Browsing Department of Industrial Engineering by Title
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Weak and strong quantile representations for randomly truncated data with applications
(Elsevier, 19930526)Suppose that we observe bivariate data (X,. q) only when Y, < Xi (left truncation). Denote with F the marginal d.f. of the X’s In this paper we derive a Bahadurtype representation for the quantile function of the pertaining ... 
Wiener disorder problem with observations at fixed discrete time epochs
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zeromodified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ... 
Worstcase large deviations upper bounds for i.i.d. sequences under ambiguity
(TÜBİTAK, 2018)An introductory study of large deviations upper bounds from a worstcase perspective under parameter uncertainty (referred to as ambiguity) of the underlying distributions is given. Borrowing ideas from robust optimization, ... 
Ztheorems: Limits of stochastic equations
(International Statistical Institute, 2000)Let fn(è, ù) be a sequence of stochastic processes which converge weakly to a limit process f 0(è, ù). We show under some assumptions the weak inclusion of the solution sets èn(ù) fè : fn(è, ù) 0g in the limiting ... 
Zerosum Markov games with impulse controls
(Society for Industrial and Applied Mathematics, 2020)In this paper we consider a zerosum Markov stopping game on a general state space with impulse strategies and infinite time horizon discounted payoff where the state dynamics is a weak FellerMarkov process. One of the ... 
ℓ1 solution of linear inequalities
(Oxford University Press, 1999)The numerical solution of a possibly inconsistent system of linear inequalities in the ℓ1 sense is considered. The nondifferentiable ℓ1 norm minimization problem is approximated by a piecewise quadratic Huber smooth ...