Recent advances in stochastic operations research / editors, Tadashi Dohi, Shunji Osaki, Katsushige Sawaki.

Format:

Book

Conference/Event

Author/Creator:

International Workshop on Recent Advances in Stochastic Operations Research, Corporate Author.

Contributor:

Dohi, Tadashi.

Osaki, Shunji.

Sawaki, Katsushige.

Conference Name:

International Workshop on Recent Advances in Stochastic Operations Research.

International Workshop on Recent Advances in Stochastic Operations Research

Language:

English

Subjects (All):

Stochastic models--Congresses.

Stochastic models.

Operations research--Mathematical models--Congresses.

Operations research.

Physical Description:

1 online resource (325 p.)

Edition:

1st ed.

Place of Publication:

Singapore ; Hackensack, NJ : World Scientific, c2007.

Language Note:

English

Summary:

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 sim

Contents:

Preface; List of Contributors; CONTENTS; Part A Reliability; Warranty Analysis: Estimation of the Degree of Imperfect Repair via a Bayesian Approach S. Chukova, Y. Hayakawa and R. Arnold; Design of Optimum Simple Step-Stress Accelerated Life Testing Plans E. A . Elsayed and H. Zhang; A BDD-Based Algorithm for Computing the K-Terminal Network Reliability G. Hardy, C. Lucet and N. Limnios; Reliability Evaluation of a Packet-Level FEC based on a Convolutional Code Considering Generator Matrix Density T. Hino, M. Arai, S. Fukumoto and K. Iwasaki

A Framework for Discrete Software Reliability Modeling with Program Size and Its Applications S. Inoue and S. YamadaPart B Maintenance; Discrete-Time Opportunistic Replacement Policies and Their Application T. Dohi, N. Kaio and S. Osaka; Reliability Consideration of Window Flow Control Scheme for a Communication System with Explicit Congestion Notification M. Kimura, M. Imaizumi and K. Yasui; Optimal Availability Models of a Phased Array Radar T. Nakagawa and K. It0; Optimal Checking Time of Backup Operation for a Database System K. Naruse, S. Nakagawa and Y. Okuda

Estimating Age Replacement Policies from Small Sample Data K. Rinsaka and T. DohiPart C Finance; Stock Repurchase Policy with Transaction Costs under Jump Risks H. Goko, M. Ohnishi and M. Tsujimura; The Pricing of Perpetual Game Put Options and Optimal Boundaries A . Suzuki and K. Sawaki; On the Valuation and Optimal Boundaries of Convertible Bonds with Call Notice Periods K. Yagi and K. Sawaki; Part D Performance Evaluation; An Efficient Approach to Analyze Finite Buffer Queues with Generalized Pareto Interarrival Times and Exponential Service F. Ferreira and A . Pacheco

An Optimal Policy to Minimize Delay Costs Due to Waiting Time in a Queue J. Koyanagi and H. KawaiOptimal Certificate Update Interval Considering Communication Costs in PKI S. Nakamura, M. Arafuka and T. Nakagawa; Bursts and Gaps of Markov Renewal Arrival Processes A . Pacheco and H. Ribeiro; Part E Management Science; Nash Equilibrium for Three Retailers in an Inventory Model with a Fixed Demand Rate H. Hohjo and Y. Teraoka; A Sequential Expenditure Problem for Public Sector Based on the Outcome T. Nakai

Calculating the Probabilities of Winning the Asian Qualifiers for 2006 FIFA World Cup M. Suzaki, S. Osaki and N. HirotsuIndex

Notes:

"The International Workshop on Recent Advances in Stochastic Operations Research (2005 RASOR Canmore) was held in Canmore, Alberta, Canada, on August 25-26, 2005."--P. v.

Includes bibliographical references and index.

ISBN:

9786611120849

9781281120847

1281120847

9789812706683

9812706682

OCLC:

476099300