: An Automated Decision Algorithm to Improve the Productivity of Scientific Data Collection in Stochastic Environments

Small, Arthur A., Jason B. Stefik, Johannes Verlinde, Nathaniel C. Johnson, 2011: The Cloud Hunter’s Problem: An Automated Decision Algorithm to Improve the Productivity of Scientific Data Collection in Stochastic Environments. Monthly Weather Review, 139, 2276–2289.
Posted: 07 Feb 2011 Last Revised: 05 Jul 2015
Accepted Paper Series
affiliation not provided to SSRN, Risk Management Solutions, Inc., Penn State University - Meteorology and International Pacific Research Center, University of Hawaii at Manoa
450.

The Malliavin Gradient Method for the Calibration of Stochastic Dynamical Models

Applied Mathematics and Computation, Vol. 175, No. 2, pp. 1332-1352, April 15, 2006
Posted: 30 Apr 2008
Accepted Paper Series
University of Glasgow