Related papers: A Two-Stage Stochastic Programming Model for Blood…
Multiserver-job systems, where jobs require concurrent service at many servers, occur widely in practice. Much is known in the dropping setting, where jobs are immediately discarded if they require more servers than are currently available.…
Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…
State-of-the-art stream processing platforms make use of checkpointing to support fault tolerance, where a "checkpoint tuple" flows through the topology to all operators, indicating a checkpoint and triggering a checkpoint operation. The…
Steady state is an essential concept in reaction networks. Its stability reflects fundamental characteristics of several biological phenomena such as cellular signal transduction and gene expression. Because biochemical reactions occur at…
Chemotherapy appointment scheduling is a challenging problem due to the uncertainty in pre-medication and infusion durations. In this paper, we formulate a two-stage stochastic mixed integer programming model for the chemotherapy…
We aim to predict and explain service failures in supply-chain networks, more precisely among last-mile pickup and delivery services to customers. We analyze a dataset of 500,000 services using (1) supervised classification with Random…
We analyze a power distribution line with high penetration of distributed generation and strong variations of power consumption and generation levels. In the presence of uncertainty the statistical description of the system is required to…
Rank-deficient stationary stochastic vector processes are present in many problems in network theory and dynamic factor analysis. In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector…
This paper studies the stabilization problem of networked control systems (NCSs) with random packet dropouts caused by stochastic channels. To describe the effects of stochastic channels on the information transmission, the transmission…
Active biological flow networks pervade nature and span a wide range of scales, from arterial blood vessels and bronchial mucus transport in humans to bacterial flow through porous media or plasmodial shuttle streaming in slime molds.…
We consider bilevel linear problems, where some parameters are stochastic, and the leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome can be modeled by a random…
This paper introduces a statistical model for the arrival times of connection events in a computer network. Edges between nodes in a network can be interpreted and modelled as point processes where events in the process indicate information…
We propose a (seemingly) new computationally tractable model for multi-stage decision making under stochastic uncertainty.
Operational disruptions can significantly impact companies performance. Ford, with its 37 plants globally, uses 17 billion parts annually to manufacture six million cars and trucks. With up to ten tiers of suppliers between the company and…
The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial…
We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…
In statistical process control Weibull distribution can be used to model the time between events or failures (TBE) in a process with increasing decreasing or constant failure rates. Specifically it helps in monitoring processes where the…
We study a pessimistic stochastic bilevel program in the context of sequential two-player games, where the leader makes a binary here-and-now decision, and the follower responds a continuous wait-and-see decision after observing the…
Modern network-on-chip (NoC) systems face reliability issues due to process and environmental variations. The power supply noise (PSN) in the power delivery network of a NoC plays a key role in determining reliability. PSN leads to voltage…
Modeling stochasticity in gene regulatory networks is an important and complex problem in molecular systems biology. To elucidate intrinsic noise, several modeling strategies such as the Gillespie algorithm have been used successfully. This…