نتایج جستجو برای: recursive utility
تعداد نتایج: 167377 فیلتر نتایج به سال:
drought is random and nonlinear phenomenon and using linear stochastic models, nonlinear artificial neural network and hybrid models is advantaged for drought forecasting. this paper presents the performances of autoregressive integrated moving average (arima), direct multi-step neural network (dmsnn), recursive multi-step neural network (rmsnn), hybrid stochastic neural network of directive ap...
Load forecasting allows for the utilities to plan their operations to serve their customers with more reliable and economical electric power. With the developments in computer and information technology new techniques to accurately forecast power system loading are emerging. This research culminates in development of modified algorithms for short-term load forecasting (STLF) of a utility grade ...
The objective of this note is to understand the implications for consumption and portfolio choice of the separation of an investor’s risk aversion and elasticity of intertemporal substitution that is made possible by recursive utility, in contrast to expected utility where the two are dictated by the same parameter. In particular, we study whether the optimal dynamic consumption and portfolio d...
When intelligent agents who have different knowledge and capabilities must work together, they must communicate the right information to coordinate their actions. Developing techniques for deciding what to communicate, however, is problematic, because it requires an agent to have a model of a message recipient and to infer the impact of a message on the recipient based on that model. We have de...
This paper explicitly solves, in closed form, the optimal consumption and portfolio choice for an ambiguity averse investor in a Merton-type two assets economy where a risk premium follows a mean-reverting process. The investor’s preferences are represented by the recursive multiple priors utility model developed by Chen and Epstein (2002). The investor’s utility depends on both intermediate co...
in this paper, using generalized {polya} urn models we find the expected value of the size of a branch in recursive $k$-ary trees. we also find the expectation of the number of nodes of a given outdegree in a branch of such trees.
In this paper, a new structure for image encryption using recursive cellular automatais presented. The image encryption contains three recursive cellular automata in three steps, individually. At the first step, the image is blocked and the pixels are substituted. In the next step, pixels are scrambledby the second cellular automata and at the last step, the blocks are attachedtogether and the ...
This paper focuses on the tracking and synchronization problems of hyperchaotic systems based on active backstepping method. The method consists of a recursive approach that interlaces the choice of a Lyapunov function with the design of feedback control. First, a nonlinear recursive active backstepping control vector is designed to track any desired trajectory in hyperchaotic Wang system. Furt...
The problem of how to merge, by means of a function, a family of metrics into a single one was studied deeply by J. Borsík and J. Doboš [On a product of metric spaces, Math. Slovaca 31 (1981) 193–205]. Motivated by the utility of quasi-metrics in Computer Science, the Borsík and Doboš study was extended to the quasi-metric context in such a way that a general description of how to combine throu...
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