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This paper develops maintenance policies for a system under condition monitoring. We assume that a number of defects may develop and the degradation process of each defect follows a gamma process, respectively. The system is inspected…

系统与控制 · 电气工程与系统科学 2024-09-21 Shaomin Wu , Inma T. Castro

In this paper we introduce a multilevel specification with stochastic volatility for repeated cross-sectional data. Modelling the time dynamics in repeated cross sections requires a suitable adaptation of the multilevel framework where the…

应用统计 · 统计学 2016-03-08 Silvia Cagnone , Simone Giannerini , Lucia Modugno

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

机器学习 · 计算机科学 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

Motivated by distribution problems arising in the supply chain of Haleon, we investigate a discrete optimization problem that we call the "container delivery scheduling problem". The problem models a supplier dispatching ordered products…

最优化与控制 · 数学 2023-07-03 Anna Collins , Dimitrios Letsios , Gueorgui Mihaylov

We study non-stationary single-item, periodic-review inventory control problems in which the demand distribution is unknown and may change over time. We analyze how demand non-stationarity affects learning performance across inventory…

最优化与控制 · 数学 2026-02-06 Nele H. Amiri , Sean R. Sinclair , Maximiliano Udenio

In this paper we analyze a continuous-time epidemic model and its discrete counterpart, where infection spreads both horizontally and vertically. We consider three cases: model with horizontal and imperfect vertical transmissions, model…

动力系统 · 数学 2019-06-10 Priyanka Saha , Nandadulal Bairagi

In this paper, an attempt has been made to develop a simple leakage inventory model without shortages with instantaneous or finite production rate under fuzzy environment. In the present day scenario, it is difficult to decide the exact…

最优化与控制 · 数学 2022-02-21 Huidrom Malemnganbi , M. Kuber Singh

In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…

统计理论 · 数学 2017-10-31 Boris Brodsky , Boris Darkhovsky

In this paper, a simple transient Markov process with an absorbing point is used to investigate the qualitative behavior of a large scale storage network of non reliable file servers where files can be duplicated. When the size of the…

概率论 · 数学 2012-04-02 Mathieu Feuillet , Philippe Robert

The optimization-based design of renewable energy systems is a computationally demanding task because of the high temporal fluctuation of supply and demand time series. In order to reduce these time series, the aggregation of typical…

最优化与控制 · 数学 2018-02-01 Leander Kotzur , Peter Markewitz , Martin Robinius , Detlef Stolten

This paper analyses a system subject to multiple dependent degradation processes. Degradation processes start at random times following a non homogeneous Poisson process and next dependently propagate. The growth of these degradation…

概率论 · 数学 2024-01-18 Inma T. Castro , L. Landesa

The continuous time model of dynamic asset trading is the central model of modern finance. Because trading cannot in fact take place at every moment of time, it would seem desirable to show that the continuous time model can be viewed as…

理论经济学 · 经济学 2022-07-08 William R. Zame

In e-commerce, the watchlist enables users to track items over time and has emerged as a primary feature, playing an important role in users' shopping journey. Watchlist items typically have multiple attributes whose values may change over…

信息检索 · 计算机科学 2021-10-26 Uriel Singer , Haggai Roitman , Yotam Eshel , Alexander Nus , Ido Guy , Or Levi , Idan Hasson , Eliyahu Kiperwasser

Many retailers today employ inventory management systems based on Re-Order Point Policies, most of which rely on the assumption that all decreases in product inventory levels result from product sales. Unfortunately, it usually happens that…

机器学习 · 统计学 2016-04-06 Luis I. Reyes-Castro , Andres G. Abad

We develop a rigorously controlled multi-time scale averaging technique; the averaging is done on a finite time interval, properly chosen, and then, via iterations and normal form transformations, the time intervals are scaled to arbitrary…

数学物理 · 物理学 2013-08-16 Shmuel Fishman , Avy Soffer

A general framework to describe a vast majority of biology-inspired systems is to model them as stochastic processes in which multiple couplings are in play at the same time. Molecular motors, chemical reaction networks, catalytic enzymes,…

统计力学 · 物理学 2020-11-25 Daniel M. Busiello , Deepak Gupta , Amos Maritan

Analysis of mathematical models in ecology and epidemiology often focuses on asymptotic dynamics, such as stable equilibria and periodic orbits. However, many systems exhibit long transient behaviors where certain aspects of the dynamics…

动力系统 · 数学 2025-11-06 Anthony Pasion , Felicia Magpantay

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

概率论 · 数学 2023-07-18 James Cordeiro , Ying-Ju Chen , Andres Larrain-Hubach , Mark Abramson

Inventory management in warehouses directly affects profits made by manufacturers. Particularly, large manufacturers produce a very large variety of products that are handled by a significantly large number of retailers. In such a case, the…

人工智能 · 计算机科学 2022-04-29 Soh Kumabe , Shinya Shiroshita , Takanori Hayashi , Shirou Maruyama

The paper deals with the problem of controlling the state of industrial devices according to the readings of their sensors. The current methods rely on one approach to feature extraction in which the prediction occurs. We proposed a…

机器学习 · 计算机科学 2023-01-13 Dmitry Zhevnenko , Mikhail Kazantsev , Ilya Makarov