This paper presents a mathematical model for a flow shop scheduling problem consisting of m machine and n jobs with fuzzy processing times that can be estimated as independent stochastic or fuzzy numbers. In the traditional flow shop scheduling problem, the typical objective is to minimize the makespan). However,, two significant criteria for each schedule in stochastic models are: expectable m...

We consider a class of two-player zero-sum stochastic games with finite state and compact control spaces, which we call stochastic shortest path (SSP) games. They are total cost stochastic dynamic games that have a cost-free termination state. Based on their close connection to singleplayer SSP problems, we introduce model conditions that characterize a general subclass of these games that have...

This paper deals with Markov Decision Processes (MDPs) on Borel spaces with an infinite horizon and a discounted total cost. It will be considered a stochastic optimal control problem which arises by perturbing the transition law of a deterministic control problem, through an additive random noise term with coefficient epsilon. In the paper, we will analyze the behavior of the optimal solution ...

In this paper we derive exact quantum Langevin equations for stochastic dynamics of large-scale inflation in de Sitter space. These quantum Langevin equations are the equivalent of the Wigner equation and are described by a system of stochastic differential equations. We present a formula for the calculation of the expectation value of a quantum operator whose Weyl symbol is a function of the l...

In this chapter, we investigate the generalized assignment problem with the objective of finding a minimum-cost assignment of jobs to agents subject to capacity constraints. A complicating feature of the model is that the coefficients for resource consumption and capacity are random. The problem is formulated as a stochastic integer program with a penalty term associated with the violation of t...

We consider the pricing of life insurance contracts under stochastic mortality and interest rates assumed not independent of each other. Employing themethod of change ofmeasure together with the Bayes’ rule for conditional expectations, solution expressions for the value of common contracts are obtained. A demonstration of how to apply our proposed stochastic modelling approach to value surviva...

We study the value and quality of deterministic solutions to scheduled stochastic capacitated multi-commodity service network design problems. We study both the fixed and variable (integer and continuous) capacity cases, and investigate models with and without asset-balance constraints. For the deterministic cases, we replace the random variables in the stochastic model with the 50 th and the 7...