The design and evaluation of "short-sighted" stochastic optimal controllers by Kleynhans, Bernardus Gerhard

“…The quality of control provided by what is termed "short-sighted" stochastic optimal controllers controlling a linear heating system subjected to a random disturbance is evaluated by computer simulation and by experimentation.…”
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An evaluation of hospital efficiency in Nigeria : a stochastic frontier approach by Ikenwilo, Divine

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Stochastic evaluation of per capita domestic water requirements in view of various lifestyles by Crouch, Melissa Lauren

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Analytical performance evaluation of concurrent communicating systems using SLD and stochastic Petri nets by Kabutz, Heinz Max

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Player performance evaluation in rugby using Stochastic Multi-Criteria Acceptability Analysis with simplified uncertainty formats by Calder, Jon Matthew

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Stochastic models in experimental economics by Monroe, Brian Albert

“…These vary from developing new theoretical models, models that nest EUT as a special case, such as Rank Dependent Utility (RDU) and Regret Theory, as well as models that do not nest EUT, such as Cumulative Prospect Theory, to critiques of experimental methods and scope, to the promotion of stochastic models of choice. I discuss popular stochastic choice models in depth and evaluate their normative coherence. …”
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Generic simulation modelling of stochastic continuous systems

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Statistical distributions in general insurance stochastic processes

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Modelling Equities with a Stochastic Volatility Jump Diffusion by Gorven, Matthew

“…This dissertation dissects the dynamics of the Bates model into the Heston and Merton models in order to separately examine the effects of stochastic volatility and jumps. Challenges surrounding application of this model are investigated through an evaluation of risk-neutral calibration and simulation methods. …”
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Advanced Construction Scheduling: Capturing Conditional and Stochastic Relationships by Elsabagh, Amr

“…The goal of this research is to develop a novel scheduling method based on conditional relationships and stochastic inter-activity associations, which tackles the shortcomings of current deterministic and limited stochastic scheduling techniques. …”
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Recommendation Strategies Under Stochastic Supply in Surplus Food Platforms by Abououkal, Salma R

“…In this work, we study ranking strategies for surplus-food marketplaces under stochastic supply realization and irreversible customer decisions. …”
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The use of stochastic collocation for sampling from expensive distributions with applications in finance by Brand, Hilmarie

“…To mitigate this, Grzelak et al. (2015) introduced the stochastic collocation Monte Carlo sampler. This sampling method is based on a generalisation of the stochastic collocation method of Mathelin and Hussaini (Mathelin andHussaini, 2003) which was introduced in the context of solving stochastic partial differential equations (Babuˇska et al., 2007; Loeven et al., 2007).The stochastic collocation Monte Carlo sampling method entails sampling from a cheaper distribution and then transforming the samples to obtain realisations from the expensive distribution. …”
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Stochastic structural analysis of engineering components using the finite element method by Weber, Marc Anton

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Applying the cross-entropy method in multi-objective optimisation of dynamic stochastic systems by Bekker, James

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Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility by Huang, Chun-Sung

“…This includes, but not limited to, utilising jump-diffusion models with mean-reversion, stochastic volatility, and/or stochastic jump intensity. …”
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Modelling and simulation framework incorporating redundancy and failure probabilities for evaluation of a modular automated main distribution frame

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Amoss: Improving Simulation Speed and Numerical Stability of Large-Scale Mixed Continuous/Conditional Stochastic Differential Simulations

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Calibrating a stochastic SIR-model to simulated data using different calibration methods : a tutorial & comparison of methods by Van Staden, Wynand-Junior

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A stochastic, daily time-step model for the conjunctive use of surface water, groundwater, desalination and water reclamation for municipalities by Braune, Erika Gertrud

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Comparing hail risk management strategies through whole-farm multi-period stochastic budgeting for avocado production in South Africa by Steyn, Theunis Christian

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