The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...
Fluid modelling is a next-generation technique for analysing massive performance models. Passive cooperation is a popular cooperation mechanism frequently used by performance engi...
Stochastic simulations involve at least some random inputs. This introductory tutorial is meant to call attention to the need to model and generate such inputs in ways that may no...