Sökning: "Adaptive Stochastic Control"

Visar resultat 11 - 15 av 18 avhandlingar innehållade orden Adaptive Stochastic Control.

  1. 11. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations

    Författare :Håkon Hoel; Anders Szepessy; Ola Hössjer; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Coarse graining; Monte Carlo Methods; Stochastic processes; Numerical analysis; Numerisk analys;

    Sammanfattning : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. LÄS MER

  2. 12. IMPROVING DIFFERENTIAL EVOLUTION WITH ADAPTIVE AND LOCAL SEARCH METHODS

    Författare :Miguel Leon; Ning Xiong; Peter Funk; Yigen Zenlander; Kristian Sandström; Mälardalens högskola; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Differential Evolution; Adaptation; Memetic algorithm; Evolutionary Algorithm; Computer Science; datavetenskap;

    Sammanfattning : Differential Evolution (DE) is a population-based algorithm that belongs to the Evolutionary algorithm family. During recent years, DE has become a popular algorithm in optimization due to its strength solving different types of optimization problems and due to its easy usage and implementation. LÄS MER

  3. 13. Accurate Finite Difference Methods for Option Pricing

    Författare :Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

    Sammanfattning : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. LÄS MER

  4. 14. Noise improves cognitive performance in children with dysfunctional neurotransmission

    Författare :Göran Söderlund; Sverker Sikström; Lars-Göran Nilsson; Edmund Sonuga-Barke; Stockholms universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; ADHD; noise; stochastic resonance; dopamine; episodic memory; model; brain arousal; SPT; cognitive performance; children; Psychology; Psykologi; psykologi; Psychology;

    Sammanfattning : Research on children with Attention Deficit Hyperactivity Disorder (ADHD) has shown that they are extremely sensitive to distraction from external stimuli that lead to poor cognitive performance. This thesis shows that cognitive performance can be improved if this external stimulus is smooth and continuous (e.g. auditory white noise). LÄS MER

  5. 15. Performance Analysis and Optimization via Simulation

    Författare :Anders Svensson; Institutionen för informatik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; simulation; performance analysis; load sharing; mathematical model formalism; real-time control; design; Telecommunication engineering; modular optimization; circuit switched networks; Telekommunikationsteknik;

    Sammanfattning : A large amount of scientific work has been carried out to enhance the methods used for design and control of technical systems. For many of these systems, the main objective is to utilize the limited resources in an optimal way. Different simulation techniques have, in many cases, been successfully applied to the analysis. LÄS MER