Stochastic and Dynamic Models in Transportation

Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions

This article is concerned with identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, so that the number of observable variables is equal to the number of exogenous variables. We derived a set of identifiability conditions and suggested a procedure for a thorough analysis of identification at each point in the parameters sp...

Dynamic Models for Freight Transportation

Freight transportation is characterized by a variety of dynamic information processes: the demands of customers, the performance of people and equipment, and the performance of the network. In addition, large networks are characterized by how they organize decisions and information: who makes what decision with what information? This chapter approaches the development of models for freight tran...

Measuring Reliability in Dynamic and Stochastic Transportation Networks

Dynamic Inventory Models and Stochastic Programming

A wide class of single-product, dynamic inventory problems with convex cost functions and a finite horizon is investigated as a stochastic programming problem. When demands have finite discrete distribution functions, we show that the problem can be substantially reduced in size to a linear program with upper-bounded variables. Moreover,, we show that the reduced problem has a network represent...

Variational Inference in Stochastic Dynamic Environmental Models

Dan Cornford, Manfred Opper, John Shawe-Taylor, Ian Roulstone, Peter Clark 1 NCRG, School of Engineering and Applied Science, Aston University, Birmingham B4 7ET 2 ISIS, Computer Science, Southampton University, Southampton SO17 1BJ 3 Dept. of Maths and Statistics, School of Electronics and Physical Sciences, University of Surrey, Guildford GU2 7XH. 4 Joint Centre for Mesoscale Meteorology, Met...