The Greatest of a Finite Set of Random Variables

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(47)

Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type distributions
A new approximation algorithm for obtaining the probability distribution function for project completion time
Algorithmic counterparty credit exposure for multi-asset Bermudan options
Bounds on the expected value of maximum loss of fractional Brownian motion
On the stochastic vehicle routing problem with time windows, correlated travel times, and time dependency
On continuous review stock control with multiple suppliers and non-negative lead times with special emphasis on Erlang distribution.
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
An approximation method for computing the expected value of max-affine expressions
Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty
Stochastic networks and the extreme value distribution
Econometric modelling with nonnormal disturbances
Pricing Bermudan options under Merton jump-diffusion asset dynamics
A comparative analysis of different specifications of modal choice models in an urban area
Approximating the longest path length of a stochastic DAG by a normal distribution in linear time
Determination of the optimal sample size for a clinical trial accounting for the population size
Least squares approximation to the distribution of project completion times with Gaussian uncertainty
Stochastic activity networks: a four-parameter approach for completion times
Inference in hybrid Bayesian networks using mixtures of polynomials
Monte-Carlo evaluation of multivariate normal probabilities
Making the best of best-of
Covariance structure analysis of ordinal ipsative data
Berechnung stochastischer Termine
Balancing stochastic two-sided assembly line with multiple constraints using hybrid teaching-learning-based optimization algorithm
Computing bounds on the expected maximum of correlated normal variables
Cheapest-to-deliver collateral: a common factor approach
Transistor sizing of custom high-performance digital circuits with parametric yield considerations
Pricing high-dimensional Bermudan options using the stochastic grid method
Adjustment of the moments of the project completion times when activity times are exponentially distributed
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
An approximate solution to the PERT problem
Analytic evaluation of the expectation and variance of different performance measures of a schedule on a single machine under processing time variability
Statistical static timing analysis via modern optimization lens. I: Histogram-based approach
Designing energy-efficient serial production lines: the unpaced synchronous line-balancing problem
Johnson's problem with stochastic processing times and optimal service level
Online learning of network bottlenecks via minimax paths
Trend in correlated proportions
On criticality and sensitivity in activity networks
Bounds on the mean of the maximum of a number of normal random variables
On the accuracy and cost of numerical integration in several variables^∗
Stochastic and fuzzy PERT
How spatial structure and neighbor uncertainty promote mutualists and weaken black queen effects
Risk taking in stochastic PERT networks
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
Ensuring service levels in routing problems with time windows and stochastic travel times

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