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  • Search: subject:"Analytic methods"
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Year of publication
Subject
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Matrix-analytic methods 14 Queueing theory 8 Warteschlangentheorie 8 Markov chain 7 Analytic methods 6 Markov-Kette 6 Markov jump processes 5 Stochastic process 5 Stochastischer Prozess 5 Credit risk 4 Discrete-time queueing models 4 Performance analysis 4 Portfolio credit risk 3 analytic methods 3 default contagion 3 intensity-based models 3 matrix analytic methods 3 CDS-correlation 2 Communication 2 Congestion control 2 Default contagion 2 Dynamic dependence modelling 2 EM algorithm 2 Intensity-based models 2 Kommunikation 2 Kreditrisiko 2 Matrix analytic methods 2 Multivariate phase-type distributions 2 Operations Research 2 Operations research 2 Option pricing theory 2 Optionspreistheorie 2 Portfolio selection 2 Portfolio-Management 2 Probability theory 2 Stochastic fluid model 2 Tandem queue 2 Theorie 2 Theory 2 Traffic management 2
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Online availability
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Undetermined 16 Free 6
Type of publication
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Article 27 Book / Working Paper 5 Other 1
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 Article 1
Language
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English 17 Undetermined 16
Author
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Herbertsson, Alexander 5 Bruneel, Herwig 4 Fiems, Dieter 4 Walraevens, Joris 4 Wittevrongel, Sabine 4 He, Qi-ming 3 Asmussen, Søren 2 Chao, Xiuli 2 Laub, Patrick J. 2 O'Reilly, Małgorzata M. 2 Yang, Hailiang 2 Abraham, Bindu 1 Adan, Ivo 1 Alfa, Attahiru 1 Baer, Niek 1 Bean, Nigel G. 1 Bernhardi, Lilian 1 Beroggi, Giampiero 1 Boucherie, Richard J. 1 Boxma, Onno 1 Boyle, Andrea 1 DUDIN, ALEXANDER N. 1 Deepak, T. G. 1 Deng, Dongya 1 Dey, Sweta 1 Dudin, Alexander 1 Einemann, Michael 1 Enders, Paul 1 Floch, Kerstin Carlson Le 1 Golden, Laura 1 Haigh, Andrew 1 Harris, Barbara 1 He, Qi-Ming 1 Horváth, Gábor 1 Jaccob, M. J. 1 Jose, Kanichukattu Korakutty 1 KLIMENOK, VALENTINA I. 1 Kalkbrener, Michael 1 Kling, Ryan 1 Lai, Yongzeng 1
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Institution
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Nationalekonomiska institutionen, Handelshögskolan 3 Mathematica Policy Research 1
Published in...
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European journal of operational research : EJOR 4 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Working Papers in Economics 3 European Journal of Operational Research 2 Top : transactions in operations research 2 Asia-Pacific Journal of Operational Research (APJOR) 1 Evaluation Review 1 INFOR : information systems and operational research 1 International journal of intelligent enterprise : IJIE 1 Mathematica Policy Research Reports 1 Mathematical methods of operations research 1 Opsearch : journal of the Operational Research Society of India 1 Review of Derivatives Research 1 Review of derivatives research 1 Risks 1 Risks : open access journal 1 Springer proceedings in mathematics & statistics 1 Statistica 1 The North American journal of economics and finance : a journal of financial economics studies 1 The journal of credit risk : published quarterly by Incisive Media 1 Theory and Decision 1 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 1 Water Resources Management 1
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Source
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ECONIS (ZBW) 15 RePEc 15 BASE 1 EconStor 1 USB Cologne (EcoSocSci) 1
Showing 11 - 20 of 33
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Efficient analysis of the MMAP[K]/PH[K]/1 priority queue
Horváth, Gábor - In: European journal of operational research : EJOR 246 (2015) 1, pp. 128-139
Persistent link: https://www.econbiz.de/10011341690
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Inventory Rationing for a System with Heterogeneous Customer Classes
Enders, Paul; Adan, Ivo; Scheller-Wolf, Alan; van … - 2008
Many retailers find it useful to partition customers into multiple classes based on certain characteristics. We consider the case in which customers are primarily distinguished by whether they are willing to wait for backordered demand. A firm that faces demand from customers that are...
Persistent link: https://www.econbiz.de/10009441307
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A Method for Analyzing Changing Prison Populations
Luallen, Jeremy; Kling, Ryan - In: Evaluation Review 38 (2014) 6, pp. 459-486
Background:For the past several decades, the U.S. prison system has witnessed a steady and persistent increase in the ages of prison populations. Given the additional costs and burdens placed on prisons as they house older inmates, this aging trend has generated intense interest among policy...
Persistent link: https://www.econbiz.de/10011136503
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Multi-stage stochastic fluid models for congestion control
O’Reilly, Małgorzata M. - In: European Journal of Operational Research 238 (2014) 2, pp. 514-526
a two-stage SFM with an upper boundary B>b2. Finally, we discuss a generalization to multi-stage SFMs. We use matrix-analytic … methods and derive efficient methodology for the analysis of this class of models. …
Persistent link: https://www.econbiz.de/10011052582
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Rejoinder on: Queueing models for the analysis of communication systems
Bruneel, Herwig; Fiems, Dieter; Walraevens, Joris; … - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 2, pp. 460-468
In this rejoinder, we respond to the comments and questions of three discussants of our paper on queueing models for the analysis of communication systems. Our responses are structured around two main topics: discrete-time modeling and further extensions of the presented queueing analysis....
Persistent link: https://www.econbiz.de/10010995322
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Queueing models for the analysis of communication systems
Bruneel, Herwig; Fiems, Dieter; Walraevens, Joris; … - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 2, pp. 421-448
Queueing models can be used to model and analyze the performance of various subsystems in telecommunication networks; for instance, to estimate the packet loss and packet delay in network routers. Since time is usually synchronized, discrete-time models come natural. We start this paper with a...
Persistent link: https://www.econbiz.de/10010995364
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A tollbooth tandem queue with heterogeneous servers
He, Qi-Ming; Chao, Xiuli - In: European Journal of Operational Research 236 (2014) 1, pp. 177-189
collection during rush hours in transportation networks, and we call it a tollbooth tandem queue. We apply matrix-analytic … methods to study this queueing system, and obtain explicit results for various performance measures. Using these results, we …
Persistent link: https://www.econbiz.de/10010753502
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Multi-stage stochastic fluid models for congestion control
O'Reilly, Małgorzata M. - In: European journal of operational research : EJOR 238 (2014) 2, pp. 514-526
Persistent link: https://www.econbiz.de/10010400195
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A tollbooth tandem queue with heterogeneous servers
He, Qi-ming; Chao, Xiuli - In: European journal of operational research : EJOR 236 (2014) 1, pp. 177-189
Persistent link: https://www.econbiz.de/10010361745
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Rejoinder on: Queueing models for the analysis of communication systems
Bruneel, Herwig; Fiems, Dieter; Walraevens, Joris; … - In: Top : transactions in operations research 22 (2014) 2, pp. 460-468
Persistent link: https://www.econbiz.de/10010386586
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