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Split of an Optimization Variable in Game Theory

R. AboulaichA. HabbalN. Moussaid — 2010

Mathematical Modelling of Natural Phenomena

In the present paper, a general multiobjective optimization problem is stated as a Nash game. In the nonrestrictive case of two objectives, we address the problem of the splitting of the design variable between the two players. The so-called territory splitting problem is solved by means of an allocative approach. We propose two algorithms in order to find fair allocation tables

The Mean-Variance-CVaR model for Portfolio Optimization Modeling using a Multi-Objective Approach Based on a Hybrid Method

R. AboulaichR. EllaiaS. El Moumen — 2010

Mathematical Modelling of Natural Phenomena

In this paper we present a new hybrid method, called SASP method. We propose the hybridization of two methods, the simulated annealing (SA), which belong to the class of global optimization based on the principles of thermodynamics, and the descent method were we estimate the gradient using the simultaneous perturbation. This hybrid method gives better results. We use the Normal Boundary Intersection approach (NBI) based on the SASP method to solve...

A Nonlinear Parabolic Model in Processing of Medical Image

R. AboulaichS. BoujenaE. El Guarmah — 2008

Mathematical Modelling of Natural Phenomena

The image's restoration is an essential step in medical imaging. Several Filters are developped to remove noise, the most interesting are filters who permits to denoise the image preserving semantically important structures. One class of recent adaptive denoising methods is the nonlinear Partial Differential Equations who knows currently a significant success. This work deals with mathematical study for a proposed nonlinear evolution partial differential equation for image processing. The existence...

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