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    Wyświetlanie 1-5 z 5
    Tytuł:
    Optimization of operative decisions ; computer analysis
    Autorzy:
    Malinowski, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/205746.pdf
    Data publikacji:
    2000
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    analiza komputerowa
    optymalizacja
    symulacja komputerowa
    teoria decyzji
    teoria gier
    teoria systemów
    computer analysis
    computer simulation
    forecast
    management
    operative control
    operative decisions
    optimization
    Opis:
    When entering the age of ubiquitous computing we observe a rapidly increasing number of applications in which - in real time - operative (control or management) decisions are made based on optimization. To implement repetitive optimization of these decisions we need to use process models, models or directly available forecasts of free, uncontrolled, inputs, methods for state and parameter estimation, model adaptation techniques, and, finally, suitable optimization techniques. Analysis and validation of such optimization based systems require - prior to actual real-life implementation - the carefully planned and performed computer experiments. Theoretical methods are always welcome to assist in this analysis - if possible - but it is mainly the computer based simulation experiment which allows us to investigate, verify and tune a complicated decision mechanism and then control system as a whole before this system is authorized to be put to real-life test. Success in design of a system with on-line computed optimization-based operative decisions is therefore dependent upon many factors, in particular - on having good models, efficient and reliable optimization techniques, good software tools for computer based simulation and on proper, real-life-like conditions under which the computer experiments are performed. These key issues concerning development of such control systems are discussed in this paper.
    Źródło:
    Control and Cybernetics; 2000, 29, 1; 257-274
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Neural methods of knowledge extraction
    Autorzy:
    Duch, W.
    Adamczak, R.
    Grąbczewski, K.
    Jankowski, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/206250.pdf
    Data publikacji:
    2000
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    diagnostyka medyczna
    optymalizacja
    reguła logiczna
    reguła rozmyta
    wspomaganie decyzji
    data mining
    decision support
    fuzzy rules
    logical rules
    medical diagnosis
    optimization
    Opis:
    Contrary to the common opinion, neural networks may be used for knowledge extraction. Recently, a new methodology of logical rule extraction, optimization and application of rule-based systems has been described. C-MLP2LN algorithm, based on constrained multilayer perceptron network, is described here in details and the dynamics of a transition from neural to logical system illustrated. The algorithm handles real-valued features, determining appropriate linguistic variables or membership functions as a part of the rule extraction process. Initial rules are optimized by exploring the accuracy/simplicity tradeoff at the rule extraction stage and the one between reliability of rules and rejection rate at the optimization stage. Gaussian uncertainties of measurements are assumed during application of crisp logical rules, leading to "soft trapezoidal" membership functions and allowing to optimize the linguistic variables using gradient procedures. Comments are made on application of neural networks to knowledge discovery in the benchmark and real life problems.
    Źródło:
    Control and Cybernetics; 2000, 29, 4; 997-1017
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Dynamic asset allocation under uncertainty for pension fund management
    Autorzy:
    Pflug, G.
    Świętanowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/205561.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    model finansowy
    optymalizacja stochastyczna
    podejmowanie decyzji
    procesy Markowa
    asset liability management
    financial modeling
    investment
    pension fund management
    portfolio
    risk management
    stochastic dynamic optimization
    Opis:
    Decision making in managing the asset and liability structure of a pension fund can be supported by stochastic dynamic optimization. We discuss our model, which is based on data analysis and forecast for the asset-side as well as a simulation model for the liability side. The core of our decision support system consists of the following building blocks : a set of securities, a pricing module based on a multifactor Markov model to derive expected returns of securities, a simulation-based model for liabilities, a carefully chosen objective function suitable for the pension fund and a stochastic optimization problem solver. We consider the use of different objectives in the model and decomposition techniques to solve the stochastic portfolio optimization problem. Our final goal is to design an efficient parallel implementation.
    Źródło:
    Control and Cybernetics; 1999, 28, 4; 755-777
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Application of modern portfolio theory to the Russian state bond market
    Autorzy:
    Pervozvanskij, A.
    Barinov, V.
    Kozlova, O.
    Powiązania:
    https://bibliotekanauki.pl/articles/206658.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    optymalizacja
    teoria decyzji
    forecasting
    forecasting errors
    forecasting theory
    investment
    portfolio optimization
    Russian state bond market
    statistical indices
    time series
    Opis:
    The behaviour of the Russian state bond market is analyzed. Attention is mainly paid to short-term fluctuations and efficiency of short-term investments. Analysis of return time series has shown that there exists a significant autocorrelation, and that distribution of random fluctuations is non-Gaussian. It predetermines a choice of forecasting schemes. The most efficient ones appear to be non-linear. The efficiency was checked not only by the traditional statistical indices by direct numerical experiments where various types of predictors were used as basic elements of decision rules. The decision algorithms have included the solution to the modified optimal portfolio problem where the forecasts were used as expected returns and the covariance matrix was estimated via forecasting errors.
    Źródło:
    Control and Cybernetics; 1999, 28, 4; 799-810
    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 1-5 z 5

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