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90 results for “stochastic model”
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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 abstractAnt Colony Optimization for Solving Solid Waste Collection Scheduling ProblemsZ. Ismail, S. L. LohProblem statement: Southern Waste Management environment (SWM environment) is a company responsible for the collection and disposal of solid waste for the city of Johor Bahru, a city with over one million populations. The company is implementing an integrated solid waste management system where it involved in the optimization of resources to ensure the effectiveness of its services. Formulating this … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 8,015 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 abstractGeneralized Shortest Path Problem in Uncertain Environment Based on PSOHayder A. Mukhef, Ekhlas M. Farhan, Mohammed R. JassimGeneralized network problems describe situations in which flow can be generated or consumed through arcs. This research considers generalized shortest path problem in stochastic environment in which the changing rate of flow is random. To satisfy the demands of decision makers, three types of models have been formulated to solve the generalized shortest path problem under different decision criteria. The … …Journal of Computer Science, Vol. 4, Issue 4 · 30 Apr 2008 · 6,749 accessesView PDFCite
Research ArticleOpen accessIn the abstractSome Algorithms to Identify Rational Structures in Stochastic Processes with ExpectationsConcepción González-Concepción, María Candelaria Gil-Fariña, Celina Pestano-GabinoThis research was concerned with the identification of rational models in stochastic processes and we use the Padé-Laurent Approximation to identify a Transfer-Function Model with Expectations. We mention the T-table method and focus in studying the generalised epsilon-algorithm, emphasizing the main role of the statistical significance of their numerical entries. Empirical work is made for non-causal TF models using both … …Journal of Mathematics and Statistics, Vol. 3, Issue 4 · 31 Dec 2007 · 6,752 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Comparative Study of the Performances of the OLS and some GLS Estimators when Stochastic Regressors are both Collinear and Correlated with Error TermsKayode AyindeThe Classical Linear Regression Model assumes that regressors are non – stochastic, independent and uncorrelated with the error terms. These assumptions are not always tenable especially where regressors are not often assumed fixed in repeated sampling. In this paper, with stochastic regressors, the performances of the Ordinary Least Square (OLS) and some Generalized Least Square (GLS) estimators are investigated and … …Journal of Mathematics and Statistics, Vol. 3, Issue 4 · 31 Dec 2007 · 7,343 accessesView PDFCite
Research ArticleOpen accessIn the abstractMarkov Property of the Solution of the Stochastic Generalized EquationsKhaldi KhaledSome models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equation in Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on … …Journal of Mathematics and Statistics, Vol. 3, Issue 3 · 30 Sep 2007 · 6,885 accessesView PDFCite
Research ArticleOpen accessIn the abstractSuppression of Instabilities and Stochastic Pulsation at Laser-Plasma Interaction by Beam SmoothingFrederick Osman, Heinrich HoraThe key problem of direct drive laser fusion is the appearance of parametric instabilities, stochastic pulsation, self-focusing (filamentation) and other anomalies. During the long years studies, the empirical and intuitively developed methods for smoothing of the laser beam were rather successful but a transparent understanding of the physics has still to be found. The first theory how the instabilities are … …American Journal of Applied Sciences, Vol. 1, Issue 2 · 30 Jun 2004 · 6,796 accessesView PDFCite