Stochastic Approximation
Mostrando 1-12 de 37 artigos, teses e dissertações.
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1. PERFORMANCE COMPARISON OF SCENARIO-GENERATION METHODS APPLIED TO A STOCHASTIC OPTIMIZATION ASSET-LIABILITY MANAGEMENT MODEL
ABSTRACT In this paper, we provide an empirical discussion of the differences among some scenario tree-generation approaches for stochastic programming. We consider the classical Monte Carlo sampling and Moment matching methods. Moreover, we test the Resampled average approximation, which is an adaptation of Monte Carlo sampling and Monte Carlo with naive al
Pesqui. Oper.. Publicado em: 2018-04
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2. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION
This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based
Pesqui. Oper.. Publicado em: 2014-12
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3. Dynamics of rotating non-linear thin-walled composite beams: analysis of modeling uncertainties
In this article a non-linear model for dynamic analysis of rotating thin-walled composite beams is introduced. The theory is deduced in the context of classic variational principles and the finite element method is employed to discretize and furnish a numerical approximation to the motion equations. The model considers shear flexibility as well as non-linear
J. Braz. Soc. Mech. Sci. & Eng.. Publicado em: 2012
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4. Comportamento crítico da produção de entropia em modelos com dinâmicas estocásticas competitivas / Critical behavior of entropy production in models with competitive stochastic dynamics
We study kinetic phase transitions and the critical behavior of the entropy production in spin models with nearest neighbor interactions subject to two Glauber dynamics, which simulate two thermal baths at different temperatures. In this way, it is assumed that the system corresponds to a continuous time Markov process which obeys the master equation. Thus,
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/04/2011
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5. STOCHASTIC DYNAMIC PROGRAMMING AND CONVEX HULL ALGORITHM IN THE HYDROTHERMAL SYSTEMS OPERATION PLANNING / PROGRAMAÇÃO DINÂMICA ESTOCÁSTICA E ALGORITMO DE FECHOS CONVEXOS NO PLANEJAMENTO DA OPERAÇÃO DE SISTEMAS HIDROTÉRMICOS
This thesis presents a new approach for the expected-cost-to-go functions modeling used in the stochastic dynamic programming (SDP) algorithm. The proposed technique is applied to the long-term operation planning of electrical power systems. Using state space discretization, the convex hull algorithm is used for constructing a series of hyperplanes that comp
Publicado em: 2010
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6. Estabilidade e controle com criterio de custo medio a longo prazo em sistemas lineares estocasticos / Stability and control of linear stochastic systems with long-run average cost criterion
This monograph presents results on stability and control of stochastic systems represented by linear operators with respect to the state which are non-linear with respect to the control. The control seeks to optimize a long run average cost (LRAC). The control structure does not depend on the past history of the process and it can be used, in particular, to
Publicado em: 2009
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7. Extended Bell´s Be-ables and Atenuattion × Amplification Competition. / Extensão dos Be-ables de Bell e Competição Atenuação x Amplificação
In the first part of this work we employ the Itô stochastic equation to extend Bells be-able interpretation of quantum mechanics to encompass dissipation, decoherence and quantum-to-classical transition through quantum trajectories. For a particular choice of the source of stochasticity, the one leading to a dissipative Lindblad type correction to the Hamil
Publicado em: 2009
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8. Rede neural recorrente com perturbação simultânea aplicada no problema do caixeiro viajante / Recurrent neural network with simultaneous perturbation applied to traveling salesman problem
This work proposes to solve the classic combinatorial optimization problem known as traveling salesman problem. A recurrent neural network was used in the system of optimization to search the shorter path. The structural topology linking the feedbacks of the network adopted here is known by Wang recurrent network. As learning rule to find the appropriate val
Publicado em: 2008
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9. Evaluation of milk production systems using a dynamic simulation model / Avaliação de sistemas de produção de leite por meio de modelo dinâmico de simulação
The Thesis is divided into four chapters. Chapter 1 aimed at selecting functions that mathematically represent lactation curves, providing a better fit to the observed data, to be used in simulation models of milk production systems. Data base was built with 6,459 recordings of daily milk production per cow obtained from monthly and quarterly milk controls b
Publicado em: 2008
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10. Calculating the dimension of a Euclidian Quantum Gravity model / Cálculo da dimensão em um modelo de gravitação quântica euclidiana
This work had the intention of calculating the dimension of a Euclidian Quantum Gravity model which in based on the formalism of non commutative geometry. This work is a continuation of the article [4]. From [4] we know that using a commutative spectral triple allows us to generalize and treat ordinary geometry in a purely algebraic manner. From Non commutat
Publicado em: 2007
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11. Monte Carlo methods in nonlinear filtering theory.
This thesis is focused on two basic aspects of the Control Problem: the stochastic modelling of physical systems, and Monte Carlo-based numerical approximation of the nonlinear filtering problem solution. In the first topic this thesis concerns about clarifying some issues in the mathematical modeling of continuous-time systems with Brownian motion. The hypo
Publicado em: 2006
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12. Validity of semiclassical gravity in the stochastic gravity approach
In semiclassical gravity the back-reaction of the classical gravitational field interacting with quantum matter fields is described by the semiclassical Einstein equations. A criterion for the validity of semiclassical gravity based on the stability of the solutions of the semiclassical Einstein equations with respect to quantum metric perturbations is discu
Brazilian Journal of Physics. Publicado em: 2005-06