Results 31 to 40 of about 952,480 (282)
Setting the optimal limit value of motor insurance coverage by stochastic optimization [PDF]
, 2018 In this paper, we provide an alternative to a passive approach to the selection of insurance products or policy con-ditions. Specifically, we propose a method to make a decision about the optimal limit value for motor insurance coverage.
Hanelová, Lucie, Valecký, Jiří
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A Continuation Multilevel Monte Carlo algorithm [PDF]
, 2014 We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error ...
Collier, Nathan +4 more
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Partial sample average approximation method for chance constrained problems [PDF]
Optimization Letters, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Jianqiang +2 more
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Design of micromachines under uncertainty with the sample-average approximation method
Journal of Advanced Mechanical Design, Systems, and ManufacturingVariability in the features produced by microfabrication processes, as well as uncertainty in some material properties, may cause a significant deviation in the performance of micromachines within the same fabrication run.
Jorge Mario MONSALVE GUARACAO +5 more
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Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation [PDF]
Methodology and Computing in Applied Probability, 2017 In this work, we propose a smart idea to couple importance sampling and Multilevel Monte Carlo (MLMC). We advocate a per level approach with as many importance sampling parameters as the number of levels, which enables us to compute the different levels independently.
Ahmed Kebaier, Jérôme Lelong
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A Bilateral Tradeoff Decision Model for Wind Power Utilization with Extensive Load Scheduling
Applied Sciences, 2019 In this paper, we present the extensive load scheduling problem with intermittent and uncertain wind power availability. A chance-constrained bilateral tradeoff decision model is established to solve the problem.
Qingshan Xu +3 more
doaj +1 more source
IEEE Access, 2020 This study addresses the problem of optimally locating vehicle inspection facilities under uncertain customer demand and varying velocity considering regional constraints.
Peng Wu +4 more
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Nonparametric Approximation Strategy Iteration Parallel Reinforcement Learning Algorithm [PDF]
Jisuanji gongcheng, 2018 To solve the problem of slow convergence speed of the online approximation strategy iteration reinforcement learning algorithm,a nonparametric approximation strategy iteration parallel reinforcement learning algorithm is proposed.The number of parallel ...
JI Ting,ZHANG Hua
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Energy Reports, 2021 Nowadays, the high penetration of renewable energy, with variable and unpredictable nature, poses major challenges to operation and planning studies of power systems.
Jian Le +3 more
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Non-asymptotic confidence bounds for the optimal value of a stochastic program [PDF]
, 2016 We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds for the ...
Guigues, Vincent +2 more
core +5 more sources