Autor: Kulikowski, R. - Katalog OPAC zbiorów

Skocz do pozycji: 1.

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

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:: 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: 4.

Tytuł:: Information pricing for portfolio optimization
Autorzy:: Banek, T.
Kulikowski, R.
Powiązania:: https://bibliotekanauki.pl/articles/970590.pdf
Data publikacji:: 2003
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: wartość informacji
martyngał
optymalizacja portfela inwestycyjnego
value of information
martingale
portfolio optimization
Opis:: We consider the following problem: is there a rational or fair price for the reports made by analysts, experts, investor advisers concerning the rate of return (RR) of investments? We define the notion of the value of information included in the family of probability distributions of the RR. Next, we illustrate this notion for a linear-quadratic utility function.
Źródło:: Control and Cybernetics; 2003, 32, 4; 867-882
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 5.

Tytuł:: Predictive and look-up table control methods of a three-level AC-DC converter under distorted grid voltage
Autorzy:: Falkowski, P.
Kulikowski, K.
Grodzki, R.
Powiązania:: https://bibliotekanauki.pl/articles/201956.pdf
Data publikacji:: 2017
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:: three-level AC/DC converter
direct power control
finite contol set model predictive control
lookup table method
AC/DC
trzypoziomowy konwerter AC/DC
Opis:: Power electronic three-level AC-DC converters connecting a utility grid with DC supplies are widely used in renewable energy sources. For such distributed systems, the quality of energy is very important. Hence, control algorithms of an AC-DC converter have to provide not only a sinusoidal shape of grid current, but also stable operation during transient states in the grid, e.g. voltage dips or voltage unbalance. This paper deals with the problem of robustness of AC-DC control methods under disturbed grid voltage. Three modern predictive control algorithms are presented and investigated under grid voltage distortions. Experimental results from a laboratory test setup illustrating properties of the described methods are shown.
Źródło:: Bulletin of the Polish Academy of Sciences. Technical Sciences; 2017, 65, 5; 609-618
0239-7528
Pojawia się w:: Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:: Biblioteka Nauki

Artykuł

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