**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**612

# Search results for: stochastic dominance

##### 612 Stochastic Prioritization of Dependent Actuarial Risks: Preferences among Prospects

**Authors:**
Ezgi Nevruz,
Kasirga Yildirak,
Ashis SenGupta

**Abstract:**

**Keywords:**
cumulative prospect theory,
partial order theory,
risk perception,
stochastic dominance,
stop-loss dominance

##### 611 Consistent Testing for an Implication of Supermodular Dominance with an Application to Verifying the Effect of Geographic Knowledge Spillover

**Authors:**
Chung Danbi,
Linton Oliver,
Whang Yoon-Jae

**Abstract:**

**Keywords:**
supermodularity,
supermodular dominance,
stochastic dominance,
Monte Carlo simulation,
bootstrap,
subsampling

##### 610 Genetic Analysis of Iron, Phosphorus, Potassium and Zinc Concentration in Peanut

**Authors:**
Ajay B. C.,
Meena H. N.,
Dagla M. C.,
Narendra Kumar,
Makwana A. D.,
Bera S. K.,
Kalariya K. A.,
Singh A. L.

**Abstract:**

**Keywords:**
correlation,
dominance variance,
mineral elements,
peanut

##### 609 Stochastic Age-Structured Population Models

**Authors:**
Arcady Ponosov

**Abstract:**

**Keywords:**
boundary value problems,
population models,
stochastic delay differential equations,
stochastic partial differential equation

##### 608 Non-Stationary Stochastic Optimization of an Oscillating Water Column

**Authors:**
María L. Jalón,
Feargal Brennan

**Abstract:**

**Keywords:**
non-stationary stochastic optimization,
oscillating water,
temporal variability,
wave energy

##### 607 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 606 Lyapunov and Input-to-State Stability of Stochastic Differential Equations

**Authors:**
Arcady Ponosov,
Ramazan Kadiev

**Abstract:**

**Keywords:**
asymptotic stability,
delay equations,
operator methods,
stochastic perturbations

##### 605 On Stability of Stochastic Differential Equations with Non Trivial Solutions

**Authors:**
Fakhreddin Abedi,
Wah June Leong

**Abstract:**

**Keywords:**
exponential stability in probability,
stochastic differential equations,
Lyapunov technique,
Ito’s formula

##### 604 Stochastic Energy and Reserve Scheduling with Wind Generation and Generic Energy Storage Systems

**Authors:**
Amirhossein Khazali,
Mohsen Kalantar

**Abstract:**

**Keywords:**
energy and reserve market,
energy storage device,
stochastic programming,
wind generation

##### 603 Comparison Study of Capital Protection Risk Management Strategies: Constant Proportion Portfolio Insurance versus Volatility Target Based Investment Strategy with a Guarantee

**Authors:**
Olga Biedova,
Victoria Steblovskaya,
Kai Wallbaum

**Abstract:**

**Keywords:**
CPPI,
portfolio insurance,
stochastic dominance,
volatility target

##### 602 Finding DEA Targets Using Multi-Objective Programming

**Authors:**
Farzad Sharifi,
Raziyeh Shamsi

**Abstract:**

**Keywords:**
DEA,
MOLP,
STOCHASTIC,
DEA-R

##### 601 Finding Data Envelopment Analysis Targets Using Multi-Objective Programming in DEA-R with Stochastic Data

**Authors:**
R. Shamsi,
F. Sharifi

**Abstract:**

**Keywords:**
DEA-R,
multi-objective programming,
stochastic data,
data envelopment analysis

##### 600 A Multi-Objective Programming Model to Supplier Selection and Order Allocation Problem in Stochastic Environment

**Authors:**
Rouhallah Bagheri,
Morteza Mahmoudi,
Hadi Moheb-Alizadeh

**Abstract:**

**Keywords:**
supplier selection,
order allocation,
dependent chance programming,
genetic algorithm

##### 599 Gamification Using Stochastic Processes: Engage Children to Have Healthy Habits

**Authors:**
Andre M. Carvalho,
Pedro Sebastiao

**Abstract:**

**Keywords:**
engage,
games,
gamification,
randomness,
stochastic processes

##### 598 Supplier Selection and Order Allocation Using a Stochastic Multi-Objective Programming Model and Genetic Algorithm

**Authors:**
Rouhallah Bagheri,
Morteza Mahmoudi,
Hadi Moheb-Alizadeh

**Abstract:**

**Keywords:**
dependent chance programming,
genetic algorithm,
minimum deviation method,
order allocation,
supplier selection

##### 597 Stochastic Variation of the Hubble's Parameter Using Ornstein-Uhlenbeck Process

**Authors:**
Mary Chriselda A

**Abstract:**

**Keywords:**
Chapman Kolmogorov forward differential equations,
fourier transformation,
hubble's parameter,
ornstein-uhlenbeck process ,
stochastic differential equations

##### 596 A Multivariate 4/2 Stochastic Covariance Model: Properties and Applications to Portfolio Decisions

**Authors:**
Yuyang Cheng,
Marcos Escobar-Anel

**Abstract:**

**Keywords:**
stochastic covariance process,
4/2 stochastic volatility model,
stochastic co-volatility movements,
characteristic function,
expected utility theory,
verication theorem

##### 595 Formulating the Stochastic Finite Elements for Free Vibration Analysis of Plates with Variable Elastic Modulus

**Authors:**
Mojtaba Aghamiri Esfahani,
Mohammad Karkon,
Seyed Majid Hosseini Nezhad,
Reza Hosseini-Ara

**Abstract:**

**Keywords:**
stochastic finite elements,
plate bending,
free vibration,
Monte Carlo,
Neumann expansion method.

##### 594 Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model

**Authors:**
Jai Heui Kim,
Sotheara Veng

**Abstract:**

**Keywords:**
asymptotic analysis,
constant elasticity of variance,
portfolio optimization,
stochastic optimal control,
stochastic volatility

##### 593 Use the Null Space to Create Starting Point for Stochastic Programming

**Authors:**
Ghussoun Al-Jeiroudi

**Abstract:**

**Keywords:**
interior point methods,
stochastic programming,
null space,
starting points

##### 592 Parameterized Lyapunov Function Based Robust Diagonal Dominance Pre-Compensator Design for Linear Parameter Varying Model

**Authors:**
Xiaobao Han,
Huacong Li,
Jia Li

**Abstract:**

**Keywords:**
linear parameter varying (LPV),
parameterized Lyapunov function (PLF),
linear matrix inequalities (LMI),
diagonal dominance pre-compensator

##### 591 Enhancing National Integrity through Teaching Secular Perspectives in Medieval Indian History Curricula: A Secular Paradigms

**Authors:**
Deepak Deshpande,
Vikas Minchekar

**Abstract:**

**Keywords:**
social dominance orientation,
secular perceptive,
national integrity,
Maratha caste and medieval Indian history

##### 590 Stochastic Programming and C-Somga: Animal Ration Formulation

**Authors:**
Pratiksha Saxena,
Dipti Singh,
Neha Khanna

**Abstract:**

**Keywords:**
animal feed ration,
feed formulation,
linear programming,
stochastic programming,
self-migrating genetic algorithm,
C-SOMGA technique,
shelf life maximization,
cost minimization,
nutrient maximization

##### 589 Identification of Wiener Model Using Iterative Schemes

**Authors:**
Vikram Saini,
Lillie Dewan

**Abstract:**

**Keywords:**
hard non-linearity,
least square,
parameter estimation,
stochastic approximation gradient,
Wiener model

##### 588 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

**Authors:**
Francys Souza,
Alberto Ohashi,
Dorival Leao

**Abstract:**

**Keywords:**
dynamic programming equation,
optimal control,
stochastic control,
stochastic differential equation

##### 587 Stability of Stochastic Model Predictive Control for Schrödinger Equation with Finite Approximation

**Authors:**
Tomoaki Hashimoto

**Abstract:**

**Keywords:**
optimal control,
stochastic systems,
quantum systems,
stabilization

##### 586 Optimal Production and Maintenance Policy for a Partially Observable Production System with Stochastic Demand

**Authors:**
Leila Jafari,
Viliam Makis

**Abstract:**

**Keywords:**
condition-based maintenance,
economic manufacturing quantity,
safety stock,
stochastic demand

##### 585 A Study on Stochastic Integral Associated with Catastrophes

**Authors:**
M. Reni Sagayaraj,
S. Anand Gnana Selvam,
R. Reynald Susainathan

**Abstract:**

**Keywords:**
stochastic integrals,
single–server queue model,
catastrophes,
busy period

##### 584 Analysis of Two Methods to Estimation Stochastic Demand in the Vehicle Routing Problem

**Authors:**
Fatemeh Torfi

**Abstract:**

**Keywords:**
fuzzy least-squares,
stochastic,
location,
routing problems

##### 583 CE Method for Development of Japan's Stochastic Earthquake Catalogue

**Authors:**
Babak Kamrani,
Nozar Kishi

**Abstract:**

**Keywords:**
stochastic catalogue,
earthquake loss,
uncertainty,
characteristic event