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Математика Математика
Основы математического анализа и элементы дифференциальных уравнений Основы математического анализа и элементы дифференциальных уравнений

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TOPICS IN STOCHASTIC OPTIMIZATION. AND EQUILIBRIUM PROBLEMS

Автор:   Ankur A. K.
мягкая обложка
120 страниц
2009 год
Издательство:   Книга по Требованию
Цена:
1994 руб
отсутсвует
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Описание:We first consider a two-period stochastic nonlinear program. In this context, we obtain new insights into the notions of feasibility and recourse for such programs and develop an algorithm based on sequential quadratic programming. We first show existence and uniqueness of Nash equilibria to a wide class of stochastic quadratic games and then develop a splitting method that can be decomposed scenario-wise to compute such equilibria. We next consider stochastic equilibrium problems arising from Nash-Cournot competition, inspired by a Cournot bidding model for electricity markets. As has the class of equilibrium problems which have resulted largely from the analytic treatment of Nash games. Our interest is in understanding properties of these problems and in developing algorithms for solving such problems. The algorithm uses two quadratic programming solvers based on Benders decomposition: an inexact cut version of the L-shaped method and a trust-region method. Stochastic programs form a class of optimization problems that have seen much attention in the last decade. This thesis delves into some challenging areas of stochastic optimization and stochastic equilibrium programming.


Orthomol Immun Junior Сила иммунитета на страже Вашего ребенка Orthomol Immun Junior Сила иммунитета на страже Вашего ребенка

2990 руб
Бесплатная доставка


Hackers and Painters: Big Ideas from the Computer Age

Genes count for little by comparison: being a genetic Leonardo was not enough to compensate for having been born near Milan instead of Florence. Today we move around more, but great work still comes disproportionately from a few hotspots: the Bauhaus, the Manhattan Project, The New Yorker , Lockheed's Skunk Works, Xerox Parc. At any given time there are a few hot topics and a few groups doing great work on them, and it's nearly impossible to do good work yourself if you're too far removed from one of these centers. You can push or pull these trends to some extent, but you can't break away from them. (Maybe you can, but the Milanese Leonardo couldn't.) GOOD DESIGN IS OFTEN DARING. At every period of history, people have believed things that were just ridiculous, and believed them so strongly that you risked ostracism or even violence by saying otherwise. If our own time were any different, that would be remarkable. As far as I can tell it isn't. This problem afflicts not just every era, but in some degree every field ...»

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Настольная игра "Соображарий. Два".
«Соображарий. Два» — продолжение настольного суперхита, который стал неотъемлемой частью вечеринок и семейных посиделок. Игроков
490 руб
Раздел: Игры со словами
Набор шкатулок для рукоделия, 3 штуки, 34x24x18 см, арт. 80832.
Набор включает в себя три шкатулки для рукоделия. Такие шкатулки послужат оригинальным, а главное, практичным подарком, в котором
2715 руб
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Игра настольная "Осторожно, мухи!".
У вас есть уникальный шанс стать повелителем мух! Не бойтесь! Это всего лишь анонс новой игры - "Осторожно, мухи!" Суть ее
1182 руб
Раздел: Игры на ловкость


A Column Generation Approach For Stochastic Optimization Problems. In the applications of a stochastic generalized assignment problem and a shift planning and scheduling problem with uncertain demand
This book investigates the use of stochastic optimization models for a generalized assignment problem (GAP) with uncertain resource capacity and a shift planning and scheduling problem (SPSP) with unknown demand.
          2413 руб             2009 год          124 стр.          мягкая обложка

Designing Optimal Systems with Stochastic Programming
A complex and demanding task in control theory is the optimization of the behaviour of systems.
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Collection of english authentic texts: 17 topics (Сборник английских аутентичных текстов: 17 тем) (сост. Седов Д.С.) (на англ.яз.) Изд. 2-е - 376 с. ISBN 985-6204-29-1 985-6204-23-2 985-6204-59-3 ~93.10.04 029
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Topics: The World Today (на англ.яз.)
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Macmillan Topics Consumers Intermediate
Mini-projects and Investigation Points at the end of each article encourage the readers to research further. A Projects section. . . The "Topics series" presents factual information in a modern magazine format.
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Macmillan Topics Places Beginner
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Contemporary Topics 1 Teacher's Pack
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Impact Topics (+ Audio CD)
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128 topics. English: экзаменационные ответы школьнику-студенту
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Focusing and Mitigation. Sonic Boom : Focusing with Conservative Method and Mitigation with Shape Optimization
Supersonic travel can significantly save time and cost with non stop flight from the USA to countries in Asia, Europe and Japan.
          2744 руб             2009 год          180 стр.          мягкая обложка

For Distributing Biosolids to Reuse Fields Multiobjective Optimization Models.
A weighting method and constraint method were employed to find tradeoff, so called Pareto optimal, points between costs and odors.
          3188 руб             2009 год          252 стр.          мягкая обложка

Selected Problems and Efficient Methods Portfolio Optimization and Option Pricing.
The main two areas of financial mathematics are portfolio optimization and option pricing.
          2744 руб             2010 год          184 стр.          мягкая обложка

Stochastic Inverse Regression and Reproducing Kernel Hilbert Space. with Applications in Functional Data Analysis
Most of the current research topics on FDA focus on advancing theoretical tools and extending existing multivariate techniques to accommodate the infinite-dimensional nature of data.
          1994 руб             2009 год          112 стр.          мягкая обложка

Selected Topics of Computational Geometry. Polygons, Circles and Spheres
These algorithms are totally new and a number of sophisticated techniques are used here which can play an important role in industry.
          1994 руб             2009 год          84 стр.          мягкая обложка

Design Optimization and Analysis Techniques. Product Optimization using FEA and Manufacturing Techniques
This includes a summary of the basics of CAD modelling, optimization (topology, structural, shape) using a range of finite element analysis based tools, design sensitivity analysis, design verifications and selection of appropriate manufacturing process.
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Journal Bearings Optimization and Analysis. Design Tool for Engineers
Numerous simulation results appear in the appendices.
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Intelligent Speculative Compiler Optimizations. A Conceptual Framework and its Application to the Optimization of Memory Accesses
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Simulation and Optimization in Supply Chain Management. A Combined Solution Approach
Managing supply chains becomes a more and more important but also a highly challenging task.
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Optimization of Structures Under Crash and Impact
Optimization methods are increasingly used to design structures.
          2413 руб             2009 год          152 стр.          мягкая обложка

Subdermal Dry EEG Spike-Array Electrodes. Design and Optimization Methodology
The proposed design technique meets design specifications for portable long-term EEG recording.
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Spatial Economics of Conservation and Development:. Topics on Land Use Change in the Brazilian Amazon
However, the land required to keep these ecosystems intact and the value of natural resources the Amazon could generate under alternative usage is substantial.
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Interest-Rate Derivatives and Value-at-Risk Derivatives Markets with Stochastic Volatility.
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Supply Chain Coordination Contracts with Free Replacement Warranty. A Study on Supply Chain Optimization and Fair Profit Allocation through Contract Design
It looks beyond the conventional supply chain coordination problem by incorporating an optimization dimension of warranty period.
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Network-Aware Optimization in Distributed Data Stream Systems. Sharing Data Stream Contents and Processing Results in Distributed Environments
The book is thus a suitable source of information for computer scientists and engineers interested in the optimized processing, evaluation, and management of distributed data streams.
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CHARACTERIZATION-MODELING-OPTIMIZATION OF POLYMER COMPOSITE PIN FINS. A systematic approach to the Characterization, Design, and Optimization of Polymer Composite Fins used in Heat Sinks
An axisymmetric orthotropic thermal conductivity pin fin equation is derived to study the orthotropic thermal conductivity effects on pin fin heat transfer rate and temperature distribution.
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A COMBINED SYSTEM OF STATIC TRAFFIC ASSIGNMENT AND ANN DELAY MODEL. SOLVING THE CONVERGENCE OF ITERATIVE OPTIMIZATION OF NON-MONOTONIC TRAFFIC ASSIGNMENT
The delay estimates by the ANN delay model have satisfactory percentage root-mean-squared errors (%RMSE).
          2413 руб             2009 год          124 стр.          мягкая обложка

Analysis of the Missing Part Problem and Optimization of the Material Provision to Ensure an Effective Value Stream Design Missing Part Analysis-Optimization of the Material Availability.
In this chapter the parts are defined by the kind of their lack and divided into the three topics:
          2005 руб             2009 год          92 стр.          мягкая обложка

Network Scheduling. JOINT PHY AND MAC OPTIMIZATION FOR WIRELESS SCHEDULING
The second thrust focuses on distributed opportunistic scheduling (DOS) for throughput maximization in wireless ad hoc networks based on random access.
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