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Wyświetlanie 1-4 z 4
Tytuł:
On practical problems with the explanation of the difference between possibility and probability
Autorzy:
Piegat, A.
Powiązania:
https://bibliotekanauki.pl/articles/970096.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
system rozmyty
arytmetyka rozmyta
możliwość
prawdopodobieństwo
fuzzy systems
fuzzy arithmetic
possibility
probability
Opis:
In his famous paper "Fuzzy Sets as a Basis for a Theory of Possibility" (Zadeh, 1978) Professor Lofti Zadeh introduced the notion of possibility distribution [pi]x and tlie concept of possibility measure. He denned in the paper the possibility distribution function to be numerically equal to the membership function ([pi]x = [my]F). In this paper Professor Zadeh draws the special attention of the reader to the fact that: "... there is a fundamental difference between probability and possibility". To explain this difference he had given a special example illustrating the difference, which then was cited by many authors of books on Fuzzy Set Theory and gained great importance for understanding the notion of possibility. In the paper the author presents his doubts as to this important example, explains why it is incorrect and gives a correct version of the example based on the notion of possibility distribution of Dubois and Prade.
Źródło:
Control and Cybernetics; 2005, 34, 2; 505-524
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the choice of statistical model for one-dimensional P-algorithms
Autorzy:
Calvin, J.
Zilinskas, A.
Powiązania:
https://bibliotekanauki.pl/articles/205977.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
analiza statystyczna
model statystyczny
optymalizacja
prawdopodobieństwo
algorithm
asymptotic properties
convergence
optimization
probability
statistical analysis
statistical models
Opis:
Algorithms based on statistical models compete favorably with other global optimization algorithms as proved by extensive testing results. Recently, techniques were developed for theoretically estimating the rate of convergence of global optimization algorithms with respect to the underlying statistical models. In the present paper these technictues are extended for theoretical investigation of P-algorithms without respect to a statistical model. Theoretical estimates may eliminate the need for lengthy experimental investigation which previously was the only method for comparison of the algorithms. The rcaults obtained give new insight into the role of the mnderlying statistical model with respect to the asymptotic properties of the algorithm which will be useful for the implementation of new versions of the algoritlmns.
Źródło:
Control and Cybernetics; 2000, 29, 2; 555-565
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Random approximations in multiobjective programming - with an application to portfolio optimization with shortfall constraints
Autorzy:
Vogel, S.
Powiązania:
https://bibliotekanauki.pl/articles/205947.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
aproksymacja stochastyczna
optymalizacja
prawdopodobieństwo
programowanie matematyczne
stabilność
estimated quantities
Markowitz model
multiobjective progranming
portfolio
probabilistic constraints
stability
Opis:
Decision makers often heave to deal with a programming problem vhere some of the quantities are unknown. They will usually estimate these quantities and solve the problem as it then appears - the "approximate problem". Thus, there is a need to establish conditions which will ensure that the solutions to the approximate problem will come close to the solutions to the true problem in a suitable manner. The paper summarizes such results for multiobjective programming problems. The results ase illustrated by means of the Markowitz model of portfolio optimization. In order to show how probabilistic constraints may be dealt with using this framework, a shortfall constraint is taken into account.
Źródło:
Control and Cybernetics; 1999, 28, 4; 703-724
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization of survival strategy by application of safety dependent utility model
Autorzy:
Kulikowski, R.
Powiązania:
https://bibliotekanauki.pl/articles/205749.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
prawdopodobieństwo
ryzyko
teoria decyzji
teoria systemów
wzór użytkowy
death-averting
decision support
expcted return
life saving
optimization
optimum life-saving strategy
probability of death and survival
risk
safety
utility models
Opis:
This paper deals with life-saving decisions. The decision maker can buy a number of death-averting devices or services which increase his safety S at the expense of the discounted future consumption R. The safety and consumption depend parametrically on the death probability p and the probability reducing strategy x, i.e. S(p/x); R(p/x). The two-factors utility function U(S, R) is used to find the optimum strategy x = [...]. which maximizes U(x). One can show that the unique strategy [...] exists and can be effectively derived. Many applications of proposed methodology are indicated.
Źródło:
Control and Cybernetics; 2000, 29, 1; 167-178
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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