Within the competition in today’s business environment, the design of supply chains becomes more complex than before. This paper deals with the retailer’s location problem when customers choose their vendors, and inventory costs have been considered for retailers. In a competitive location problem, price and location of facilities affect demands of customers; consequently, simultaneous optimiza...

The integration of marketing and demand with logistics and inventories (supply side of companies) may cause multiple improvements; it can revolutionize the management of the revenue of rental companies, hotels, and airlines. In this paper, we develop a multi-objective pricing-inventory model for a retailer. Maximizing the retailer's profit and the service level are the objectives, and shorta...

We introduce a non-linear stochastic filtering technique to track the state of a free curve from image data. The approach we propose is implemented through a particle filter, which includes color measurements characterizing the target and the background respectively. We design a continuous-time dynamics that allows us to infer inter-frame deformations. The curve is defined by an implicit level-...

We propose nonparametric tests for the null hypothesis of time stochastic dominance. Time dominance makes a partial order different prospects over based on net present value criteria general utility and discount function classes. For example, can be used ranking investment strategies or environmental policies expected future benefits. consider an Lp-type test statistic derive its large sample d...

This study analyzes a stochastic lead time inventory model under the assumptions that (a) replenishment orders do not cross in time and (b) the lead time distribution for a given order is independent of the number and sizes of outstanding orders. The study extends the existing literature on the finitehorizon version of the model and yields an intuitively appealing dynamic program that is nearly...

it is known that a stochastic dierential equation (sde) induces two probabilisticobjects, namely a diusion process and a stochastic ow. while the diusion process isdetermined by the innitesimal mean and variance given by the coecients of the sde,this is not the case for the stochastic ow induced by the sde. in order to characterize thestochastic ow uniquely the innitesimal covariance give...

in this paper, we present the numerical solution of ordinary dierential equations (or sdes), from each order especially second-order with time-varying and gaussian random coecients. we indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multi- plicative noises). making stochastic dierent...