Wyniki wyszukiwania - BazTech

1

Maximization problem of three tasks operation process subject to constraint of availability in semi-Markov reliability model

Grabski Franciszek, Rutkowska Maria

Safety and Reliability of Systems and Processes

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2021

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Summer Safety and Reliability Seminar 2021

129--138

EN

Semi-Markov decision processes theory delivers the methods which allow to control the operation processes of the systems. The infinite duration semi-Markov decision processes are presented in the chapter. The gain maximization problem of three tasks operation processes subject to constraint of an availability of the semi-Markov reliability model is discussed. The problem is transformed on some linear programing maximization problem.

2

Network Dimensioning with Maximum Revenue Efficiency for the Fairness Index

Zalewski G., Ogryczak W.

Journal of Telecommunications and Information Technology

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2016

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nr 4

15--21

EN

Network dimensioning is a specific kind of the resource allocation problem. One of the tasks in the network optimization is to maximize the total flow on given pairs of nodes (so-called demands or paths between source and target). The task can be more complicated when different revenue/profit gained from each unit of traffic stream allocated on each demand is taken into account. When the total revenue is maximized the problem of starvation of less attractive paths can appear. Therefore, it is important to include some fairness criteria to preserve connections between all the demands on a given degree of quality, also for the least attractive paths. In this paper, a new bicriteria ratio optimization method which takes into account both, the revenue and the fairness is proposed. Mathematical model is built in a form of linear programming. The solutions are analyzed with some statistical measures to evaluate their quality, with respect to fairness and efficiency. In particular, the Gini’s coefficient is used for this purpose.

3

System komputerowy wspomagania zarządzania aktywami i pasywami banku

Bartkowiak A., Gładysz B., Jakimowicz K., Kołwzan W., Kubarycz R., Mercik J.

Badania Operacyjne i Decyzje

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2000

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Nr 3-4

45-57

PL

Zarządzanie aktywami I pasywami banku jest procesem mającym umożliwić osiągnięcie optymalnego wyniku finansowego. W pracy zaproponowano wielookresowy model matematyczny do analizy struktury aktywów i pasywów banku. Model ten posłużył do zaprojektowania systemu informatycznego wspomagającego procesy decyzyjne zarządzania aktywami banku. W systemie szczególny nacisk położono na elementy prognozowania struktury aktywów i pasywów na dowolną chwilę oraz śledzenia poziomu realizacji i podstawowych celów i wskaźników banku, takich jak płynność czy wypłacalność. System umożliwia badanie wielu scenariuszy finansowych.

EN

Strategic assets-liability management is a primary concern in banking environment. The main goal of the assets-liability management is to maximize earnings subject to acceptable levels of interest rate and liquidity risk as defined by management. In this paper we propose a multiperiod stochastic linear planning model to assist in decision-making in the area of asset structure. The model rules were used in a computer system of managing assets and liability (SZAP). The system SZAP comprises several modules. The basic module of the computer system is forecasting of assets and liability structure for certain period of time. The optimizer module's outputs are forecast earnings income from alternative investment under multiple levels of capital ratios and liquidity risk scenarios.