An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling

Author: Howard M. Taylor

Publisher: Academic Press

Published: 2014-05-10

Total Pages: 410

ISBN-13: 1483269272

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An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.


Schedule-Based Modeling of Transportation Networks

Schedule-Based Modeling of Transportation Networks

Author: Nigel H. M. Wilson

Publisher: Springer Science & Business Media

Published: 2008-10-22

Total Pages: 319

ISBN-13: 0387848126

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"Schedule-Based Modeling of Transportation Networks: Theory and Applications" follows the book Schedule-Based Dynamic Transit Modeling, published in this series in 2004, recognizing the critical role that schedules play in transportation systems. Conceived for the simulation of transit systems, in the last few years the schedule-based approach has been expanded and applied to operational planning of other transportation schedule services besides mass transit, e.g. freight transport. This innovative approach allows forecasting the evolution over time of the on-board loads on the services and their time-varying performance, using credible user behavioral hypotheses. It opens new frontiers in transportation modeling to support network design, timetable setting, and investigation of congestion effects, as well as the assessment of such new technologies, such as users system information (ITS technologies).


Stochastic Modeling in Hydrogeology

Stochastic Modeling in Hydrogeology

Author: J. Jaime Gómez-Hernández

Publisher: Frontiers Media SA

Published: 2021-07-14

Total Pages: 180

ISBN-13: 2889710378

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Dr. Andres Alcolea is employed by Geo-Energie Suisse AG and is the funder and CEO of HydroGeoModels. All other Topic Editors declare no competing interests with regards to the Research Topic subject


Practical Applications of Stochastic Modelling

Practical Applications of Stochastic Modelling

Author: Matthew Forshaw

Publisher: Springer Nature

Published: 2023-10-04

Total Pages: 140

ISBN-13: 3031440536

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This book constitutes the referred proceedings of the 11th International Workshop on Practical Applications of Stochastic Modelling, PASM 2022, was held in Alicante, Spain, in September 2022. The 7 full papers presented in this volume were carefully reviewed and selected from 9 submissions. The papers demonstrate a diverse set of applications and approaches of stochastic modelling.


Modeling Dynamic Transportation Networks

Modeling Dynamic Transportation Networks

Author: Bin Ran

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 365

ISBN-13: 3642802303

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This book seeks to summarize our recent progress in dynamic trans portation network modeling. It concentrates on ideal dynamic network models based on actual travel times and their corresponding solution algorithms. In contrast, our first book DynamIc Urban Transportation Network Models - The ory and Implications for Intelligent Vehicle-Hzghway Systems (Springer-Verlag, 1994) focused on instantaneous dynamic network models. Comparing the two books, the major differences can be summarized as follows: 1. This book uses the variational inequality problem as the basic formulation approach and considers the optimal control problem as a subproblem for solution purposes. The former book used optimal control theory as the basic formulation approach, which caused critical problems in some circumstances. 2. This book focuses on ideal dynamic network models based on actual travel times. The former book focused on instantaneous dynamic network models based on currently prevailing travel times. 3. This book formulates a stochastic dynamic route choice model which can utilize any possible route choice distribution function instead of only the logit function. 4. This book reformulates the bilevel problem of combined departure time/ route choice as a one-level variational inequality. 5. Finally, a set of problems is provided for classroom use. In addition, this book offers comprehensive insights into the complexity and challenge of applying these dynamic network models to Intelligent Trans portation Systems (ITS). Nevertheless, the models in this text are not yet fully evaluated and are subject to revision based on future research.


Mathematical Methods on Optimization in Transportation Systems

Mathematical Methods on Optimization in Transportation Systems

Author: M. Pursula

Publisher: Springer Science & Business Media

Published: 2013-12-14

Total Pages: 244

ISBN-13: 1475733577

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This book contains selected papers from the presentations given at the 7th EURO-Working Group Meeting on 'Iransportation, which took place at the Helsinki University of Technology (HUT), Finland, during August 2-4, 1999. Altogether 31 presentations were given and 14 full papers have been selected in this publication through a peer review process coordinated by the editors. The papers in this book cover a wide range of transportation problems from the simulation of railway traffic to optimum congestion tolling and mode choice modeling with stated preference data. In general, the variety of papers clearly demonstrates the wide areas of interest of people who are involved in the research of transportation systems and their operation. They as well demonstrate the importance and possibilities of modeling and theoretical approaches in the analysis of transportation systems and problem solving. Most of the papers are purely theoretical in nature, that is, they present a theoretical model with only a hypothetical example of applica tion. There are, however, some papers, which are closer to the practice or describe applications of and give interesting results of studies made by known methodologies. It is especially noteworthy, that half of the accepted papers deal with planning and operation of public transport.


Large Scale Structure And Dynamics Of Complex Networks: From Information Technology To Finance And Natural Science

Large Scale Structure And Dynamics Of Complex Networks: From Information Technology To Finance And Natural Science

Author: Alessandro Vespignani

Publisher: World Scientific

Published: 2007-06-28

Total Pages: 264

ISBN-13: 9814475416

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This book is the culmination of three years of research effort on a multidisciplinary project in which physicists, mathematicians, computer scientists and social scientists worked together to arrive at a unifying picture of complex networks. The contributed chapters form a reference for the various problems in data analysis visualization and modeling of complex networks.


Advanced Concepts, Methodologies and Technologies for Transportation and Logistics

Advanced Concepts, Methodologies and Technologies for Transportation and Logistics

Author: Jacek Żak

Publisher: Springer

Published: 2017-07-03

Total Pages: 477

ISBN-13: 3319571052

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This book is a collection of original papers produced by the members of the Euro Working Group on Transportation (EWGT) in the last several years (2015–2017). The respective chapters present the results of various research projects carried out by the members of the EWGT and extended versions of presentations given at the last several meetings of the EWGT. The book offers a representative sampling of the EWGT’s research activities and covers the state-of-the-art in quantitative oriented transportation/logistics research. It highlights a range of advanced concepts, methodologies and technologies, divided into four major thematic streams: Multiple Criteria Analysis in Transportation and Logistics; Urban Transportation and City Logistics; Road Safety and Artificial Intelligence and Soft Computing in Transportation and Logistics. The book is intended for academics/researchers, analysts, business consultants, and graduate students who are interested in advanced techniques of mathematical modeling and computational procedures applied in transportation and logistics.


Introduction to Stochastic Programming

Introduction to Stochastic Programming

Author: John R. Birge

Publisher: Springer Science & Business Media

Published: 2006-04-06

Total Pages: 427

ISBN-13: 0387226184

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This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.