Search Results - subject:"Stochastic Optimization"

Design of a non-linear hybrid car suspension system using neural networks

Spentzas, Konstantinos; Kanarachos, Stratis A. - In: Mathematics and Computers in Simulation (MATCOM) 60 (2002) 3, pp. 369-378

A methodology for the design of active/hybrid car suspension systems with the goal to maximize passenger comfort (minimization of passenger acceleration) is presented. For this reason, a neural network (NN) controller is proposed, who corresponds to a Taylor series approximation of the (unknown)...

Persistent link: https://www.econbiz.de/10010748667

Consumption and Investment Optimization under Constraints

Nguyen-Thanh, Long - EconWPA - 2002

We analyze a problem of maximization of expected terminal wealth and consumption under constraints in a general framework including financial models with constrained portfolios, labor income and large investor models. By using general optional decomposition under constraints in a multiplicative...

Persistent link: https://www.econbiz.de/10005134845

Modeling the Lucas critique as an open loop feedback process with time-varying parameters

Amman, Hans; Kendrick, David - Society for Computational Economics - SCE - 2001

the presence of parameter drift. This drift is captured by a stochastic optimization framework with time varying …

Persistent link: https://www.econbiz.de/10005537760

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

Evstigneev, I. V.; Taksar, M. I. - In: Mathematical Methods of Operations Research 54 (2001) 2, pp. 217-237

The paper analyzes stochastic optimization problems involving random fields on infinite directed graphs. The primary …

Persistent link: https://www.econbiz.de/10010999879

Procurement Planning to Maintain Both Short-Term Adaptiveness and Long-Term Perspective

Bonser, Jewel S.; Wu, S. David - In: Management Science 47 (2001) 6, pp. 769-786

We study the fuel procurement problem for electrical utilities under uncertain demand and market price. Long-term contractual supply commitments are made at a set price with fuel suppliers at the beginning of each year. Each month the procurement planner can use fuel from these contracts or...

Persistent link: https://www.econbiz.de/10009214162

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

Evstigneev, I. V.; Taksar, M. I. - In: Computational Statistics 54 (2001) 2, pp. 217-237

The paper analyzes stochastic optimization problems involving random fields on infinite directed graphs. The primary …

Persistent link: https://www.econbiz.de/10010759466

Necessity of Transversality Conditions for Stochastic Problems.

Kamihigashi, T. - 2000

This paper establishes (i) an extension of Michel's (1990, Theorem 1) necessity result to an abstract reduced-form model, (ii) a generalization of the results of Weitzman (1973) and Ekeland and Scheinkman (1986), and (iii) a new result that is useful particularly in the case of homogeneous...

Persistent link: https://www.econbiz.de/10005781009

The stochastic generalised assignment problem with Bernoulli demands

Albareda-Sambola, Maria; Fernández, Elena - In: TOP: An Official Journal of the Spanish Society of … 8 (2000) 2, pp. 165-190

Persistent link: https://www.econbiz.de/10005755610

A Systems Approach to Modeling Catastrophic Risk and Insurability

Amendola, A.; Ermoliev, Y.; Ermolieva, T.; Gitis, V.; … - In: Natural Hazards 21 (2000) 2, pp. 381-393

This paper describes a spatial-dynamic,stochastic optimization model that takes account ofthe complexities and …

Persistent link: https://www.econbiz.de/10010758769

A Stochastic Optimization Approach in the Design of an Aquifer Remediation under Hydrogeologic Uncertainty

Mylopoulos, Y.; Theodosiou, N.; Mylopoulos, N. - In: Water Resources Management 13 (1999) 5, pp. 335-351

A stochastic optimization approach is presented for the remediation design of a contaminated aquifer with limited … algorithm which is effectively applied in the case study of the Kalamaria aquifer, Chalkidiki, Greece. The stochastic … optimization procedure is followed by a reliability analysis, giving useful information to the decision makers concerning the …

Persistent link: https://www.econbiz.de/10010794366