Sökning: "Stochastic optimization"

Visar resultat 11 - 15 av 171 avhandlingar innehållade orden Stochastic optimization.

  1. 11. Stochastic optimization of structural topology

    Författare :Anton Evgrafov; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 12. Analysis of Lateral Transshipments in Inventory Systems

    Författare :Stefan Vidgren; Produktionsekonomi; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Queueing theory; Inventory control; Stochastic; Lateral transshipments; Optimization;

    Sammanfattning : This thesis is based on two scientific papers. In these papers we study how one can approximate the inventory level of probabilities and the transshipment rates for inventory systems that apply lateral transshipment policies. LÄS MER

  4. 13. Modeling and Model Reduction by Analytic Interpolation and Optimization

    Författare :Giovanna Fanizza; Anders Lindquist; György Michaletzky; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Analytic Interpolation theory with a degree constraint; rational covariance extension problem; spectral estimation; model reduction; optimization; passive system; Optimization; systems theory; Optimeringslära; systemteori;

    Sammanfattning : This thesis consists of six papers. The main topic of all these papers is modeling a class of linear time-invariant systems. The system class is parameterized in the context of interpolation theory with a degree constraint. LÄS MER

  5. 14. Coordinated MultiPoint Transmission with Incomplete Information

    Författare :Tilak Rajesh Lakshmana; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; scheduling; precoding; coordinated multipoint; joint transmission; backhauling; particle swarm optimization; decentralized; stochastic optimization; convex optimization; efficient backhauling; centralized;

    Sammanfattning : The demand for higher data rates and efficient use of various resources has been an unquenchable thirst across different generations of cellular systems, and it continues to be so. Aggressive reuse of frequency resources in cellular systems gives rise to intercell interference which severely affects the data rate of users at the cell-edge. LÄS MER

  7. 15. Copula-based Portfolio Optimization

    Författare :Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

    Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER