Related papers: A continuous time multi-echelon inventory model fo…

Modeling the time evolution of discrete sets of items (e.g., genetic mutations) is a fundamental problem in many biomedical applications. We approach this problem through the lens of continuous-time Markov chains, and show that the…

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

A multi-timescale hybrid model is proposed to study microscopically the degraded performance of electronic devices, covering three individual stages of radiation effects studies, including ultrafast displacement cascade, intermediate defect…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Model evolution is widely considered as a subject under research. Despite its role in research, common purpose concepts, approaches, solutions, and methodologies are missing. Limiting the scope to model libraries makes model evolution and…

In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity…

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

In this paper we apply a two-stage sequential design to item calibration problems under a three-parameter logistic model assumption. The measurement errors of the estimates of the latent trait levels of examinees are considered in our…

I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…

This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…

This paper presents a mathematical model for the routing of multicommodity freight in an intermodal network under disruptions. A stochastic mixed-integer program was formulated to minimize not only operational costs of various modes and…

The availability of multidimensional economic datasets has grown significantly in recent years. An example is bilateral trade values across goods among countries, comprising three dimensions -- importing countries, exporting countries, and…

This paper analyzes single-item continuous-review inventory models with random supplies in which the inventory dynamic between orders is described by a diffusion process, and a long-term average cost criterion is used to evaluate decisions.…

In this paper, we consider a Markov chain choice model with single transition. In this model, customers arrive at each product with a certain probability. If the arrived product is unavailable, then the seller can recommend a subset of…

Dynamic networks exhibit temporal patterns that vary across different time scales, all of which can potentially affect processes that take place on the network. However, most data-driven approaches used to model time-varying networks…

In multi-echelon inventory systems the performance of a given node is affected by events that occur at many other nodes and in many other time periods. For example, a supply disruption upstream will have an effect on downstream,…

Stochastic dynamic matching problems have recently gained attention in the stochastic-modeling community due to their diverse applications, such as supply-chain management and kidney exchange programs. In this paper, we study a matching…

We introduce a macroscopic model for a network of conveyor belts with various speeds and capacities. In a different way from traffic flow models, the product densities are forced to move with a constant velocity unless they reach a maximal…

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

Utility mining emerged to overcome the limitations of frequent itemset mining by considering the utility of an item. Utility of an item is based on user's interest or preference. Recently, temporal data mining has become a core technical…