نتایج جستجو برای: stochastic approach

تعداد نتایج: 1391179  

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...

Journal: :J. Applied Mathematics 2013
Chunmei Zhang Wenxue Li Ke Wang

Wemake the first attempt to discuss stability and boundedness of solutions to stochastic Volterra integrodifferential equations with infinite delay (IDSVIDEs). By the Lyapunov-Krasovskii functional approach, we get kinds of sufficient criteria for stability and boundedness of solutions to IDSVIDEs. The main innovation here is that stochastic systems with infinite delay can retain stability and ...

Journal: :international journal of transportation engineereing 2014
amir reza mamdoohi mahmoud saffarzadeh siavash shojaat

existence of capacity drop phenomenon, as the difference between pre-queue and queue discharge flow rates, has been one of the controversial concepts of traffic engineering. several researches have focused on capacity drop existence and also its estimation issues. this paper aims to estimate capacity drop based not only on a comparison between breakdown and queue discharge flow rates, but also ...

Journal: :مرتع و آبخیزداری 0
ام البنین بذرافشان استادیار دانشکدة منابع طبیعی دانشگاه هرمزگان علی سلاجقه دانشیار دانشکدة کشاورزی و منابع طبیعی دانشگاه تهران احمد فاتحی مرج استادیار مرکز تحقیقات کم آبی و خشک سالی در کشاورزی و منابع طبیعی، تهران محمد مهدوی استاد دانشکدة کشاورزی و منابع طبیعی دانشگاه تهران جواد بذرافشان استادیار دانشکدة کشاورزی و منابع طبیعی دانشگاه تهران سمیه حجابی دانشجوی دکتری دانشکدة کشاورزی و منابع طبیعی دانشگاه تهران

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...

In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...

Journal: :international journal of industrial engineering and productional research- 0
s. g. jalali naini m. b. aryanezhad a. jabbarzadeh h. babaei

this paper studies a maintenance policy for a system composed of two components, which are subject to continuous deterioration and consequently stochastic failure. the failure of each component results in the failure of the system. the components are inspected periodically and their deterioration degrees are monitored. the components can be maintained using different maintenance actions (repair...

Journal: :International Astronomical Union Colloquium 1980

Hamidreza Rezaei, Mahdi Bashiri,

In this paper, we propose an extended relocation model for warehouses configuration in a supply chain network, in which uncertainty is associated to operational costs, production capacity and demands whereas, existing researches in this area are often restricted to deterministic environments. In real cases, we usually deal with stochastic parameters and this point justifies why the relocation m...

A. Jabbarzadeh , H. Babaei , M. B. Aryanezhad, S. G. Jalali Naini ,

This paper studies a maintenance policy for a system composed of two components, which are subject to continuous deterioration and consequently stochastic failure. The failure of each component results in the failure of the system. The components are inspected periodically and their deterioration degrees are monitored. The components can be maintained using different maintenance actions (repair...

Journal: :international journal of data envelopment analysis 2015
hamid sharafi mohsen rostamy-malkhalifeh alireza salehi mohammad izadikhah

on account of the existence of uncertainty, dea occasionally faces the situation of imprecise data, especially when a set of dmus include missing data, ordinal data, interval data, stochastic data, or fuzzy data. therefore, how to evaluate the efficiency of a set of dmus in interval environments is a problem worth studying. in this paper, we discussed the new method for evaluation and ranking i...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید