Determining departure times in dynamic and stochastic maritime routing and scheduling problem

In maritime transportation, decisions are made in a dynamic setting where many aspects of the future are uncertain. However, most academic literature on maritime transportation considers static and deterministic routing and scheduling problems. This work addresses a gap in the literature on dynamic and stochastic maritime routing and scheduling problems, by focusing on the scheduling of departure times. Five simple strategies for setting departure times are considered, as well as a more advanced strategy which involves solving a mixed integer mathematical programming problem. The latter strategy is significantly better than the other methods, while adding only a small computational effort.

Improved solutions to dynamic and stochastic maritime pick-up and delivery problems using local search.

Heuristics for stochastic and dynamic vehicle routing problems are often kept relatively simple, in part due to the high computational burden resulting from having to consider stochastic information in some form. In this work, three existing heuristics are extended by three different local search variations: a first improvement descent using stochastic information, a tabu search using stochastic information when updating the incumbent solution, and a tabu search using stochastic information when selecting moves based on a list of moves determined through a proxy evaluation. In particular, the three local search variations are designed to utilize stochastic information in the form of sampled scenarios. The results indicate that adding local search using stochastic information to the existing heuristics can further reduce operating costs for shipping companies by 0.5–2 %. While the existing heuristics could produce structurally different solutions even when using similar stochastic information in the search, the appended local search methods seem able to make the final solutions more similar in structure.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

The SEIQS stochastic epidemic model with external source of infection

This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

Stochastic choice analysis of tourism destinations

The analysis of tourist destination choice, defined by intra-country administrative units and by product types “coastal/inland and village/city”, permits the characterisation of tourist flow behaviour, which is fundamental for public planning and business management. In this study, we analyse the determinant factors of tourist destination choice, proposing various research hypotheses relative to the impact of destination attributes and the personal characteristics of tourists. The methodology applied estimates Nested and Random Coefficients Multinomial Logit Models, which allow control over possible correlations among different destinations. The empirical application is realised in Spain on a sample of 3,781 individuals and allows us to conclude that prices, distance to the destination and personal motivations are determinants in destination choice.

Absence of magnetically induced fractional quantization in atomic contacts

Using the mechanically controlled break junction technique at low temperatures and under cryogenic vacuum conditions we have studied atomic contacts of several magnetic (Fe, Co, and Ni) and nonmagnetic (Pt) metals, which recently were claimed to show fractional conductance quantization. In the case of pure metals we see no quantization of the conductance nor half quantization, even when high magnetic fields are applied. On the other hand, features in the conductance similar to (fractional) quantization are observed when the contact is exposed to gas molecules. Furthermore, the absence of fractional quantization when the contact is bridged by H2 indicates the current is never fully polarized for the metals studied here. Our results are in agreement with recent model calculations.

A stochastic model for prisoner's dilemma.

Includes bibliography.

A test of a stochastic theory of choice,

Mode of access: Internet.

Molecular stochastics : a study of direct production of stochastic sequences from transducers /

Vita.

RASCEL: a programmable analog computer based on a regular array of stochastic computing element logic

Thesis--University of Illinois.

"Model T": a demonstration of image multiplication using stochastic sequences,

On cover: C00-1469-145.

APE machine : a novel stochastic computer based on a set of automonous [sic] processing elements /

Thesis--University of Illinois at Urbana-Champaign.

ERGODIC : computing with a combination of stochastic and bundle processing /

"UIUCDCS-R-74-630"

A stochastic control system /

Bibliography: p. 12.

Transformatrix: an image processor, input and stochastic processor sections,

Vita.