We consider a stochastic model, describing the growth of two competing infections on R. The growth takes place by way of spherical outbursts in the infected region, an outburst in the type 1 (2) infected region causing all previously uninfected points within a stochastic distance from the outburst location to be type 1 (2) infected. The main result is that, if the infection types have the same ...

Stochastic performance models are widely used to analyse the performance of systems that process customers and resources. However, the construction of such models is traditionally manual and therefore expensive, intrusive and prone to human error. In this paper we introduce PEPERCORN, a Petri Net Performance Model (PNPM) construction tool, which, given a dataset of raw location tracking traces ...

Graph transformation can be used to implement stochastic simulation of dynamic systems based on semi-Markov processes, extending the standard approach based on Markov chains. The result is a discrete event system, where states are graphs, and events are rule matches associated to general distributions, rather than just exponential ones. We present an extension of this model, by introducing a hi...

This paper considers the Stochastic Queue Center problem, which seeks to locate a single facility with a center-type objective in an M/G/1 queue operating environment. The objective function that we consider is to minimize a positive weighted linear function of the square of the average response time and the variance of the response time to a call. The Stochastic Queue Center problem is discuss...

This paper addresses a closed-loop supply chain network design problem, in which two different supply chains compete on retail prices by defining a price-dependent demand function. So, the model is formulated in a bi-level stochastic form to demonstrate the Stackelberg competition and associated uncertainties more precisely. Moreover, it is capable of considering random disruptions in the leade...

Placement of sensors in water distribution networks helps timely detection of contamination and reduces risk to the population. Identifying the optimal locations of these sensors is important from economic perspective and has been previously attempted using the theory of optimization. This work extends that formulation by considering uncertainty in the network and describes a stochastic program...

The problem consists in finding a transshipment facilities location which maximizes the total net utility when the handling utilities at the facilities are stochastic variables, under supply, demand, and lower and upper capacity constraints. The total net utility is given by the expected total shipping utility minus the total fixed cost of the located facilities. Shipping utilities are given by...

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional locationbased economic activity. This model comprises a group of agents, and a set of locations each endowed with a dynamic stochastic resource process. Each agent derives a periodic reward determined ...

We introduce a notion called “intrinsic location functional”. This is a large family of random locations including, for example, the location of the path supremum/infimum over an interval, the first/last hitting time, among many others. On one hand, it is proved that under stationarity, the distributions of intrinsic location functionals must satisfy the same very specific constraints, in spite...

in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...