Recent Advances in Stochastic Operations Research

Edited by Tadashi Dohi, Shunji Osaki and Katsushige Sawaki

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25–26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models.

Keywords: Operations Research; Uncertainty; Applied Probability; Stochastic Process; Optimization; Decision Science (search for similar items in EconPapers)
Date: 2007
ISBN: 9789812567048
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/6060 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 WARRANTY ANALYSIS: ESTIMATION OF THE DEGREE OF IMPERFECT REPAIR VIA A BAYESIAN APPROACH , pp 3-21

S. Chukova, Y. Hayakawa and R. Arnold

Ch 2 DESIGN OF OPTIMUM SIMPLE STEP-STRESS ACCELERATED LIFE TESTING PLANS , pp 23-38

Elsayed A. Elsayed and Hao Zhang

Ch 3 A BDD-BASED ALGORITHM FOR COMPUTING THE K-TERMINAL NETWORK RELIABILITY , pp 39-49

G. Hardy, C. Lucet and N. Limnios

Ch 4 RELIABILITY EVALUATION OF A PACKET-LEVEL FEC BASED ON A CONVOLUTIONAL CODE CONSIDERING GENERATOR MATRIX DENSITY , pp 51-62

T. Hino, M. Arai, S. Fukumoto and K. Iwasaki

Ch 5 A FRAMEWORK FOR DISCRETE SOFTWARE RELIABILITY MODELING WITH PROGRAM SIZE AND ITS APPLICATIONS , pp 63-78

Shini Inoue and Shigeru Yamada

Ch 6 DISCRETE-TIME OPPORTUNISTIC REPLACEMENT POLICIES AND THEIR APPLICATION , pp 81-100

T. Dohi, N. Kaio and S. Osaki

Ch 7 RELIABILITY CONSIDERATION OF WINDOW FLOW CONTROL SCHEME FOR A COMMUNICATION SYSTEM WITH EXPLICIT CONGESTION NOTIFICATION , pp 101-113

Mitsutaka Kimura, Mitsuhiro Imaizumi and Kazumi Yasui

Ch 8 OPTIMAL AVAILABILITY MODELS OF A PHASED ARRAY RADAR , pp 115-130

T. Nakagawa and K. Ito

Ch 9 OPTIMAL CHECKING TIME OF BACKUP OPERATION FOR A DATABASE SYSTEM , pp 131-143

K. Naruse, S. Nakagawa and Y. Okuda

Ch 10 ESTIMATING AGE REPLACEMENT POLICIES FROM SMALL SAMPLE DATA , pp 145-158

K. Rinsaka and T. Dohi

Ch 11 STOCK REPURCHASE POLICY WITH TRANSACTION COSTS UNDER JUMP RISKS , pp 161-174

Hiromichi Goko, Masamitsu Ohnishi and Motoh Tsujimura

Ch 12 THE PRICING OF PERPETUAL GAME PUT OPTIONS AND OPTIMAL BOUNDARIES , pp 175-187

Atsuo Suzuki and Katsushige Sawaki

Ch 13 ON THE VALUATION AND OPTIMAL BOUNDARIES OF CONVERTIBLE BONDS WITH CALL NOTICE PERIODS , pp 189-202

K. Yagi and K. Sawaki

Ch 14 AN EFFICIENT APPROACH TO ANALYZE FINITE BUFFER QUEUES WITH GENERALIZED PARETO INTERARRIVAL TIMES AND EXPONENTIAL SERVICE , pp 205-223

F. Ferreira and A. Pacheco

Ch 15 AN OPTIMAL POLICY TO MINIMIZE DELAY COSTS DUE TO WAITING TIME IN A QUEUE , pp 225-234

J. Koyanagi and H. Kawai

Ch 16 OPTIMAL CERTIFICATE UPDATE INTERVAL CONSIDERING COMMUNICATION COSTS IN PKI , pp 235-244

S. Nakamura, M. Arafuka and T. Nakagawa

Ch 17 BURSTS AND GAPS OF MARKOV RENEWAL ARRIVAL PROCESSES , pp 245-262

António Pacheco and Helena Ribeiro

Ch 18 NASH EQUILIBRIUM FOR THREE RETAILERS IN AN INVENTORY MODEL WITH A FIXED DEMAND RATE , pp 265-275

Hitoshi Hohjo and Yoshinobu Teraoka

Ch 19 A SEQUENTIAL EXPENDITURE PROBLEM FOR PUBLIC SECTOR BASED ON THE OUTCOME , pp 277-295

Tōru Nakai

Ch 20 CALCULATING THE PROBABILITIES OF WINNING THE ASIAN QUALIFIERS FOR 2006 FIFA WORLD CUP , pp 297-307

Masabumi Suzaki, Shunji Osaki and Nobuyoshi Hirotsu

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:6060

Ordering information: This item can be ordered from

Access Statistics for this book

More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().