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69 results for “Stochastic Approach”
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Research ArticleOpen accessIn the abstractStochastic Optimization for Portfolio Selection Problem with Mean Absolute Negative Deviation MeasureAnton Abdulbasah Kamil, Adli Mustafa, Khlipah IbrahimProblem statement: The most important character within optimization problem is the uncertainty of the future returns. Approach: To handle such problems, we utilized probabilistic methods alongside with optimization techniques. We developed single stage and two stage stochastic programming with recourse. The models were developed for risk adverse investors and the objective of the stochastic programming models is to minimize the … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 6,947 accessesView PDFCite
Research ArticleOpen accessIn the abstractSimulated Annealing with Deterministic DecisionsTaisir EldosProblem statement: Simulated Annealing (SA) algorithms have been used in solving a wide range of discrete optimization problems for many years, with well know drawbacks like the computational time and difficulties related to the parameters settings. One of the other issues that open the door for research is the acceptance decision that provides for hill climbing; the standard SA algorithms … …Journal of Computer Science, Vol. 5, Issue 12 · 31 Dec 2009 · 7,119 accessesView PDFCite
Research ArticleOpen accessIn the abstractSolving the State Assignment Problem Using Stochastic Search Aided with Simulated AnnealingWalid M. AlyProblem statement: Solving the state assignment problem means finding the optimum assignment for each state within a sequential digital circuit. These optimum assignments will result in decreasing the hardware realization cost and increasing the reliability of the digital circuit. Unfortunately, the state assignment problem belongs to the class of nondeterministic polynomial time problems (NP complete) which requires heavy computations. Different … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 4 · 31 Dec 2009 · 6,966 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Theory of the Risks of Venture Capital FinancingEdmund H. MantellProblem statement: There is no general theory analyzing how the time-varying cash flows of venture capitalist financing affect the likelihood of success of a new venture. This research addressed that lacuna in the literature. Approach: Research in the area of venture capital financing was needed because of the importance of new ventures as germinators of technological innovation. The research in … …American Journal of Economics and Business Administration, Vol. 1, Issue 2 · 30 Jun 2009 · 7,760 accessesView PDFCite
Research ArticleOpen accessIn the abstractIdentification of Flutter Derivatives of Bridge Decks in Wind Tunnel Test by Stochastic Subspace IdentificationT. Janesupasaeree, V. BoonyapinyoProblem statement: Flutter derivatives are the essential parameters in the estimations of the flutter critical wind velocity and the responses of long-span cable supported bridges. These derivatives can be experimentally estimated from wind tunnel test results. Generally, wind tunnel test methods can be divided into free decay test and buffeting test. Compared with the free decay method, the buffeting test … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 2 · 30 Jun 2009 · 8,133 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Stochastic Knapsack Problem with Continuous Random CapacitySuwitchporn Witchakul, Prapaisri Sudas Na Ayudhaya, Peerayuth CharnsethikulProblem Statement: The problem of allocating a set of items in order to maximize the toal linear profit under uncertain capacity referred as a stochastic knapsack problem with continuous random capacity was studied theoretically and computationally. Approach: Two optimization based heuristic algorithms were proposed and developed for solving the problem and both efficiency and effectiveness are compared with the general … …Journal of Mathematics and Statistics, Vol. 4, Issue 4 · 31 Dec 2008 · 6,946 accessesView PDFCite
Research ArticleOpen accessIn the abstractSolving the Vehicle Routing Problem with Stochastic Demands via Hybrid Genetic Algorithm-Tabu SearchZ. Ismail, IrhamahThis study considers a version of the stochastic vehicle routing problem where customer demands are random variables with known probability distribution. A new scheme based on a hybrid GA and Tabu Search heuristic is proposed for this problem under a priori approach with preventive restocking. The relative performance of the proposed HGATS is compared to each GA and TS alone, … …Journal of Mathematics and Statistics, Vol. 4, Issue 3 · 30 Sep 2008 · 7,951 accessesView PDFCite
Research ArticleOpen accessIn the abstractAerodynamic Noise Prediction Using stochastic Turbulence ModelingArash Ahmadzadegan, Mehran TadjfarAmongst many approaches to determine the sound propagated from turbulent flows, hybrid methods, in which the turbulent noise source field is computed or modeled separately from the far field calculation, are frequently used. For basic estimation of sound propagation, less computationally intensive methods can be developed using stochastic models of the turbulent fluctuations (turbulent noise source field). A simple and … …American Journal of Applied Sciences, Vol. 5, Issue 9 · 30 Sep 2008 · 7,223 accessesView PDFCite
Research ArticleOpen accessIn the abstractStochastic Estimator-Based Wireless Traffic Control SchemesFrancis Joseph Ogwu, Mohammad Talib, Ganiyu Adesola AderounmuRecent works on Available Bit Rate (ABR) traffic control have generated efficient control schemes for ABR traffic on Asynchronous Transfer Mode (ATM) network. This study examines the improved performance envisaged if these control schemes adjust dynamically to the varying ABR bandwidth capacity in a stochastic manner instead of conventional deterministic approach .The performance difference between setting explicit rate deterministically for … …Journal of Computer Science, Vol. 3, Issue 12 · 31 Dec 2007 · 7,099 accessesView PDFCite
Research ArticleOpen accessIn the abstractConstrained Single Period Stochastic Uniform Inventory Model With Continuous Distributions of Demand and Varying Holding CostHala A. Fergany, M. E. El-SaadaniThis paper derives the single period stochastic inventory model with continuous distributions of demand and the holding unit cost is a function of the purchased (ordered) quantity. The objective is to find the optimal purchased quantity which minimizes the expected total cost for the period under a restriction on the expected varying holding cost when the demand during the period … …Journal of Mathematics and Statistics, Vol. 2, Issue 1 · 31 Mar 2006 · 7,156 accessesView PDFCite