Sökning: "stochastic modeling"

Visar resultat 26 - 30 av 181 avhandlingar innehållade orden stochastic modeling.

1. 26. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

3. 27. Modeling Lateral Transshipments and Perishable Items in Inventory Systems

   Författare :Fredrik Olsson; Produktionsekonomi; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Technological sciences; Teknik; Dynamic programming ; Inventory ; Perishable items ; Lateral transshipments ; Pooling ; Batch ordering ; Optimal policies ; Stochastic ;

   Sammanfattning : This thesis deals with two main areas in the field of stochastic inventory theory; ateral transshipments and perishable items. In the first part of this thesis we give an introduction to the field of inventory theory, and discuss some previous literature connected to the research presented in this thesis. LÄS MER

4. 28. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

   Författare :Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

   Sammanfattning : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. LÄS MER

5. 29. Multiscale Modeling in Systems Biology : Methods and Perspectives

   Författare :Adrien Coulier; Andreas Hellander; Mark Chaplain; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational systems biology; high performance computing; Bayesian inference; stochastic simulation; cell mechanics; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : In the last decades, mathematical and computational models have become ubiquitous to the field of systems biology. Specifically, the multiscale nature of biological processes makes the design and simulation of such models challenging. LÄS MER

7. 30. Opportunistic Networking : Mobility Modeling and Content Distribution

   Författare :Ljubica Pajevic; Gunnar Karlsson; Karin Anna Hummel; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; opportunistic networks; ad hoc networks; mobility modeling;

   Sammanfattning : We have witnessed two main trends in recent years that have shaped the current state of communication networks. First, the Internet was designed with the initial idea to provide remote access to resources in the network; today it is overwhelmingly being used for content distribution. LÄS MER