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DAGSTUHL
2004
14 years 11 months ago
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
Klaus Ritter, Thomas Müller-Gronbach
EOR
2006
103views more  EOR 2006»
14 years 10 months ago
Exact solutions to a class of stochastic generalized assignment problems
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
SIAMCO
2000
124views more  SIAMCO 2000»
14 years 9 months ago
A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...
Francesco Carravetta, Alfredo Germani, Marat K. Sh...
MSOM
2008
103views more  MSOM 2008»
14 years 9 months ago
Facility Location with Stochastic Demand and Constraints on Waiting Time
We analyze the problem of optimal location of a set of facilities in the presence of stochastic demand and congestion. Customers travel to the closest facility to obtain service; ...
Opher Baron, Oded Berman, Dmitry Krass
SAC
2008
ACM
14 years 9 months ago
Bayesian inference for a discretely observed stochastic kinetic model
The ability to infer parameters of gene regulatory networks is emerging as a key problem in systems biology. The biochemical data are intrinsically stochastic and tend to be observ...
Richard J. Boys, Darren J. Wilkinson, Thomas B. L....