نتایج جستجو برای: simulation optimization approach

تعداد نتایج: 1965560  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

Nouredin Parandin Somayeh Ezadi

In this paper, we introduce a hybrid approach based on neural network and optimization teqnique to solve ordinary differential equation. In proposed model we use heyperbolic secont transformation function in hiden layer of neural network part and bfgs teqnique in optimization part. In comparison with existing similar neural networks proposed model provides solutions with high accuracy. Numerica...

B. Dizangian , M. R Ghasemi,

A Reliability-Based Design Optimization (RBDO) framework is presented that accounts for stochastic variations in structural parameters and operating conditions. The reliability index calculation is itself an iterative process, potentially employing an optimization technique to find the shortest distance from the origin to the limit-state boundary in a standard normal space. Monte Carlo simulati...

Journal: :Journal of Computing in Civil Engineering 2004

This study concerns numerical simulation, modeling and optimization of aerodynamic stall control using a synthetic jet actuator. Thenumerical simulation was carried out by a large-eddy simulation that employs a RNG-based model as the subgrid-scale model. The flow around a NACA0015 airfoil, including a synthetic jet located at 10 % of the chord, is studied under Reynolds number Re = 12.7 × 106 a...

Journal: :International Journal of Advanced Computer Science and Applications 2017

Journal: :Informs Journal on Computing 2022

A quantile is a popular performance measure for stochastic system to evaluate its variability and risk. To reduce the risk, selecting actions that minimize tail quantiles of some loss distributions typically interest decision makers. When distribution observed via simulations, evaluating optimizing can be challenging, especially when simulations are expensive as it may cost large number simulat...

Journal: :مدیریت زنجیره تأمین 0
علیرضا منیری پیمان خانجانی صدیق رئیسی

always allocate man - machine is considered as one of the main concerns of operation planners. utilize an appropriate using of workforce in situations that the operation is dependent on the capabilities of the workforce, can lead to improve the systems efficiency and productivity indicators. since these issues, categories in np-hard problems, so optimization and solving the mathematical model o...

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