Abstract. We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the ...
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...
In this paper, we consider a variant of an M/M/c/c loss system with fluctuating server capacity. Given a set of primary inputs, such as arrival rate, service rate, and capacity fl...
We give an algorithm that computes the final state of certain growth models without computing all intermediate states. Our technique is based on a "least action principle"...
Using extensive Brownian dynamics computer simulations, the long-time self-diffusion coefficient is calculated for Gaussian-core particles as a function of the number density. Bot...