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...

This paper aims to construct adaptedness and stochastic integration on Poisson space in the abstract setting of Hilbert spaces with minimal hypothesis, in particular without use of any notion of time or ordering on index sets. In this framework, several types of stochastic integrals are considered on simple processes and extended to larger domains. The results obtained generalize the existing c...

Suppose λ,x,ζ traverse the ordered sets Λ, X and Z, respectively and consider the functions f(λ,x,ζ) and g(λ,ζ) satisfying the following conditions, (a) f(λ,x,ζ) > 0 and f is TP2 in each pairs of variables when the third variable is held fixed and (b) g(λ,ζ) is TP2. Then the function h(λ,x) =∫Z f(λ,x,ζ)g(λ,ζ)dµ(ζ), defined on Λ×X is TP2 in (λ,x). The aim of this note is to use a new stochast...

In this paper, we present a unified approach to study a class of cooperative games arising from inventory centralization. The optimization problems corresponding to the inventory games are formulated as stochastic programs. We observe that the strong duality of stochastic linear programming not only directly leads to a series of recent results concerning the non-emptiness of the cores of such g...

We introduce (1) a novel stochastic inversion transduction grammar formalism for bilingual language modeling of sentence-pairs, and (2) the concept of bilingual parsing with a variety of parallel corpus analysis applications. Aside from the bilingual orientation, three major features distinguish the formalism from the finite-state transducers more traditionally found in computational linguistic...

Reconstructing a physical map of a chromosome from a genomic library presents a central computational problem in genetics. Physical map reconstruction in the presence of errors is a problem of high computational complexity which provides the motivation for parallel computing. Parallelization strategies for a maximum likelihood estimation-based approach to physical map reconstruction are present...

Expected inventory order crossovers occur if at the moment of ordering it is expected that orders will not arrive in the sequence they are ordered. Recent research has shown that (a) expected inventory order crossovers will be encountered more frequently in future, and that (b) use of a myopic order-up-to policy based on a stochastic dynamic programming approach leads to improved performance co...

The physicist R. Feynman advanced an idea of forming an abstract operator calculus for a finite number of noncommuting operators by attaching time indices to the operators. In joint work with G.W. Johnson, time-ordering measures are introduced to serve as weights for various functional calculi, such as the Weyl functional calculus (equal weights), the Kohn-Nirenberg or ordered functional calcul...

The variable ordering of constraint satisfaction problems affect the performance of search algorithms in CSPs. Dynamic Variable Ordering (DVO) has more advantage in improving the performance of search algorithms than static variable ordering. It is a newly developed method recent years that using particle swarm algorithm to solve binary constraint satisfaction problems, which is a global stocha...

Recent advances from the theory of multivariate stochastic orderings can be used to formalize the “folk theorem” to the effect that positive correlations lead to larger buffer levels at a discrete-time infinite capacity multiplexer queue. For instance, it is known that if the input traffic is larger than its independent version in the supermodular (sm) ordering, then their corresponding buffer ...