نتایج جستجو برای: scenario tree

تعداد نتایج: 258746  

2007
Christian Küchler Stefan Vigerske

This paper presents a decomposition approach for linear multistage stochastic programs, that is based on the concept of recombining scenario trees. The latter, widely applied in Mathematical Finance, may prevent the node number of the scenario tree to grow exponentially with the number of time stages. It is shown how this property may be exploited within a non-Markovian framework and under time...

Journal: :Math. Meth. of OR 2007
Stefan Vigerske Ivo Nowak

min x FI(x,ξ) := ∑ i∈I pi f (xi,ξi) s.t. gt(n)(x 1, . . . ,xn,ζn) ≤ 0, xn ∈ Xt(n), n ∈ N(I) f (x,ξ), gt(x,ξ) convex in x, Xt convex, t = 1, . . . ,T Notation ξi i ∈ I scenarios of stoch. process ξ ξn := ξi,t(n) ζn := (ξ1, . . . ,ξn) xi i ∈ I decision vector for scenario i xn := xi,t(n) pi i ∈ I scenario probabilities N(I) nodes of scenario tree defined by scenarios in I t(n) timestage of node n...

2000
Wolfgang Reif Gerhard Schellhorn Andreas Thums

In this paper we combine classical fault tree analysis and formal specifications to analyze the dependability of a transportation scenario. The example is a radio-based level crossing control system.

2011
Andrea Doroftei Nadia El-Mabrouk

Reconciliation is the commonly used method for inferring the evolutionary scenario for a gene family. It consists in “embedding” an inferred gene tree into a known species tree, revealing the evolution of the gene family by duplications and losses. The main complaint about reconciliation is that the inferred evolutionary scenario is strongly dependant on the considered gene tree, as few misplac...

Journal: :trauma monthly 0
abolfazl khoshi baqiyatallah medical science university, tehran, iran;

results in this study, a significant relation was established between the three areas or domains of learning: 1) knowledge domain (learning the theoretical basis of necessity-based training); 2) motivational domain (how to motivate collection, classification, etc. and 3) the technical domain (how trauma experts and specialists can recognize and classify needs practically. our findings suggest t...

2005
Ratna Dutta Rana Barua

We present a provably secure tree based authenticated group key agreement protocol in dynamic scenario. Bilinear pairing and multi-signature are at the heart of our protocol. We prove that our protocol is provably secure in the standard security model of Bresson et al. An appropriate modification of Katz-Yung approach to tree based setting is adopted while proving its security against active ad...

2015
Brooks C. Mendell Amanda H. Lang Will Caldwell David L. Garrett

Forest certification programs provide standards for multiple aspects of forest management, including the use of chemicals for mitigating competition and forest pests. The three most common programs in the United States—the American Tree Farm System, the Forest Stewardship Council, and the Sustainable Forestry Initiative—all address chemical use. To evaluate relative impacts under different cert...

Journal: :Numerische Mathematik 2005
Ivo Babuska Fabio Nobile Raúl Tempone

This work studies linear elliptic problems under uncertainty. The major emphasis is on the deterministic treatment of such uncertainty. In particular, this work uses the Worst Scenario approach for the characterization of uncertainty on functional outputs (quantities of physical interest). Assuming that the input data belong to a given functional set, eventually infinitely dimensional, we propo...

2005
Sebastien Mathieu Virendra C. Bhavsar

This thesis extends tree similarity based match-making from the buyer/seller situation to a scenario of bilateral bartering and multi-agent ring bartering. It is built on top of the AgentMatcher tree similarity algorithm for node-labelled, arc-labelled, arc-weighted trees. A representation of these trees in a multi-dimensional space is developed to allow efficient indexing and pruning in large ...

2015
Wolfgang Gregor Hollik

In the scenario with degenerate neutrino masses at tree-level, we show how threshold corrections with either non-trivial or trivial mixing at tree-level have the power to generate the observed deviations from a degenerate spectrum. Moreover, it is possible to also generate the mixing fully radiatively when there is trivial mixing at tree-level. We give a brief overview over the topic and discus...

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