Sökning: "Continuous-time Stochastic Systems"

Visar resultat 11 - 15 av 19 avhandlingar innehållade orden Continuous-time Stochastic Systems.

1. 11. Inverse and Forward Approaches for Optimal Control and Estimation in Agent-Based Systems

   Författare :Yibei Li; Xiaoming Hu; Per Enqvist; Bijoy Ghosh; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Autonomous systems; inverse optimal control; system identification; nonlinear systems; formation control; differential game; credit scoring.; Autonoma system; invers optimal styrning; system identifiering; olinjära system; formationsstyrning; differentialspel; kreditvärdering.; Optimeringslära och systemteori; Optimization and Systems Theory;

   Sammanfattning : This dissertation is concerned with three topics within the field of optimal control and estimation in dynamical agent-based systems, with potential applications that meet both engineering and societal needs. Firstly, the inverse optimal control problem is studied. LÄS MER

3. 12. Capacity Constraints in Multi-Stage Production-Inventory Systems : Applying Material Requirments Planning Theory

   Författare :Thi Thu Thuy Huynh; Robert Grubbström; Ludvik Bogataj; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Material Requirements Planning; Laplace transform; Net Present Value; multi-stage multi-level production-inventory planning; Industrial engineering and economy; Industriell teknik och ekonomi;

   Sammanfattning : In this thesis, capacity-constrained aspects of multi-level, multi-stage productionplanning are investigated. The aim has been to extend Material Requirements Planning Theory (MRP Theory) to cover more general problems dealing with capacity constraints, in particular when non-zero lead times are present and the processes take place in continuous time. LÄS MER

4. 13. Performance Analysis of Positive Systems and Optimization Algorithms with Time-delays

   Författare :Hamid Reza Feyzmahdavian; Mikael Johansson; Peter Richtarik; KTH; []
   Nyckelord :Optimization; Delay; Positive system; Asynchronous; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Time-delay dynamical systems are used to model many real-world engineering systems, where the future evolution of a system depends not only on current states but also on the history of states. For this reason, the study of stability and control of time-delay systems is of theoretical and practical importance. LÄS MER

5. 14. Contributions to nonlinear mixed-effects modeling

   Författare :Jacob Leander; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonlinear mixed-effects models; stochastic differential equations; parameter estimation; extended Kalman filter; sensitivity equations; stochastic differential equations;

   Sammanfattning : The topic of this thesis is nonlinear mixed-effects models. A nonlinear mixed-effects model is a hierarchical regression model used to analyze measurements from several individuals simultaneously, which allows sharing of information between similar individuals. LÄS MER

7. 15. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

   Författare :Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

   Sammanfattning : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. LÄS MER