Preface: operations research in neuroscience II

Tikidji-Hamburyan, Ruben A.
Kropat, Erik
Weber, Gerhard Wilhelm


Formulation and solution of an optimal control problem for industrial project control
Schmidt, Klaus Verner (Springer Science and Business Media LLC, 2019-09-15)
n this paper, we consider the monitoring and control of industrial projects that are performed by executing different activities within a given time duration. Hereby, it is desired to apply project control to each activity in order to avoid unexpected deviations in the project cost, respecting that the amount and cost of project control needs to be limited. We model the general setting of industrial project control as an optimal control problem with the goal of maximizing the cost reduction (savings) when a...
Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS
Kalayci, Betul; Ozmen, Ayse; Weber, Gerhard Wilhelm (Springer Science and Business Media LLC, 2020-08-01)
Stochastic differential equations (SDEs) rapidly become one of the most well-known formats in which to express such diverse mathematical models under uncertainty such as financial models, neural systems, behavioral and neural responses, human reactions and behaviors. They belong to the main methods to describe randomness of a dynamical model today. In a financial system, different kinds of SDEs have been elaborated to model various financial assets. On the other hand, economists have conducted research on s...
Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
Savku, E.; Weber, Gerhard Wilhelm (Springer Science and Business Media LLC, 2020-08-01)
We apply dynamic programming principle to discuss two optimal investment problems by using zero-sum and nonzero-sum stochastic game approaches in a continuous-time Markov regime-switching environment within the frame work of behavioral finance. We represent different states of an economy and, consequently, investors' floating levels of psychological reactions by aD-state Markov chain. The first application is a zero-sum game between an investor and the market, and the second one formulates a nonzero-sum sto...
Joint optimization of ordering and maintenance with condition monitoring data
Moghaddass, Ramin; Ertekin Bolelli, Şeyda (Springer Science and Business Media LLC, 2018-04-01)
We study a single-unit deteriorating system under condition monitoring for which collected signals are only stochastically related to the actual level of degradation. Failure replacement is costlier than preventive replacement and there is a delay (lead time) between the initiation of the maintenance setup and the actual maintenance, which is closely related to the process of spare parts inventory and/or maintenance setup activities. We develop a dynamic control policy with a two-dimensional decision space,...
Modeling demand management strategies for evacuations
Tüydeş Yaman, Hediye (Springer Science and Business Media LLC, 2014-06-01)
Evacuations are massive operations that create heavy travel demand on road networks some of which are experiencing major congestions even with regular traffic demand. Congestion in traffic networks during evacuations, can be eased either by supply or demand management actions. This study focuses on modeling demand management strategies of optimal departure time, optimal destination choice and optimal zone evacuation scheduling (also known as staggered evacuation) under a given fixed evacuation time assumpti...
Citation Formats
R. A. Tikidji-Hamburyan, E. Kropat, and G. W. Weber, “Preface: operations research in neuroscience II,” ANNALS OF OPERATIONS RESEARCH, pp. 1–4, 2020, Accessed: 00, 2020. [Online]. Available: