The Greatest of a Finite Set of Random Variables

Cited in

(51)

A portfolio approach to massively parallel Bayesian optimization
Computing bounds on the expected maximum of correlated normal variables
Monte-Carlo evaluation of multivariate normal probabilities
Least squares approximation to the distribution of project completion times with Gaussian uncertainty
Stochastic activity networks: a four-parameter approach for completion times
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
Stochastic networks and the extreme value distribution
Econometric modelling with nonnormal disturbances
Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty
How spatial structure and neighbor uncertainty promote mutualists and weaken black queen effects
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.
Transistor sizing of custom high-performance digital circuits with parametric yield considerations
Analytic evaluation of the expectation and variance of different performance measures of a schedule on a single machine under processing time variability
Balancing stochastic two-sided assembly line with multiple constraints using hybrid teaching-learning-based optimization algorithm
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Stochastic and fuzzy PERT
Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
Designing energy-efficient serial production lines: the unpaced synchronous line-balancing problem
Algorithmic counterparty credit exposure for multi-asset Bermudan options
Risk taking in stochastic PERT networks
Parameter-expanded data augmentation for analyzing multinomial probit models
An approximation method for computing the expected value of max-affine expressions
Making the best of best-of
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
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
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
Statistical static timing analysis via modern optimization lens. I: Histogram-based approach
Trend in correlated proportions
Approximating the longest path length of a stochastic DAG by a normal distribution in linear time
Bounds on the expected value of maximum loss of fractional Brownian motion
Cheapest-to-deliver collateral: a common factor approach
Pricing Bermudan options under Merton jump-diffusion asset dynamics
On criticality and sensitivity in activity networks
Pricing high-dimensional Bermudan options using the stochastic grid method
A decomposition approach for sequencing mixed-model two-sided assembly line with stochastic processing time
Online learning of network bottlenecks via minimax paths
A new approximation algorithm for obtaining the probability distribution function for project completion time
An approximate solution to the PERT problem
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
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
Berechnung stochastischer Termine
A bi-objective optimization based acquisition strategy for batch Bayesian global optimization
Johnson's problem with stochastic processing times and optimal service level

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