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69 results for “Stochastic Approach”
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Research ArticleOpen accessAll words, across the recordTwister Generator of Random Normal Numbers by Box-Muller ModelAleksei F. Deon, Yulian A. MenyaevTwisting generators of the pseudorandom normal variables can use uniform random sequences as a basis. However, such technique could provide poor quality result in cases where the original sequences have insufficient uniformity or skipping of random values. This work offers a new approach for creating the random normal variables using the Box-Muller model as a basis together with the twisting … …Journal of Computer Science, Vol. 16, Issue 1 · 10 Jan 2020 · 11,556 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordMulti-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishment and Discount under Fuzzy Purchasing Price and Holding CostsAta Allah Taleizadeh, Seyed Taghi Akhavan Niaki, Mir-Bahador AryanezhadWhile in multi-periodic inventory control problems the usual assumption are that the orders are placed at the beginning of each period (periodic review) or depending on the inventory level they can happen at any time (continuous review), in this research, we relax these assumptions and assume that the periods between two replenishments of the products are independent and identically distributed … …American Journal of Applied Sciences, Vol. 6, Issue 1 · 31 Jan 2009 · 8,085 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordUniform Twister Plane GeneratorAleksei F. Deon, Yulian A. MenyaevRandom plane generators may use various types of the random number algorithms to create multidimensional planes. At the same time, the discrete Descartes random planes have to be uniform. The matter is that using the concept of the uncontrolled random generation may lead to a result of weak quality due to initial sequences having either insufficient uniformity or skipping of … …Journal of Computer Science, Vol. 14, Issue 2 · 26 Feb 2018 · 11,514 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordEstimation of the Parameters of the Stochastic Differential Equations Black-Scholes Model Share Price of GoldKhaldi Khaled, Meddahi SamiaProblem statement: The estimation of the parameters is one of main problems of the dynamic models in many scientific fields and particularly in economics and finance. In this study, we examine the techniques of estimation of the parameters of the Black-Scholes model. These techniques are based on the function of probability. Approach: The two estimations are based on the likelihood … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 24 Dec 2010 · 7,711 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordSolving One-Dimensional Cutting Stock Problem with Discrete Demands and Capacitated Planning ObjectiveSirirat Wongprakornkul, Peerayuth CharnsethikulProblem statement: One-dimensional cutting stock problem with discrete demands and capacitated planning objective is an NP hard problem. Approach: The mathematical model with column-generation technique by a branch-and-bound procedure and the heuristic based on the first fit decreasing method are proposed. Then, both approaches were compared and some characteristics were investigated such as upper-bound value, percentage above lower-bound value, computation … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 7,947 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordStochastic Behavior of Redundant Complex System with Two Types of FailureG. S. Mokaddis, M. Salah EL-Sherbeny, Entesar Al-EsayehProblem statement: This study presented the reliability and Mean Time To System Failure (MTTF) analysis of a two-state complex with repairable system, consisting of two sub-systems A and B arranged in series, incorporating the concept of hardware and human failures. The failure times of operating units and repair time of failed units were exponential distributed. Approach: Markov-renewal processes and properties … …Journal of Mathematics and Statistics, Vol. 5, Issue 2 · 30 Jun 2009 · 7,100 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordAdjustment of Peak Streamflows of a Tropical River for UrbanizationAta Amini, Thamer Mohammad Ali, Abdul Halim B Ghazali, Bujang Kim HuatPeak runoff from a catchment is influenced by many factors such as intensity and duration of rainfall, catchment topography, catchment shape, land use and other variables. For a particular catchment, landuse change and other human activities will alter the characteristic of catchment hydrograph. Problem statement: As a result of urbanization, the magnitude of floods occurring in a catchment increased. It … …American Journal of Environmental Sciences, Vol. 5, Issue 3 · 30 Jun 2009 · 7,546 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordStochastic Behavior of a Two-Unit Warm Standby System with Two Types of Repairmen and Patience TimeG. S. Mokaddis, M. Salah EL-Sherbeny, Y. Mahmoud AyidProblem statement: In this study we investigated the probabilistic analysis of a two-unit warm standby system with constant failure rate and two types of repairmen and patience time. The first repairman, usually called regular repairman, always remained with the repair facility, with the known fact that he might not be able to do some complex repairs within some tolerable (patience) … …Journal of Mathematics and Statistics, Vol. 5, Issue 1 · 31 Mar 2009 · 7,751 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordStochastically Simulating Low Morale - A Risk Factor Effect on Risk ManagementP. K.A. Suri, Rachna SoniOne of the proposed purposes for software process simulation is the management of software development risks, usually discussed within the category of project planning and management. However, modeling and simulation primarily for the purpose of software development risk management has not been explored and is quite limited. This study describes an approach to simulate Low Morale - a risk factor, … …Journal of Computer Science, Vol. 2, Issue 4 · 30 Apr 2006 · 6,950 accessesView PDFCite