Parameter Estimation in Linear Regression Models With Stationary Arma(p,q)-Errors Using Automatic Differentiation
Partially clairvoyant scheduling for aggregate constraints.
Periodic coordination in hierarchical air defence systems
The subject of this work is the defence planning of a point target against an air attack. The defence system is decomposed into a number of sectors. A direct method of coordination is used at the upper level, while the sectors use a discrete-time event-based model and the description of uncertainty by multiple scenarios of an attack. The resulting problems are solved using linear programming. A comparison of two coordination strategies for realistic attack scenarios and an analysis of effectiveness...
Piece-wise optimal control in transport allocation problem
Piecewise-polynomial signal segmentation using convex optimization
A method is presented for segmenting one-dimensional signal whose independent segments are modeled as polynomials, and which is corrupted by additive noise. The method is based on sparse modeling, the main part is formulated as a convex optimization problem and is solved by a proximal splitting algorithm. We perform experiments on simulated and real data and show that the method is capable of reliably finding breakpoints in the signal, but requires careful tuning of the regularization parameters...
Placement de tâches dans un système distribué et dualité lagrangienne
Planificación multinivel con limitaciones de capacidad.
Este trabajo estudia el problema de la planificación de la producción en sistemas de fabricación multinivel, con un cuello de botella. El problema se ha abordado mediante una aproximación heurística, resolviendo el problema resultante empleando el método primal dual. El trabajo incluye un algoritmo para la selección sucesiva de los precios de los recursos que garanticen una mejora monótona hacia la solución óptima.
Planification à moyen terme de la production d'un satellite défilant et ensembles stables
Portfolio optimization for pension plans under hybrid stochastic and local volatility
Based upon an observation that it is too restrictive to assume a definite correlation of the underlying asset price and its volatility, we use a hybrid model of the constant elasticity of variance and stochastic volatility to study a portfolio optimization problem for pension plans. By using asymptotic analysis, we derive a correction to the optimal strategy for the constant elasticity of variance model and subsequently the fine structure of the corrected optimal strategy is revealed. The result...
Pravděpodobnostní model spontánní vzruchové aktivity neuronu
Preface to the special issue on ''Theoretical and numerical aspects of optimal control''
Problemas de decisión en incertidumbre parcial bajo hipótesis de monotonías.
Se estudia el problema de decisión (Θ,Δ,ρ) cuando Θ es un intervalo finito de R y el decisor posee información acerca de las probabilidades de una partición de Θ en subintervalos, de la monotonía de las f.d.d. en dichos intervalos y de algunas restricciones sobre los momentos de la distribución y ciertos generalizadores de éstas dentro de este contexto.
Problemas de óptimo que relacionan la información de Kullback y el conjunto de riesgos de Neyman-Pearson.
Consideramos la conexión que existe entre la información de Kullback y los tests admisibles óptimos en el conjunto de riesgos de Neyman-Pearson, usando para ello el estudio de problemas de programación matemática de tipo infinito. Se obtienen resultados que caracterizan un subconjunto de soluciones Bayes como consecuencia del conocimiento de la información, así como una medida de discriminación entre hipótesis para el conjunto de riesgos.
Proč řešit graficky úlohy lineárního programování
At universities focused on economy, Operation Research topics are usually included in the study plan, including solving of Linear Programming problems. A universal tool for their algebraic solution is (numerically difficult) Simplex Algorithm, for which it is necessary to know at least the fundamental of Matrix Algebra. To illustrate this method of solving LP problems and to discuss all types of results, it seems to be very convenient to include a chapter about graphic solutions to LP problems....
Procédure de répartition optimale, pour le métro, à un horizon fixé, de l'énergie électrique
Programmation linéaire et comptabilité analytique
Programmazione matematica e classificazione
Programme stochastique pour les plans hommes-machines à moyen terme