In the context of public transportation system, improving the service quality and robustness through minimizing the average passengers waiting time is a real challenge. This study provides robust stochastic programming models for train timetabling problem in urban rail transit systems. The objective is minimization of the weighted summation of the expected cost of passenger waiting time, its va...

This paper addresses control design in networked control system by considering stochastic packet dropouts in the forward path of the control loop. The packet dropouts are modelled by mutually independent stochastic variables satisfying Bernoulli binary distribution. A sliding mode controller is utilized to overcome the adverse influences of stochastic packet dropouts in networked control system...

This paper is concerned with the Bayesian estimation of stochastic rate constants in the context of dynamic models of intra-cellular processes. The underlying discrete stochastic kinetic model is replaced by a diffusion approximation (or stochastic differential equation approach) where a white noise term models stochastic behaviour and the model is identified using equispaced time course data. ...

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,...

This article is concerned with the Bayesian estimation of stochastic rate constants in the context of dynamic models of intracellular processes. The underlying discrete stochastic kinetic model is replaced by a diffusion approximation (or stochastic differential equation approach) where a white noise term models stochastic behavior and the model is identified using equispaced time course data. ...

This paper aims at providing new insights into dynaraic spatial interaction and I-O analysis by linking a multiple objective programming approach to stochastic dynaraic spatial allocation models. In this context, a multiple objective optimal control model is designed, which appears to lead to a generalized solution for conventional spatial interaction problems. Next, by using a Wiener (or Brown...

In this work, a class of multidimensional stochastic hybrid dynamic models is studied. The system under investigation is a first-order linear nonhomogeneous system of Itô-Doob type stochastic differential equations with switching coefficients. The switching of the system is governed by a discrete dynamic which is monitored by a non-homogeneous Poisson process. Closed-form solutions of the syste...

We consider the problem of repeatedly matching a set of alternatives to a set of agents with dynamic ordinal preferences. Despite a recent focus on designing one-shot matching mechanisms in the absence of monetary transfers, little study has been done on strategic behavior of agents in sequential assignment problems. We formulate a generic dynamic matching problem via a sequential stochastic ma...

Vladimir S. Lerner 13603 Marina Pointe Drive, Marina Del Rey, CA 90292, USA [email protected] Abstract The introduced entropy functional’s (EF) information measure of a random process integrates all information contribution along the process trajectories, evaluating both the states’ and between states’ bound information connections. By defining the integral information measure on the trajector...

The description of stochastic dynamical optimization models that follows is intended to exhibit some of the connections between various formulations that have appeared in the literature, and indicate some of the diiculties that must be overcome when trying to adapt solution methods that have been successfully applied to one class of problems to an apparently related but diierent class of proble...