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A \emph{new} notion of equilibrium, which we call \emph{strong equilibrium}, is introduced for time-inconsistent stopping problems in continuous time. Compared to the existing notions introduced in ArXiv: 1502.03998 and ArXiv: 1709.05181,…

Mathematical Finance · Quantitative Finance 2020-10-02 Erhan Bayraktar , Jingjie Zhang , Zhou Zhou

Inventory decision frameworks proposed in the literature for single-echelon supply chain systems rely on assumptions to obtain closed form expressions. In particular, two such frameworks - one conventional and the other with a demand…

Optimization and Control · Mathematics 2018-06-21 Anshul Agarwal

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

This paper deals with temporal and archive object-oriented data warehouse modelling and querying. In a first step, we define a data model describing warehouses as central repositories of complex and temporal data extracted from one…

Databases · Computer Science 2010-05-20 Franck Ravat , Olivier Teste

An important thread in the study of data-stream algorithms focuses on settings where stream items are active only for a limited time. We introduce a new expiration model, where each item arrives with its own expiration time. The special…

Data Structures and Algorithms · Computer Science 2025-09-10 Lotte Blank , Sergio Cabello , MohammadTaghi Hajiaghayi , Robert Krauthgamer , Sepideh Mahabadi , André Nusser , Jeff M. Phillips , Jonas Sauer

To facilitate load balancing, distributed systems store data redundantly. We evaluate the load balancing performance of storage schemes in which each object is stored at $d$ different nodes, and each node stores the same number of objects.…

Performance · Computer Science 2021-01-26 Mehmet Fatih Aktas , Amir Behrouzi-Far , Emina Soljanin , Philip Whiting

This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…

Probability · Mathematics 2020-11-02 Ryne Beeson , N. Sri Namachchivaya , Nicolas Perkowski

Many algorithms have been proposed in prior literature to guarantee resilient multi-agent consensus in the presence of adversarial attacks or faults. The majority of prior work present excellent results that focus on discrete-time or…

Systems and Control · Electrical Eng. & Systems 2020-03-23 James Usevitch , Dimitra Panagou

We consider inventory decisions with many items, each of which has Poisson demand. The rate of demand for individual items is estimated on the basis of observations of past demand. The problem is to determine the items to hold in stock and…

Methodology · Statistics 2025-08-06 Edward Anderson , Nam Ho-Nguyen , Peter Radchenko

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…

Machine Learning · Computer Science 2021-09-22 Chin-Chia Michael Yeh , Zhongfang Zhuang , Wei Zhang , Liang Wang

The resource management of a phase array system capable of multiple target tracking and surveillance is critical for the realization of its full potential. Present work aims to improve the performance of an existing method, time-balance…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Ömer Çayır , Çağatay Candan

This paper introduces a new optimization model that integrates the multi-port stowage planning problem with the container relocation problem. This problem is formulated as a binary mathematical programming model that must find the…

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

In this paper we present a direct adaptive control method for a class of uncertain nonlinear systems with a time-varying structure. We view the nonlinear systems as composed of a finite number of ``pieces,'' which are interpolated by…

Optimization and Control · Mathematics 2007-05-23 R. Ordonez , K. M. Passino

We present a different approach to developing a concept of time for specifying temporality in the conceptual modeling of software and database systems. In the database field, various proposals and products address temporal data. The…

Software Engineering · Computer Science 2021-02-02 Sabah Al-Fedaghi

Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…

Computation · Statistics 2021-09-15 A. Marie d'Avigneau , S. S. Singh , L. M. Murray

In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…

Optimization and Control · Mathematics 2016-12-13 Tomas Björk , Mariana Khapko , Agatha Murgoci

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull

This technical note rectified the mathematical and conceptual errors present in Liao et al. (2014). Liao et al. (2014) proposed an EOQ model under two-levels trade credit policy considering limited storage capacity whereby the supplier…

Optimization and Control · Mathematics 2019-10-17 Sunil Tiwari , Masih Fadaki , Anuj Kumar Sharma

In this paper, we deal with a storage assignment problem arising in a fulfilment centre of a major European e-grocery retailer. The centre can be characterised as a hybrid warehouse consisting of a highly efficient and partially automated…

General Economics · Economics 2023-05-18 David Winkelmann , Frederik Tolkmitt , Matthias Ulrich , Michael Römer