Solving continuous network design problem with generalized geometric programming approach by Du, Bo, Wang, David Zhi Wei

Subjects: Get full text
Get full text

Strategi pembelajaran kosa kata berimbuhan bahasa Arab by Ismail, Mohd Zaki, Abu Bakar, Kaseh, Nik Mustapha, Nik Farhan, Mohmad Rouyan, Nurazan

Subjects: “…Bangladesh; Production risk; Stochastic frontier model; Technical efficiency; Thai koi…”
Get full text

A gate-to-gate sustainability assessment method for the Malaysian food manufacturing industry by Ahmad, Shamraiz

Subjects: Get full text

Essays on sustainable operations management by Preethi, Kulasekara Manavala Ramanujam

Subjects: Get full text

Accounting for time and state-dependent vulnerability of structural systems by Rabonza, Maricar, Lallemant, David

Subjects: Get full text

Duality theory for robust utility maximisation by Bartl, Daniel, Kupper, Michael, Neufeld, Ariel

Get full text

Modification of Pickands' dependence function for ordered bivariate extreme distribution. by Adam, Mohd. Bakri, Tawn, Jonathan A.

“…We study the characteristics of the Pickands' dependence function for bivariate extreme distribution for minima, BEVM, when considering the stochastics ordering of the two variables, X < Y. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme minimum cases. …”
Get full text

Jacobian computation-free Newton's method for systems of nonlinear equations. by Yusuf, Mohammed Waziri, Leong, Wah June, Abu Hassan, Malik, Monsi, Mansor

Get full text

Radial basis network estimator of oxygen content in the flue gas of debutanizer reboiler by Sembodo, Shafanda Nabil, Effendy, Nazrul, Dwiantoro, Kenny, Muddin, Nidlom

“…The soft sensor generates an estimated mean square error of 0.216 with a standard deviation of 0.0242. Stochastics gradient descent algorithm with momentum acceleration and dimension reduction using principal component analysis successfully improves the soft sensors' performance. © 2022 Institute of Advanced Engineering and Science. …”
Get full text

Asymptotic expansions and distribution properties for diffusion processes by She, Qihao

“…For this thesis, we derive new applications and theoretical results for some multidimensional mean-reverting stochastic processes via series expansion. We use Malliavin calculus and moment cumulant formula to specify the conditions on the stochastic process, under which, we are able to obtain some conditional Gaussian identities for Brownian stochastic integrals. …”
Get full text

Lattice gas and thermodynamics in models of heredity by Ganikhodjaev, Nasir

“…Quadratic stochastic operators frequently arise in many models of mathematical genetics. …”
Get full text
Get full text

Analytical pricing formulas for hybrid variance swaps with regime-switching by Roslan, Teh Raihana Nazirah, Cao, Jiling, Zhang, Wenjun

“…The problem of pricing discretely-sampled variance swaps under stochastic volatility, stochastic interest rate and regime-switching is being considered in this paper. …”

Simulation of mobile fading channel by using deterministic method by Wang, Xiao.

“…The amplitude and phase of complex-valued stochastic process are also two stochastic processes, which are denoted as a(t) and 6(t). …”
Get full text

Modeling of fatigue crack propagation of multiple site using deterministic and probabilistic method by Romlay, Fadhlur Rahman Mohd, Ariffin, Ahmad Kamal, Mohamed, Nik Abdullah Nik

“…The new method to modeling fatigue crack propagation compare with the classical inference is stochastic method. One approach to stochastic modeling is to randomize the coefficients of an established determinictic model to represent material inhomogenity (Ditlevsen and Olsen,1986). …”
Get full text

On multilevel and control variate Monte Carlo methods for option pricing under the rough Heston model by Siow, Woon Jeng, Kilicman, Adem

“…The rough Heston model is a form of a stochastic Volterra equation, which was proposed to model stock price volatility. …”

Energy optimal wireless data transmission for wearable devices : a compression approach by Zhang, Wei, Fan, Rui, Wen, Yonggang, Liu, Fang

“…We consider both an off-line setting where future channel gains are known ahead of time and a stochastic setting where channel gains change stochastically according to a Markov process. …”
Get full text

Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function by Lim, Dong-Young, Neufeld, Ariel, Sabanis, Sotirios, Zhang, Ying

“…We consider nonconvex stochastic optimization problems where the objective functions have super-linearly growing and discontinuous stochastic gradients. …”
Get full text

Exact convergence of gradient-free distributed optimization method in a multi-agent system by Pang, Yipeng, Hu, Guoqiang

“…Compared with most gradient-free optimization methods where a doubly-stochastic weighting matrix is usually employed, this algorithm uses a row-stochastic matrix plus a column-stochastic matrix, and is able to achieve exact asymptotic convergence to the optimal solution.…”
Get full text

Autonomous agent team : joint situation awareness and cooperative learning by Lin, Clement Yi Qun

“…However this project will be focusing on the decentralized stochastic algorithm (DSA) because it was implemented in the existing solution. …”
Get full text

Stein approximation for Ito and Skorohod integrals by Edgeworth type expansions by Privault, Nicolas

“…As a consequence we obtain Stein approximation bounds for stochastic integrals, which apply to SDE solutions and to multiple stochastic integrals.…”
Get full text
Get full text