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81.
This paper introduces a definition of reliability based on a process range. Thus, process failure is defined when the range of a process first reaches a given and unacceptable level. The Mean Time To Failure (MTTF) which is denned as the mean of the first time for a range to attain a given amplitude is then calculated for an asymmetric random walk process. The probability distribution of the range is then given and the process reliability over long periods of system operations are then calculated. Applications such as the control of wings movements, stock price and exchange rates volatility (defined in terms of reliability) are also used to motivate the usefulness of range processes in reliability studies. Finally, we point out that there is necessarily a relationship between the range reliability and the propensity of a series to become chaotic. 相似文献
82.
Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
Pham 《Applied Mathematics and Optimization》2002,46(1):55-78
Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility
and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as
a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value
function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a
stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear
equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation.
This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate
our results with several examples of stochastic volatility models popular in the financial literature. 相似文献
83.
Perfect information two-person zero-sum markov games with imprecise transition probabilities 总被引:1,自引:0,他引:1
Hyeong Soo Chang 《Mathematical Methods of Operations Research》2006,64(2):335-351
Based on an extension of the controlled Markov set-chain model by Kurano et al. (in J Appl Prob 35:293–302, 1998) into competitive two-player game setting, we provide a model of perfect information two-person zero-sum Markov games with imprecise transition probabilities. We define an equilibrium value for the games formulated with the model in terms of a partial order and then establish the existence of an equilibrium policy pair that achieves the equilibrium value. We further analyze finite-approximation error bounds obtained from a value iteration-type algorithm and discuss some applications of the model. 相似文献
84.
研究了股市在一段有可能给社会造成危害的上涨行情中,管理者监管股市的问题+根据股市的运行规律,建立了一个随机最优化模型,讨论了参数对解的影响,并得出了一些对股市监管有意义的结论. 相似文献
85.
D.C.隶属函数模糊集及其应用(Ⅱ)--D.C.隶属函数模糊集的万能逼近性 总被引:1,自引:0,他引:1
本文是D.C.隶属函数模糊集及其应用系列研究的第二部分。指出在实际问题中普遍选用的三角形、半三角形、梯形、半梯形、高斯型、柯西型、S形、Z形、π形隶属函数模糊集等均为D.C.隶属函数模糊集,建立了D.C.隶属函数模糊集对模糊集的万有逼近性。探讨了D.C.隶属函数模糊集与模糊数之间的关系,给出了用D.C.隶属函数模糊集逼近模糊数的e-Cellina逼近形式,得到模糊数与D.C.函数之间的一个对应算子,指出了用模糊数表示D.C.函数的问题。 相似文献
86.
In this paper, we propose the treatment of complex reservoir operation problems via our newly developed tool of fuzzy criterion
decision processes. This novel approach has been shown to be a more flexible and useful analysis tool especially when it is
desirable to incorporate an expert’s knowledge into the decision models. Additionally, it has been demonstrated that this
form of decision models will usually result in an optimal solution, which guarantees the highest satisfactory degree. We provide
a practical exemplification procedure for the models presented as well as an application example. 相似文献
87.
Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming 总被引:1,自引:0,他引:1
Hyeong Soo Chang 《Journal of Global Optimization》2006,35(3):423-441
In this paper, we first refine a recently proposed metaheuristic called “Marriage in Honey-Bees Optimization” (MBO) for solving
combinatorial optimization problems with some modifications to formally show that MBO converges to the global optimum value.
We then adapt MBO into an algorithm called “Honey-Bees Policy Iteration” (HBPI) for solving infinite horizon-discounted cost
stochastic dynamic programming problems and show that HBPI also converges to the optimal value. 相似文献
88.
Discrete-time GI/Geo/1 queue with multiple working vacations 总被引:2,自引:0,他引:2
Consider the discrete time GI/Geo/1 queue with working vacations under EAS and LAS schemes. The server takes the original
work at the lower rate rather than completely stopping during the vacation period. Using the matrix-geometric solution method,
we obtain the steady-state distribution of the number of customers in the system and present the stochastic decomposition
property of the queue length. Furthermore, we find and verify the closed property of conditional probability for negative
binomial distributions. Using such property, we obtain the specific expression for the steady-state distribution of the waiting
time and explain its two conditional stochastic decomposition structures. Finally, two special models are presented.
相似文献
89.
Matthew D. Bailey Steven M. Shechter Andrew J. Schaefer 《Operations Research Letters》2006,34(3):307-315
We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We introduce SPAR, which utilizes mixed-integer programming for the design decision and a Markov decision process (MDP) for the modeling of our adversarial phase. 相似文献
90.
Nicolas Bouleau 《Journal of Functional Analysis》2007,251(1):325-345
The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the probability law of Y as soon as this law possesses a continuous density. This feature is related to the “arbitrary functions principle” (Poincaré, Hopf). We give extensions of this property to Rd and to the Wiener space for some approximations of the Brownian motion. This gives new approximations of the Ornstein-Uhlenbeck gradient. These results apply to the discretization of some stochastic differential equations encountered in mechanics. 相似文献