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Multi-item order quantity optimization through stochastic goal programing

JOURNAL ARTICLE published 25 April 2024 in Annals of Operations Research

Authors: Alireza Azimian | Belaid Aouni

Stochastic processes and mean square calculus on fractal curves

JOURNAL ARTICLE published 24 April 2024 in Random Operators and Stochastic Equations

Authors: Alireza Khalili Golmankhaneh | Kerri Welch | Cristina Serpa | Ivanka Stamova

Inhomogeneous log-Gaussian Cox processes with piecewise constant covariates: a case study in modeling of COVID-19 transmission risk in East Java

JOURNAL ARTICLE published 22 April 2024 in Stochastic Environmental Research and Risk Assessment

Research funded by Kementerian Riset, Teknologi dan Pendidikan Tinggi (1972/PKS/ITS/2023,1972/PKS/ITS/2023)

Authors: Alwan Fadlurohman | Achmad Choiruddin | Jorge Mateu

Modelling multidecadal variability in flood frequency using the Two-Component Extreme Value distribution

JOURNAL ARTICLE published 20 April 2024 in Stochastic Environmental Research and Risk Assessment

Authors: Vincenzo Totaro | Andrea Gioia | George Kuczera | Vito Iacobellis

A mathematical maintenance model for a production system subject to deterioration according to a stochastic geometric process

JOURNAL ARTICLE published 18 April 2024 in Annals of Operations Research

Research funded by Natural Sciences and Engineering Research Council of Canada (RGPIN 2019 06966)

Authors: Hasan Rasay | Fariba Azizi | Farnoosh Naderkhani

Secrecy Performance of a Non-Orthogonal Multiple Access-Based Space–Air–Ground Integrated Network System with Stochastic Geometry Distribution of Terrestrial Terminals and Fog Absorption in Optical Link

JOURNAL ARTICLE published 12 April 2024 in Aerospace

Research funded by National Natural Science Foundation of China (62271202,62027802) | Open Foundation of State Key Laboratory of Integrated Services Networks Xidian University (ISN23-01)

Authors: Xuhui Wang | Jinyu He | Guanjun Xu | Jiajia Chen | Yuhan Gao

Resolvent stochastic processes

JOURNAL ARTICLE published 12 April 2024 in St. Petersburg Mathematical Journal

Authors: I. Ibragimov | N. Smorodina | M. Faddeev

A Dynamic and Stochastic Cumulative Capacitated Vehicle Routing Problem

JOURNAL ARTICLE published 5 April 2024 in Asia-Pacific Journal of Operational Research

Authors: Yu Wu

Comparative analysis of joint distribution models for tropical cyclone atmospheric parameters in probabilistic coastal hazard analysis

JOURNAL ARTICLE published May 2024 in Stochastic Environmental Research and Risk Assessment

Research funded by USACE Engineer Research and Development Center, Coastal and Hydraulics Laboratory (W912HZ20C0050,W912HZ20C0050)

Authors: Ziyue Liu | Meredith L. Carr | Norberto C. Nadal-Caraballo | Luke A. Aucoin | Madison C. Yawn | Michelle T. Bensi

A.s. convergence rate for Mandelbrot’s cascade in a random environment

JOURNAL ARTICLE published 2 April 2024 in Stochastic Models

Research funded by National Natural Science Foundation of China (11731012) | National Natural Science Foundation of China (12271062) | Open Fund of Hunan Provincial Key Laboratory of Mathe- matical Modeling and Analysis in Engineering (2018MMAEZD02)

Authors: Yingqiu Li | Lin Deng | Yushao Wei

On the Asymptotics of Solutions of Stochastic Differential Equations with Jumps

JOURNAL ARTICLE published April 2024 in Ukrainian Mathematical Journal

Authors: Viktor Yuskovych

A Stochastic Interpretation of the Parametrix Method

JOURNAL ARTICLE published April 2024 in Ukrainian Mathematical Journal

Authors: A. Kohatsu-Higa

Asymptotic covariances for functionals of weakly stationary random fields

JOURNAL ARTICLE published April 2024 in Stochastic Processes and their Applications

Authors: Leonardo Maini

Strong Measurable Continuous Modifications of Stochastic Flows

JOURNAL ARTICLE published April 2024 in Ukrainian Mathematical Journal

Authors: Olivier Raimond | Georgii Riabov

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

A sample average approximation-based heuristic for the stochastic production routing problem

JOURNAL ARTICLE published 30 March 2024 in Central European Journal of Operations Research

Authors: Andreas Geiger

Spectral density estimation for random processes with stationary increments

JOURNAL ARTICLE published 28 March 2024 in Applied Stochastic Models in Business and Industry

Authors: Wei Chen | Chunfeng Huang | Haimeng Zhang | Matthew Schaffer

Stochastic Bayesian Optimization with Unknown Continuous Context Distribution via Kernel Density Estimation

JOURNAL ARTICLE published 24 March 2024 in Proceedings of the AAAI Conference on Artificial Intelligence

Authors: Xiaobin Huang | Lei Song | Ke Xue | Chao Qian

Modulation Instability and Convergence of the Random-Phase Approximation for Stochastic Sea States

JOURNAL ARTICLE published April 2024 in Water Waves

Authors: Agissilaos Athanassoulis | Irene Kyza

An Optimal Computing Allocation Strategy for Swarm-Based Algorithm in Simulation-Based Optimization Problem with Stochastic Constraint

JOURNAL ARTICLE published 22 March 2024 in Asia-Pacific Journal of Operational Research

Research funded by National Science and Technology Council of the Republic of China (109-2222-E-167-004)

Authors: Chun-Chih Chiu | Chyh-Ming Lai | Yu-Chi Liu