Performance and dependability evaluation of complex systems by means of dynamic stochastic models (e.g. Markov chains) may be impaired by the combinatorial explosion of their stat...
Souheib Baarir, Marco Beccuti, Claude Dutheillet, ...
The paper introduces a new model for shipment date quoting with potential applications in E-commerce. First, a customer sends to the vendor a request for an item advertised at a c...
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlo...
—A method to quantify the probabilistic controller taskload inherent to maintaining aircraft adherence to 4-D trajectories within flow corridors is presented. Taskload is here d...
Vlad Popescu, John-Paul Clarke, Karen M. Feigh, Er...
This paper introduces the Stochastic Project Scheduling Simulation (SPSS) system and two additional useful statistical analysis tools. SPSS integrates CPM, PERT, and Discrete Even...