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Wyświetlanie 1-15 z 57
Tytuł:
Optimal and Suboptimal Control of a Standard Brownian Motion
Autorzy:
Lefebvre, M.
Powiązania:
https://bibliotekanauki.pl/articles/229314.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic control
Wiener process
best linear control
Opis:
The problem of optimally controlling a standard Brownian motion until a fixed final time is considered in the case when the final cost function is an even function. Two particular problems are solved explicitly. Moreover, the best constant control as well as the best linear control are also obtained in these two particular cases.
Źródło:
Archives of Control Sciences; 2016, 26, 3; 383-394
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stability criteria for a class of stochastic distributed delay systems
Autorzy:
Ficak, B.
Klamka, J.
Powiązania:
https://bibliotekanauki.pl/articles/201928.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic delay differential equations
stability
boundedness
distributed delay
Opis:
In the paper linear distributed delay stochastic systems are considered. Using theory of stochastic differential equations sufficient conditions for different kinds of stability are formulated and proved. The article attempts to generalise results presented in the paper [1] and thus theorems proved in [1] become a special case of a generalised approach. The considered class is wider - the function that influence dynamics of a problem can be a real solution of N-degree linear deterministic differential equation. Therefore the generalised reduction technique of distributed delay to lumped delay has to be applied. Criteria for numerous properties of the aforementioned class followed Mao theory designed for point delay systems [2, 3].
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2013, 61, 1; 221-228
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Characterizing The SINR in Poisson Network Using Factorial Moment
Autorzy:
Fadoul, Moubachir Madani
Ngah, Razali
Moradi, Alireza
Powiązania:
https://bibliotekanauki.pl/articles/227077.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
heterogeneous network
stochastic geometry
factorial moment
coverage probability
Opis:
Usually, cellular networks are modeled by placing each tier (e.g macro, pico and relay nodes) deterministically on a grid. When calculating the metric performances such as coverage probability, these networks are idealized for not considering the interference. Overcoming such limitation by realistic models is much appreciated. This paper considered two- tier twohop cellular network, each tier is consisting of two-hop relay transmission, relay nodes are relaying the message to the users that are in the cell edge. In addition, the locations of the relays, base stations (BSs), and users nodes are modeled as a point process on the plane to study the two hop downlink performance. Then, we obtain a tractable model for the k-coverage probability for the heterogeneous network consisting of the two-tier network. Stochastic geometry and point process theory have deployed to investigate the proposed two-hop scheme. The obtained results demonstrate the effectiveness and analytical tractability to study the heterogeneous performance.
Źródło:
International Journal of Electronics and Telecommunications; 2019, 65, 4; 611-617
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Existence and approximate controllability of Sobolev type fractional stochastic evolution equations
Autorzy:
Mahmudov, N. I.
Powiązania:
https://bibliotekanauki.pl/articles/199794.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
approximate controllability
Sobolev type fractional stochastic evolution equations
Opis:
We study the existence of mild solutions and the approximate controllability concept for Sobolev type fractional semilinear stochastic evolution equations in Hilbert spaces. We prove existence of a mild solution and give sufficient conditions for the approximate controllability. In particular, we prove that the fractional linear stochastic system is approximately controllable in [0, b] if and only if the corresponding deterministic fractional linear system is approximately controllable in every [s, b], 0 ≤ s < b. An example is provided to illustrate the application of the obtained results.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2014, 62, 2; 205-215
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Deterministic models and stochastic simulations in multiple reaction models in systems biology
Autorzy:
Laroch, P.
Puszynski, K.
Polanski, A.
Powiązania:
https://bibliotekanauki.pl/articles/80910.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
deterministic model
stochastic simulation
multiple reaction model
stochastic approach
modelling
biomolecular reaction
system biology
computational analysis
algorithm
living organism
biomolecule
Źródło:
BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology; 2011, 92, 3
0860-7796
Pojawia się w:
BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Lead times - their behavior and the impact on planning and control in supply chains
Autorzy:
Nielsen, P.
Michna, Z.
Sørensen, B. B.
Dung, N. D. A.
Powiązania:
https://bibliotekanauki.pl/articles/407076.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
supply chain management
stochastic lead time
simulation
inventory management
Opis:
Lead times and their nature have received limited interest in literature despite their large impact on the performance and the management of supply chains. This paper presents a method and a case implementation of the same, to establish the behavior of real lead times in supply chains. The paper explores the behavior of lead times and illustrates how in one particular case they can and should be considered to be independent and identically distributed (i.i.d.). The conclusion is also that the stochastic nature of the lead times contributes more to lead time demand variance than demand variance.
Źródło:
Management and Production Engineering Review; 2017, 8, 2; 30-40
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Active Functionally Graded Piezocomposite Plate Subjected to a Stochastic Pressure
Autorzy:
Pietrzakowski, M.
Powiązania:
https://bibliotekanauki.pl/articles/177758.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
laminated plate
piezoceramic control
functionally graded actuator
stochastic pressure
Opis:
In the paper the analysis of random vibration of an actively damped laminated plate with functionally graded piezoelectric actuator layers is presented. The simply supported plate is subjected to stochastic loading represented by a uniformly distributed pressure. The random input is assumed as a Gaussian stationary and ergodic process. The actuators are regarded as a multi-layer structure arranged of piezofiber composite sub-layers. The sub-layers differ each other with amount of PZT (lead-zirconate-titanate) fibers and are stacked to achieve a desired change of the PZT volume fraction through the actuator thickness. The gradation scheme of constituents and material properties are estimated by parabolic and power functions. Numerical simulations are performed to recognize the influence of the applied random excitations and the actuator properties gradations on the characteristics of the stochastic field of active plate deflection i.e. power spectral density, autocorrelation function and variance.
Źródło:
Archives of Acoustics; 2015, 40, 1; 101-108
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes
Autorzy:
Lenart, Łukasz
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/483321.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
seasonality
almost periodically correlated stochastic processes
subsampling
business cycle
Opis:
This article aims at constructing a new method for testing the statistical significance of seasonal fluctuations for non-stationary processes. The constructed test is based on a method of subsampling and on the spectral theory of Almost Periodically Correlated (APC) time series. In the article we consider an equation of a nonstationary process, containing a component which includes seasonal fluctuations and business cycle fluctuations, both described by an almost periodic function. We build subsampling test justifying the significance of frequencies obtained from the Fourier representation of the unconditional expectation of the process. The empirical usefulness of the constructed test is examined for selected macroeconomic data. The article studies survey indicators of economic climate in industry, retail trade and consumption for European countries.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2013, 5, 2; 85-102
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian Analysis of Exogeneity in Models with Latent Variables
Autorzy:
Pajor, Anna
Powiązania:
https://bibliotekanauki.pl/articles/483331.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
exogeneity
Bayesian cuts
latent variables
non-causality
stochastic volatility
Opis:
This paper presents some new results on exogeneity in models with latent variables. The concept of exogeneity is extended to the class of models with latent variables, in which a subset of parameters and latent variables is of interest. Exogeneity is discussed from the Bayesian point of view. We propose sufficient weak and strong exogeneity conditions in the vector error correction model (VECM) with stochastic volatility (SV) disturbances. Finally, an empirical illustration based on the VECM-SV model for the daily growth rates of two main official Polish exchange rates: USD/PLN and EUR/PLN, as well as EUR/USD from the international Forex market is presented. The exogeneity of the EUR/USD rate is examined. The strong exogeneity hypothesis of the EUR/USD rate is not rejected by the data.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2011, 3, 2; 49-73
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms
Autorzy:
Marzec, Jerzy
Pisulewski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/2076428.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic frontier analysis
dairy farms
Bayesian approach
panel data
Opis:
The main aim of this paper is to analyse the effect of Common Agricultural Policy (CAP) subsidies on technical efficiency of Polish dairy farms. We have distinguished several types of subsidies and provided an analysis to find out which types are most likely to engender systematic differences in technical efficiency. A balanced panel of microeconomic data on Polish dairy farms over an eight-year period (between 2004 and 2011), taken from the Farm Accountancy Data Network (FADN), is used. The translog production function is estimated by employing the Bayesian approach. The empirical results show that the elasticity of production with respect to livestock is the highest, whereas with respect to feed is the lowest. The mean technical efficiency in the covered period is 83%. The research reveals the negative effect of subsidies on technical efficiency.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2017, 3; 243-273
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A two-stage stochastic programming approach for production planning system with seasonal demand
Autorzy:
Mahmoud, Asmaa A.
Aly, Mohamed F.
Mohib, Ahmed M.
Afefy, Islam H.
Powiązania:
https://bibliotekanauki.pl/articles/952860.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
process manufacturing system
two-stage stochastic programming
sampling average approximation
Opis:
Seasonality is a function of a time series in which the data experiences regular and predictable changes that repeat each calendar year. Two-stage stochastic programming model for real industrial systems at the case of a seasonal demand is presented. Sampling average approximation (SAA) method was applied to solve a stochastic model which gave a productive structure for distinguishing and statistically testing a different production plan. Lingo tool is developed to obtain the optimal solution for the proposed model which is validated by Math works Matlab. The actual data of the industrial system; from the General Manufacturing Company, was applied to examine the proposed model. Seasonal future demand is then estimated using the multiplicative seasonal method, the effect of seasonality was presented and discussed. One might say that the proposed model is viewed as a moderately accurate tool for industrial systems in case of seasonal demand. The current research may be considered a significant tool in case of seasonal demand. To illustrate the applicability of the proposed model a numerical example is solved using the proposed technique. ANOVA analysis is applied using MINITAB 17 statistical software to validate the obtained results.
Źródło:
Management and Production Engineering Review; 2020, 11, 1; 31--42
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The effect of the safety stock on the occurrence probability of the stock shortage
Autorzy:
Korponai, J.
Tóth, Á. B.
Illés, B.
Powiązania:
https://bibliotekanauki.pl/articles/406863.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
demand changes
safety stock
service level
shortage
stochastic
supply accuracy
Opis:
The objective of the logistics management is to guarantee the stock level required for the adequate handling of production at the lowest possible level of costs and risks. The main purpose of the paper is to present the relations between stock level and risk of shortages. As a result of the research, the introduction of the safety stock is the solution to cover the effects of the uncertain factors in the supply chain. The theoretical approach of the model assumes a deterministic operational environment, in practice, however, there are several unpredictable factors influencing the operation of the production company. By using the periodic and continuous review models, the paper presents the effects of demand changes and stochastic length of replenishment time on the risk of stock availability. We need to quantify a service level which determines the accepted probability of the shortage occurrence.
Źródło:
Management and Production Engineering Review; 2017, 8, 1; 69-77
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On constrained stochastic controllability of dynamical systems with multiple delays in control
Autorzy:
Sikora, B.
Klamka, J.
Powiązania:
https://bibliotekanauki.pl/articles/201346.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
controllability
multiple delays in control
constrained stochastic controllability
supporting function
Opis:
Linear, continuous stochastic dynamical systems with multiple delays in control are studied in the paper. Their relative stochastic controllability with constrained control is discussed. The definitions of various type of constrained relative and absolute stochastic controllability for linear systems with delays in control are introduced. Criteria of relative and absolute stochastic controllability with constrained control are established. Constraints on control values are considered. Mutual implications between constrained relative stochastic controllability of systems with and without delays are studied as well as implications between constrained relative and absolute stochastic controllability of systems with delay in control.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2012, 60, 2; 301-305
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The LQG homing problem for a Wiener process with random infinitesimal parameters
Autorzy:
Lefebvre, Mario
Moutassim, Abderrazak
Powiązania:
https://bibliotekanauki.pl/articles/229262.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic optimal control
first-passage time
dynamic programming
Brownian motion
Opis:
The problem of optimally controlling a Wiener process until it leaves an interval (a, b) for the first time is considered in the case when the infinitesimal parameters of the process are random. When a = -∞, the exact optimal control is derived by solving the appropriate system of differential equations, whereas a very precise approximate solution in the form of a polynomial is obtained in the two-barrier case.
Źródło:
Archives of Control Sciences; 2019, 29, 3; 413-422
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland
Autorzy:
Makieła, Kamil
Powiązania:
https://bibliotekanauki.pl/articles/2076602.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic frontier analysis
Bayesian inference
productivity analysis
economic growth decomposition
Opis:
The paper discusses Bayesian productivity analysis of 27 EU Member States, USA, Japan and Switzerland. Bayesian Stochastic Frontier Analysis and a twostage structural decomposition of output growth are used to trace sources of output growth. This allows us to separate the impacts of capital accumulation, labour growth, technical progress and technical efficiency change on economic development. Since estimates of the growth components are conditioned upon model parameterisation and the underlying assumptions, a number of possible specifications are considered. The best model for decomposing output growth is chosen based on the highest marginal data density, which is calculated using adjusted harmonic mean estimator
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 3; 193-216
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 57

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