05073nam 2200673Ia 450 991081530620332120240416102347.01-281-12084-79786611120849981-270-668-2(CKB)1000000000334213(EBL)312266(OCoLC)476099300(SSID)ssj0000233747(PQKBManifestationID)11218053(PQKBTitleCode)TC0000233747(PQKBWorkID)10236741(PQKB)10362338(MiAaPQ)EBC312266(WSP)00006060(Au-PeEL)EBL312266(CaPaEBR)ebr10188737(CaONFJC)MIL112084(EXLCZ)99100000000033421320070502d2007 uy 0engur|n|---|||||txtccrRecent advances in stochastic operations research /editors, Tadashi Dohi, Shunji Osaki, Katsushige Sawaki1st ed.Singapore ;Hackensack, NJ World Scientificc20071 online resource (325 p.)"The International Workshop on Recent Advances in Stochastic Operations Research (2005 RASOR Canmore) was held in Canmore, Alberta, Canada, on August 25-26, 2005."--P. v.981-256-704-6 Includes bibliographical references and index.Preface; List of Contributors; CONTENTS; Part A Reliability; Warranty Analysis: Estimation of the Degree of Imperfect Repair via a Bayesian Approach S. Chukova, Y. Hayakawa and R. Arnold; Design of Optimum Simple Step-Stress Accelerated Life Testing Plans E. A . Elsayed and H. Zhang; A BDD-Based Algorithm for Computing the K-Terminal Network Reliability G. Hardy, C. Lucet and N. Limnios; Reliability Evaluation of a Packet-Level FEC based on a Convolutional Code Considering Generator Matrix Density T. Hino, M. Arai, S. Fukumoto and K. IwasakiA Framework for Discrete Software Reliability Modeling with Program Size and Its Applications S. Inoue and S. YamadaPart B Maintenance; Discrete-Time Opportunistic Replacement Policies and Their Application T. Dohi, N. Kaio and S. Osaka; Reliability Consideration of Window Flow Control Scheme for a Communication System with Explicit Congestion Notification M. Kimura, M. Imaizumi and K. Yasui; Optimal Availability Models of a Phased Array Radar T. Nakagawa and K. It0; Optimal Checking Time of Backup Operation for a Database System K. Naruse, S. Nakagawa and Y. OkudaEstimating Age Replacement Policies from Small Sample Data K. Rinsaka and T. DohiPart C Finance; Stock Repurchase Policy with Transaction Costs under Jump Risks H. Goko, M. Ohnishi and M. Tsujimura; The Pricing of Perpetual Game Put Options and Optimal Boundaries A . Suzuki and K. Sawaki; On the Valuation and Optimal Boundaries of Convertible Bonds with Call Notice Periods K. Yagi and K. Sawaki; Part D Performance Evaluation; An Efficient Approach to Analyze Finite Buffer Queues with Generalized Pareto Interarrival Times and Exponential Service F. Ferreira and A . PachecoAn Optimal Policy to Minimize Delay Costs Due to Waiting Time in a Queue J. Koyanagi and H. KawaiOptimal Certificate Update Interval Considering Communication Costs in PKI S. Nakamura, M. Arafuka and T. Nakagawa; Bursts and Gaps of Markov Renewal Arrival Processes A . Pacheco and H. Ribeiro; Part E Management Science; Nash Equilibrium for Three Retailers in an Inventory Model with a Fixed Demand Rate H. Hohjo and Y. Teraoka; A Sequential Expenditure Problem for Public Sector Based on the Outcome T. NakaiCalculating the Probabilities of Winning the Asian Qualifiers for 2006 FIFA World Cup M. Suzaki, S. Osaki and N. HirotsuIndexOperations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25-26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simStochastic modelsCongressesOperations researchMathematical modelsCongressesStochastic modelsOperations researchMathematical models519.2Dohi Tadashi1103518Osaki Shunji103616Sawaki Katsushige1595491International Workshop on Recent Advances in Stochastic Operations ResearchMiAaPQMiAaPQMiAaPQBOOK9910815306203321Recent advances in stochastic operations research4087774UNINA