A Computer Aided Decision Analysis Technique For Stochastic Linear Regulator Problems
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Author | : James Morris Brown |
Publisher | : |
Total Pages | : 120 |
Release | : 1973 |
Genre | : Feedback control systems |
ISBN | : |
Download A Computer Aided Decision-analysis Technique for Stochastic Linear Regulator Problems Book in PDF, Epub and Kindle
Author | : |
Publisher | : |
Total Pages | : 702 |
Release | : 1995 |
Genre | : Aeronautics |
ISBN | : |
Download Scientific and Technical Aerospace Reports Book in PDF, Epub and Kindle
Author | : Jerome Bracken |
Publisher | : |
Total Pages | : 30 |
Release | : 1966 |
Genre | : |
ISBN | : |
Download Statistical Decision Analysis of Stochastic Linear Programming Problems Book in PDF, Epub and Kindle
This paper presents a statistical decision analysis of a one-stage linear programming problem with deterministic constraints and stochastic criterion function. Procedures for obtaining numerical results are given that are applicable to any problem having this general form. After stating the statistical decision problems to be considered, the expected value of perfect information and the expected value of sample information are discussed. In obtaining these quantities, use is made of the distribution of the optimal value of the linear programming problem with stochastic criterion function; therefore Monte Carlo and numerical integration procedures for estimating the mean of this distribution are discussed. The case in which the random criterion vector has a multivariate Normal distribution is presented separately, and more detailed methods are offered. (Author).
Author | : Peter Kall |
Publisher | : Springer |
Total Pages | : 397 |
Release | : 2005 |
Genre | : Electronic books |
ISBN | : 9786610613410 |
Download Stochastic Linear Programming Book in PDF, Epub and Kindle
Peter Kall and Janos Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization. "Stochastic Linear Programming: Models, Theory, and Computation" is a definitive presentation and discussion of the theoretical properties of the models, the conceptual algorithmic approaches, and the computational issues relating to the implementation of these methods to solve problems that are stochastic in nature. The application area of stochastic programming includes portfolio analysis, financial optimization, energy problems, random yields in manufacturing, risk analysis, etc. In this book, models in financial optimization and risk analysis are discussed as examples, including solution methods and their implementation.Stochastic programming is a fast developing area of optimization and mathematical programming.; Numerous papers and conference volumes, and several monographs have been published in the area; however, the Kall and Mayer book will be particularly useful in presenting solution methods including their solid theoretical basis and their computational issues, based in many cases on implementations by the authors. The book is also suitable for advanced courses in stochastic optimization.
Author | : Md. Azizul Baten |
Publisher | : LAP Lambert Academic Publishing |
Total Pages | : 160 |
Release | : 2012-03 |
Genre | : |
ISBN | : 9783848429332 |
Download Stochastic Linear Regulator Problem in Optimal Control Theory Book in PDF, Epub and Kindle
Stochastic optimization problems are the study of dynamical systems subject to random perturbations which can be controlled in order to optimize some performance criterion. The research on control theory has developed considerably over last few years, inspired in particular by stochastic optimization problems emerging from mathematical nance. Problems involving linear dynamics and quadratic performance criteria are generally called linear regulator problems. The usual framework of control is the one given in probably the most studied control problem, the linear quadratic optimal control problem or the linear regulator problem, which deals with minimizing a performance index of a system governed by a set of dierential equations. The object of linear regulator control problems is to control the position of a certain process and at the same time, the force with which this process is being regulated, by punishing quadratic deviations from some targets of the process and the rate of regulation, respectively.
Author | : David Mills |
Publisher | : |
Total Pages | : 93 |
Release | : 1999-03-01 |
Genre | : |
ISBN | : 9781423546153 |
Download Two-Stage Stochastic Linear Programming with Recourse Book in PDF, Epub and Kindle
The LP recourse problem applies to two-stage optimization problems where uncertainty in resource availability of the second stage hinders informed decision making. The recourse function affords a way to compensate "later" for an error in prediction "now." The literature provides a rich body of work on the optimization of such problems, but little research has been accomplished regarding the characterization of the surface in the local region of optimality, in particular sensitivity analysis. A decision maker faced with considerations other than the modeled objective function must be presented with a way to estimate the impact of operating at non-optimal decision variable values. This work develops and demonstrates a technique for characterizing the surface using response surface methodology. Specifically, the flexibility and utility of RSM techniques applied to this class of problems is demonstrated, and a methodology for characterizing the surface in the local region using a low-order polynomial is developed.
Author | : Institute of Electrical and Electronics Engineers |
Publisher | : |
Total Pages | : 848 |
Release | : 1990 |
Genre | : Electric engineering |
ISBN | : |
Download Index to IEEE Publications Book in PDF, Epub and Kindle
Issues for 1973- cover the entire IEEE technical literature.
Author | : |
Publisher | : |
Total Pages | : 710 |
Release | : 1982 |
Genre | : Hydrology |
ISBN | : |
Download Selected Water Resources Abstracts Book in PDF, Epub and Kindle
Author | : |
Publisher | : |
Total Pages | : 400 |
Release | : 1948 |
Genre | : Mechanics, Applied |
ISBN | : |
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Author | : |
Publisher | : |
Total Pages | : 1088 |
Release | : 1972 |
Genre | : Government publications |
ISBN | : |
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