相关论文: Verifying the inverse Laplace transform of total e…
Intermittent demand fluctuations pose significant challenges in disaster logistics and medical supply systems. In this study, we formulate cumulative demand as a generalized L\'evy process composed of a drift term, Poisson jumps, and…
In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…
We consider a two-product inventory system with independent Poisson demands, limited joint storage capacity and partial demand substitution. Replenishment is performed simultaneously for both products and the replenishment time may be fixed…
When an item goes out of stock, sales transaction data no longer reflect the original customer demand, since some customers leave with no purchase while others substitute alternative products for the one that was out of stock. Here we…
We briefly review our recent studies on stochastic processes modelling internet on-line trading. We present a way to evaluate the average waiting time between the observation of the price in financial markets and the next price change,…
Motivated by queueing applications, we study various reflected autoregressive processes with dependencies. Amongst others, we study cases where the interarrival and service times are proportionally dependent with additive and/or subtracting…
A storage system where a k units stock is replaced instantaneously, when required,is presented in this work. It is also supposed a Poisson demand. It is proved that the storage system replenishment cost expected present value function…
We consider a general class of high-volume, fast-moving production-inventory systems based on both lost-sales and backorder inventory models. Such systems require a fundamental understanding of the asymptotic behavior of key performance…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…
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…
The problem of inverting a system in presence of a series-defined output is analyzed. Inverse models are derived that consist of a set of algebraic equations. The inversion is performed explicitly for an output trajectory functional, which…
We study the stability of a Markovian model of electricity production and consumption that incorporates production volatility due to renewables and uncertainty about actual demand versus planned production. We assume that the energy…
The inverse statistics is the distribution of waiting times needed to achieve a predefined level of return obtained from (detrended) historic asset prices \cite{optihori,gainloss}. Such a distribution typically goes through a maximum at a…
This paper derives exact expressions for the Laplace-Stieltjes transform of the order picking time in single- and 2-block warehouses. We consider manual warehouses that deploy return routing and assume that order sizes follow a Poisson…
For a spectrally one-sided L\'{e}vy process, we extend various two-sided exit identities to the situation when the process is only observed at arrival epochs of an independent Poisson process. In addition, we consider exit problems of this…
We study a supply chain consisting of production-inventory systems at several locations which are coupled by a common supplier. Demand of customers arrives at each production system according to a Poisson process and is lost if the local…
The probabilistic interpretation of Laplace transforms is used to help to describe the Laplace Transform $L(s)$ of improper random variables. In particular, busy periods in queueing models are examined. The value of $L(0)$ is explained in…
We demonstrate that the fraction of sales lost for the (r, q) system under consideration can be conveniently bounded in a manner suitable for quick, back-of-the-envelope estimates. We assume that customer demand arises from a Poisson…
Modeling stock returns is not a new task for mathematicians, investors, and portfolio managers, but it remains a difficult objective due to the ebb and flow of stock markets. One common solution is to approximate the distribution of stock…