نتایج جستجو برای: probabilistic risky programming model

تعداد نتایج: 2382132  

Journal: :journal of industrial engineering, international 2011
s gupta p.c tewari a.k sharma

the present paper deals with development of a simulation model for the performance evaluation of feed water system of a thermal power plant using markov birth-death process and probabilistic approach. in present paper, the feed water system consists of four subsystems. after drawing transition diagram for feed water system, differential equations are developed and then solved recursively using ...

2002
Donna Brennan

Farmers in developing countries have limited opportunities for borrowing to even out variability associated with risky farm income, but they can save. A dynamic programming model of savings is presented in the current paper which examines optimal savings strategies for farmers, using a case study of integrated rice-shrimp farms in Vietnam. It is shown that when savings are accounted for, the ex...

2015
Giacomo Grassi Stefano Pallanti Lorenzo Righi Martijn Figee Mariska Mantione Damiaan Denys Daniele Piccagliani Alessandro Rossi Paolo Stratta

BACKGROUND AND AIMS Recent studies have challenged the anxiety-avoidance model of obsessive-compulsive disorder (OCD), linking OCD to impulsivity, risky-decision-making and reward-system dysfunction, which can also be found in addiction and might support the conceptualization of OCD as a behavioral addiction. Here, we conducted an exploratory investigation of the behavioral addiction model of O...

Journal: :Journal of Mathematical Analysis and Applications 1967

Journal: :PeerJ Computer Science 2016
John Salvatier Thomas V. Wiecki Christopher Fonnesbeck

Probabilistic programming allows for automatic Bayesian inference on user-defined probabilistic models. Recent advances in Markov chain Monte Carlo (MCMC) sampling allow inference on increasingly complexmodels. This class ofMCMC, known as Hamiltonian Monte Carlo, requires gradient information which is often not readily available. PyMC3 is a new open source probabilistic programming framework wr...

2015
Calin-Rares Turliuc Luke Dickens Alessandra Russo Krysia Broda

Probabilistic logic programming has traditionally focused on languages where probabilities or weights are specified or inferred directly, rather than through Bayesian priors. To address this limitation, we propose a probabilistic logic programming language that bridges the gap between logical and probabilistic inference in categorical models with Dirichlet priors. The language is described in t...

Journal: :Cerebral cortex 2014
Colin M Stopper Emily B Green Stan B Floresco

Separate regions of the orbitofrontal cortex (OFC) have been implicated in mediating different aspects of cost-benefit decision-making in humans and animals. Anatomical and functional imaging studies indicate that the medial (mOFC) and lateral OFC may subserve dissociable functions related to reward and decision-making processes, yet the majority of studies in rodents have focused on the latera...

In this paper, we discuss a multiperiod portfolio selection problem with fuzzy returns. We present a new credibilitic multiperiod mean semi- absolute deviation portfolio selection with some real factors including transaction costs, borrowing constraints, entropy constraints, threshold constraints and risk control. In the proposed model, we quantify the investment return and risk associated with...

2003
Kumara Sastry David E. Goldberg

This paper describes a probabilistic model building genetic programming (PMBGP) developed based on the extended compact genetic algorithm (eCGA). Unlike traditional genetic programming, which use fixed recombination operators, the proposed PMBGA adapts linkages. The proposed algorithms, called the extended compact genetic programming (eCGP) adaptively identifies and exchanges non-overlapping bu...

Efficient portfolio management, has been attractive for financial researchers and was wished for investors from past to now. In this research, a multiperiod portfolio optimization problem for asset liability management of an investor who intends to control the probability of bankrupt is investigated. The proposed portfolio is consisting of number of risky assets, risk free asset and a type of d...

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