Temat: optimum - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Critical points for vector-valued functions
Autorzy:: Lucchetti, R.
Revalski, J.
Thera, M.
Powiązania:: https://bibliotekanauki.pl/articles/206081.pdf
Data publikacji:: 2002
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: nachylenie słabe
optimum Pareto
punkt krytyczny
critical point
mountain pass theorem
Palais-Smale condition
Pareto optimum
weak slope
Opis:: This paper contains a mountain pass theorem for continuous mappings, defined on a complete metric space and taking values in a real Banach space, ordered by a closed convex cone. We use the concept of critical point introduced by Degiovanni, Lucchetti and Ribarska, and we furnish a variant of their result, allowing for a localization both of the critical point and of the critical value.
Źródło:: Control and Cybernetics; 2002, 31, 3; 545-555
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Two factors utility approach
Autorzy:: Kulikowski, R.
Powiązania:: https://bibliotekanauki.pl/articles/206747.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: optymalizacja
expected return
investment allocation
optimum investment strategies
portfolio optimization
portfolio variance
risk aversion
utility function
worse case return
Opis:: This paper deals with optimization of portfolios composed of securities (equities). The drawbacks of existing methodologies, based on a single factor utility function, are indicated. The two-factor utility function introduced takes into account the expected excess return and expected worst case return (both in monetary units). Assuming that utility is "risk averse" and "constant returns to scale", a theorem on existence of optimum strategy of investments is proven. The optimum strategy is derived in an explicit form. A numerical example is also given.
Źródło:: Control and Cybernetics; 1998, 27, 3; 417-428
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Shape optimization of a loudspeaker diaphragm with respect to soun directivity properties
Autorzy:: Christensen, S.
Olhoff, N.
Powiązania:: https://bibliotekanauki.pl/articles/206828.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: akustyka
metoda elementów brzegowych
metoda elementów skończonych
acoustics
boundary element method
finite element method
loudspeaker sound directivity
optimum design
Opis:: This paper presents a novel method for optimizing the directivity of the sound emission from the diaphragm of an electro dynamic loudspeaker. The analysis of the diaphragm is performed by finite element analysis of the structural dynamic behaviour and using the boundary element method for the acoustic analysis. Through optimization of a dead mass distribution on the diaphragm, or of the shape of the mid-surface of the diaphragm, it has been possible to improve its directivity properties for sound emission. Several illustrative examples are presented at the end of the paper.
Źródło:: Control and Cybernetics; 1998, 27, 2; 177-198
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: Portfolio optimization - two rules approach
Autorzy:: Kulikowski, R.
Powiązania:: https://bibliotekanauki.pl/articles/206858.pdf
Data publikacji:: 1998
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: optymalizacja
optymalizacja portfela
expected return
investment allocation
optimum investment strategies
portfolio optimization
portfolio variance
risk aversion
utility function
worse case return
Opis:: The new approach to the portfolio optimization, based on the concept of two-factor utility function, is proposed. The first factor describes the expected average profit, while the second - the worse case profit. Then, two rules enabling one to compose an optimum portfolio are formulated. The first rule determines the level of acceptance for all assets with given risk/return ratio. The second rule enables one to allocate the investment fund among all the accepted assets. The methodology proposed does not require to specify the individual utility function in an explicit form. It can be used to optimize portfolios composed of equities as well as bond and other securities, using a passive or - active management strategy.
Źródło:: Control and Cybernetics; 1998, 27, 3; 429-446
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 5.

Tytuł:: Stability and accuracy functions in multicriteria combinatorial optimization problem with [Sigma]-MINMAX and [Sigma]-MINMIN partial criteria
Autorzy:: Libura, M.
Nikulin, Y.
Powiązania:: https://bibliotekanauki.pl/articles/970484.pdf
Data publikacji:: 2004
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: wielokryterialna optymalizacja kombinatoryczna
analiza wrażliwości
funkcje stabilności i dokładności
optimum Pareto i leksykograficzne
multicriteria combinatorial optimization
sensitivity analysis
stability and accuracy functions
Pareto and lexicographic optima
Opis:: We consider a vector generic combinatorial optimization problem in which initial coefficients of objective functions are subject to perturbations. For Pareto and lexicographic principles of efficiency we introduce appropriate measures of quality of a given feasible solution from the point of view of its stability. These measures correspond to so-called stability and accuracy functions denned earlier for scalar optimization problems. Then we study properties of such functions and calculate the maximal norms of perturbations for which an efficient solution preserves the efficiency.
Źródło:: Control and Cybernetics; 2004, 33, 3; 511-524
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 6.

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

Informacja