The Greatest of a Finite Set of Random Variables

DOI10.1287/OPRE.9.2.145zbMATH Open0201.51102OpenAlexW2158750015MaRDI QIDQ5600565FDOQ5600565

Charles E. Clark

Publication date: 1961

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.9.2.145

Cited In (47)

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• Balancing stochastic two-sided assembly line with multiple constraints using hybrid teaching-learning-based optimization algorithm
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• Designing energy-efficient serial production lines: the unpaced synchronous line-balancing problem
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• An approximation method for computing the expected value of max-affine expressions
• Bounds on the mean of the maximum of a number of normal random variables
• Determination of the optimal sample size for a clinical trial accounting for the population size
• Making the best of best-of
• A comparative analysis of different specifications of modal choice models in an urban area
• On the accuracy and cost of numerical integration in several variables^∗
• Adjustment of the moments of the project completion times when activity times are exponentially distributed
• Statistical static timing analysis via modern optimization lens. I: Histogram-based approach
• Simulation paradoxes related to a fractional Brownian motion with small Hurst index
• Trend in correlated proportions
• Approximating the longest path length of a stochastic DAG by a normal distribution in linear time
• Cheapest-to-deliver collateral: a common factor approach
• Bounds on the expected value of maximum loss of fractional Brownian motion
• Pricing Bermudan options under Merton jump-diffusion asset dynamics
• Pricing high-dimensional Bermudan options using the stochastic grid method
• On criticality and sensitivity in activity networks
• Online learning of network bottlenecks via minimax paths
• A new approximation algorithm for obtaining the probability distribution function for project completion time
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• Inference in hybrid Bayesian networks using mixtures of polynomials
• Covariance structure analysis of ordinal ipsative data
• Ensuring service levels in routing problems with time windows and stochastic travel times
• Berechnung stochastischer Termine
• A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
• The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks
• An upper bound on the expected completion time of PERT networks
• Johnson's problem with stochastic processing times and optimal service level

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