標題: Titlebook: Dynamic Stochastic Optimization; Kurt Marti,Yuri Ermoliev,Georg Pflug Conference proceedings 2004 Springer-Verlag Berlin Heidelberg 2004 A [打印本頁] 作者: interminable 時間: 2025-3-21 18:53
書目名稱Dynamic Stochastic Optimization影響因子(影響力)
書目名稱Dynamic Stochastic Optimization影響因子(影響力)學科排名
書目名稱Dynamic Stochastic Optimization網絡公開度
書目名稱Dynamic Stochastic Optimization網絡公開度學科排名
書目名稱Dynamic Stochastic Optimization被引頻次
書目名稱Dynamic Stochastic Optimization被引頻次學科排名
書目名稱Dynamic Stochastic Optimization年度引用
書目名稱Dynamic Stochastic Optimization年度引用學科排名
書目名稱Dynamic Stochastic Optimization讀者反饋
書目名稱Dynamic Stochastic Optimization讀者反饋學科排名
作者: AUGER 時間: 2025-3-21 22:37
Trygve Ben Holland,Sarah Hollandt finished the development of the first multistage version of SLP-IOR, our model management system for stochastic linear programming (SLP). The general model management issues will be illustrated by discussing their implementation in SLP-IOR.作者: CRASS 時間: 2025-3-22 02:11 作者: 發(fā)現(xiàn) 時間: 2025-3-22 06:20 作者: Entirety 時間: 2025-3-22 11:29
Stand in Rechtsprechung und Literaturon . and . ∈ (0, 1) is some probability level. In the simplest case of linear chance constraints, . is linear, . is a polyhedron and .(.) = {. ∈ ?.|. ≥ .} , where A is a matrix of order (.) and the inequality sign has to be understood component-wise.作者: SPER 時間: 2025-3-22 12:55
Ausblick,ty, we may assume that there is exactly one node such that no arc leads into it and there is exactly one node such that no arc goes out of it. These two nodes will be called original and terminal nodes, respectively.作者: SPER 時間: 2025-3-22 20:07 作者: 無王時期, 時間: 2025-3-22 22:09
Valentina Nie?,Janina Wortmann geb. Voogdwo-dimensional geometric Brownian motion with objective functional, which is an expectation of a homogeneous function. We discuss an application of this optimal stopping problem to investment model with taxes.作者: 人類學家 時間: 2025-3-23 01:36 作者: 受人支配 時間: 2025-3-23 09:23
Modeling Support for Multistage Recourse Problemst finished the development of the first multistage version of SLP-IOR, our model management system for stochastic linear programming (SLP). The general model management issues will be illustrated by discussing their implementation in SLP-IOR.作者: 粉筆 時間: 2025-3-23 10:23
Approximation and Optimization for Stochastic Networksions in place of most of the simulation runs required in the conventional approach. We present a simple example of balancing an airlift network, in which this approach successfully solves the problem in much less time than simulation would have required. We also discuss further work currently in progress to refine and extend this approach.作者: Mitigate 時間: 2025-3-23 14:34
Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Modelare interested in being able to estimate spot volatilities for time steps of arbitrary length. Further, this technique does not assume any particular form for the volatility function of forward Libor rates. We propose a new approach based on Approximation Theory and develop an optimization procedure that has been implemented at EpiSolutions Inc.作者: 譏笑 時間: 2025-3-23 20:15
Perturbation Analysis of Chance-constrained Programs under Variation of all Constraint Dataon . and . ∈ (0, 1) is some probability level. In the simplest case of linear chance constraints, . is linear, . is a polyhedron and .(.) = {. ∈ ?.|. ≥ .} , where A is a matrix of order (.) and the inequality sign has to be understood component-wise.作者: ascend 時間: 2025-3-24 00:49 作者: 先兆 時間: 2025-3-24 05:13 作者: definition 時間: 2025-3-24 10:30
Meinungspotential von Wirtschaftswerbungumption of non-anticipativity and the (unrealistic) assumption of clairvoyance..This comparison allows to define a value of information. We argue that this value of information may serve as a measure of risk, derive properties and finally study the stochastic process generated by this risk measure.作者: PSA-velocity 時間: 2025-3-24 10:39
Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains] on mean variance selection rules for the portfolio selection problem. Following the mean variance selection rule, the investor selects from among a given set of investment alternatives only investments with a higher mean and lower variance than a member of the given set.作者: Intact 時間: 2025-3-24 16:17 作者: Ankylo- 時間: 2025-3-24 23:03 作者: 一再遛 時間: 2025-3-25 03:10 作者: hemoglobin 時間: 2025-3-25 05:24
Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chainsd per unit time, may be quite insufficient to characterize the problem from the point of the decision maker. To this end it may be necessary to select a criterion that reflects the variability-risk features of the problem. Perhaps the best known approach stems from the classical work of Markowitz [.作者: hermetic 時間: 2025-3-25 09:36 作者: endarterectomy 時間: 2025-3-25 13:35
Optimal Stopping Problem and Investment Models is based on connection between boundary problem for diffusion processes and Dirichlet problem for PDE of an elliptic type. The solution of a Dirichlet problem is considered as a functional of the available continuation regions. The optimization of this functional will be carried out by variational 作者: LAPSE 時間: 2025-3-25 16:04
Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Modelilities. This estimation is carried out using either the market price of interest rate caps or floors, as quoted on broker screens. In particular, we are interested in being able to estimate spot volatilities for time steps of arbitrary length. Further, this technique does not assume any particular 作者: BOOR 時間: 2025-3-25 20:01
Structured Products for Pension Fundsinvolves econometric modelling, economic scenario generation, generic methods of solving optimization problems and modelling of required risk tolerances. In nearly all the historical backtests using data over roughly the past decade the system described (with transactions costs taken into account) o作者: diabetes 時間: 2025-3-26 03:58
Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) for Robotses of the model parameters, and to correct then the resulting increasing deviation of the actual trajectory or the actual performance of the system from the prescribed trajectory, from the prescribed values of performance, resp., by on-line measurement and control actions. However, on-line measureme作者: Blatant 時間: 2025-3-26 06:34 作者: adhesive 時間: 2025-3-26 09:09
Stochastic Optimization of Risk Functions via Parametric Smoothingften requires the solution of dynamic stochastic optimization problems with discontinuous indicator functions of such events as ruin, underestimating costs and overestimating benefits. The available optimization techniques, in particular formulas for derivatives of risk functions, may not be applica作者: inquisitive 時間: 2025-3-26 13:54
Optimization under Uncertainty using MomentumWhat emerges is a constrained, stochastic, second-order process. Some friction feeds into and stabilizes myopic approximations. Convergence obtains under weak and natural conditions, an important one being that accumulated marginal payoff remains bounded above.作者: 微不足道 時間: 2025-3-26 16:50 作者: 令人心醉 時間: 2025-3-26 22:47
The Value of Perfect Information as a Risk Measureshflows of a company. We define a basic multistage optimization problem and study its behavior under assumptions about the available information level for the decision maker, expressed as measurability condition w.r.t. some .-algebras..In particular, we compare the solution under the (realistic) ass作者: Optic-Disk 時間: 2025-3-27 02:46
New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path and . ?. then . ?.. Any project can be depicted as a directed network, where the directed arcs represent the activities. Without restricting generality, we may assume that there is exactly one node such that no arc leads into it and there is exactly one node such that no arc goes out of it. These t作者: 2否定 時間: 2025-3-27 07:07
Real-time Robust Optimal Trajectory Planning of Industrial Robots作者: 標準 時間: 2025-3-27 12:36
Conference proceedings 2004attention is directed to efficient solution procedures rather than to (analytical) closed-form solu- tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in- that may have a nonsmooth and even discontinuo作者: 對手 時間: 2025-3-27 15:22 作者: PHAG 時間: 2025-3-27 19:40 作者: AVERT 時間: 2025-3-27 23:35
Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) for Robotstained. The corresponding feedforward and feedback (PD-) controls are derived by means of stochastic optimzation methods and by using stability requirements. Morever, analytical estimates are given for the reduction of the tracking error, hence, for the reduction of the on-line correction expenses b作者: Expertise 時間: 2025-3-28 04:53 作者: relieve 時間: 2025-3-28 07:32 作者: mercenary 時間: 2025-3-28 12:05 作者: Deceit 時間: 2025-3-28 16:22 作者: Affection 時間: 2025-3-28 20:18 作者: glowing 時間: 2025-3-29 02:43 作者: foppish 時間: 2025-3-29 03:15
Stand in Rechtsprechung und Literaturresented here for solving probabilistic constrained problems and a model family, combining probabilistic constraint and recourse, proposed by Prékopa. The common feature of these algorithms is that all rely on replacing the “hard” part of the problem by an easy-to-compute regression function. Numerical examples and test results are also given.作者: 免除責任 時間: 2025-3-29 08:53 作者: hauteur 時間: 2025-3-29 13:10 作者: intimate 時間: 2025-3-29 17:21
Lecture Notes in Economics and Mathematical Systemshttp://image.papertrans.cn/e/image/283771.jpg作者: Liberate 時間: 2025-3-29 22:08 作者: aspect 時間: 2025-3-30 00:45
Trygve Ben Holland,Sarah Hollanddditional features which arise when extending modeling support from two-stage recourse problems to the multistage case. The reason is that we have just finished the development of the first multistage version of SLP-IOR, our model management system for stochastic linear programming (SLP). The genera作者: 考博 時間: 2025-3-30 06:31 作者: 付出 時間: 2025-3-30 11:50 作者: Ataxia 時間: 2025-3-30 14:12
Valentina Nie?,Janina Wortmann geb. Voogd is based on connection between boundary problem for diffusion processes and Dirichlet problem for PDE of an elliptic type. The solution of a Dirichlet problem is considered as a functional of the available continuation regions. The optimization of this functional will be carried out by variational 作者: 歌劇等 時間: 2025-3-30 20:37
Wirtschaftsspionage in Nordrhein-Westfalenilities. This estimation is carried out using either the market price of interest rate caps or floors, as quoted on broker screens. In particular, we are interested in being able to estimate spot volatilities for time steps of arbitrary length. Further, this technique does not assume any particular 作者: 無法解釋 時間: 2025-3-30 22:02 作者: Flavouring 時間: 2025-3-31 01:13 作者: SENT 時間: 2025-3-31 05:56
Stand in Rechtsprechung und Literaturresented here for solving probabilistic constrained problems and a model family, combining probabilistic constraint and recourse, proposed by Prékopa. The common feature of these algorithms is that all rely on replacing the “hard” part of the problem by an easy-to-compute regression function. Numeri
