نتایج جستجو برای: Stochastic decomposition
تعداد نتایج: 222019 فیلتر نتایج به سال:
it is known that a stochastic dierential equation (sde) induces two probabilisticobjects, namely a diusion process and a stochastic ow. while the diusion process isdetermined by the innitesimal mean and variance given by the coecients of the sde,this is not the case for the stochastic ow induced by the sde. in order to characterize thestochastic ow uniquely the innitesimal covariance give...
Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved. Uniqueness and converg...
in today’s competitive business environment, the design and management of supply chainnetwork is one of the most important challenges that managers encounter. the supply chain network shouldbe designed for satisfying of customer demands as well as minizing the total system costs. this paper presentsa multi-period multi-stage supply chain network design problem under demand uncertainty. the prob...
It is known that a stochastic differential equation (SDE) induces two probabilistic objects, namely a difusion process and a stochastic flow. While the diffusion process is determined by the innitesimal mean and variance given by the coefficients of the SDE, this is not the case for the stochastic flow induced by the SDE. In order to characterize the stochastic flow uniquely the innitesimal cov...
In this paper, a comprehensive mathematical model for designing an electric power supply chain network via considering preventive maintenance under risk of network failures is proposed. The risk of capacity disruption of the distribution network is handled via using a two-stage stochastic programming as a framework for modeling the optimization problem. An applied method of planning for the net...
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