Wyniki wyszukiwania - BazTech

1

The limit properties diffusion process in a semi-Markov environment

Chabanyuk Y., Rosa W.

Journal of Applied Mathematics and Computational Mechanics

|

2018

|

Vol. 17, nr 1

5--14

EN

In this paper we consider the stochastic diffusion process with semi-Markov switchings in an averaging scheme. We present results and conditions on convergence to the classic diffusion process, in case with semi-Markov process perturbation is uniformly ergodic. We used small parameter scheme to get the main result.

2

Pewne uwagi o aproksymacji stochastycznej krzywych narastania liczby pęknięć drutów lin nośnych wyciągów szybowych

Czaplicki J.

Zeszyty Naukowe. Górnictwo / Politechnika Śląska

|

2007

|

z. 280

241-254

PL

Procesy kumulacji liczby pęknięć drutów lin nośnych wyciągów szybowych charakteryzuje właściwość dość regularnego układania się wartości empirycznych wzdłuż rosnących krzywych, przede wszystkim w początkowej fazie procesu użytkowania lin. Procesy te stały się ostatnio ponownym obiektem badań empiryczno-teoretycznych. Stale istotnym problemem jest zagadnienie jak najlepszego opisu matematycznego danych kopalnianych. Są to zagadnienia z zakresu aproksymacji stochastycznej. W pracy sformułowano zagadnienie wyboru funkcji opisującej dane empiryczne, rozważono warunki szacowania parametrów strukturalnych funkcji oraz przedyskutowano kilka przykładowych, stosowanych funkcji aproksymacyjnych.

EN

Process of wire crack accumulation running during process of exploitation of steel ropes in shaft hoists possesses property of regular arrangement along increasing curves, especially at the primary stage of rope utilization. Taking into account that these processes became again the point of consideration in research works, it is worth to consider the problem how to find the best mathematical description for mine data. The problem belongs to the stochastic approximation scope of consideration. In the paper the problem of selection of function that describe well empirical data was formulated, its mathematical conditions were taken into account and some basic functions usually applied were considered.

3

Simultaneous Perturbation Stochastic Approximation in global optimisation

Patan K.

Prace Naukowe Politechniki Warszawskiej. Elektronika

|

2006

|

z. 156

343-350

EN

The paper deals with global property analysis of the Simultaneous Perturbation Stochastic Approximation algorithm. It spite of the fact that the algorithm uses an estimation of a gradient, a global optimisation property can be achieved by using properly shaped sequence {ck} used for generating trial points. The experiments are performed on a number of test functions showing efficiency of the method. The examined algorithm is also used to train a dynamic neural network. A network under consideration is designed using neuron models with internal dynamice. The identification of an industrial process based on real data shows usefullness of the algorithm.

4

Random approximations in multiobjective programming - with an application to portfolio optimization with shortfall constraints

Vogel S.

Control and Cybernetics

|

1999

|

Vol. 28, no 4

703-724

EN

Decision makers often heave to deal with a programming problem vhere some of the quantities are unknown. They will usually estimate these quantities and solve the problem as it then appears - the "approximate problem". Thus, there is a need to establish conditions which will ensure that the solutions to the approximate problem will come close to the solutions to the true problem in a suitable manner. The paper summarizes such results for multiobjective programming problems. The results ase illustrated by means of the Markowitz model of portfolio optimization. In order to show how probabilistic constraints may be dealt with using this framework, a shortfall constraint is taken into account.