Modern Portfolio Management: From Markowitz to Probabilistic Scenario Opti-misation, Seroni P.
Автор: Thrun, Sebastian Название: Probabilistic robotics ISBN: 0262201623 ISBN-13(EAN): 9780262201629 Издательство: MIT Press Рейтинг: Цена: 11175 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Comprehensive introduction to probabilistic robotics, the subfield of robotics that is concerned with the use of statistical techniques for representing information and making decisions.
Описание: In this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. The theoretical bases of scenario non-success risk LP-management in business and engineering are also stated. Methods and algorithms for the scenario risk LP-management in problems of classification, investment and effectiveness are described. Risk LP- models and results of numerical investigations for credit risks, risk of frauds, security portfolio risk, risk of quality, accuracy, and risk in multi-stage systems reliability are given. In addition, a rather large number of new problems of estimation, analysis and management of risk are considered. Software for risk problems based on LP-methods, LP-theory, and GIE is described too.
Описание: This unique book proposes a uniform logic and probabilistic (LP) approach to risk estimation and analysis in engineering and economics. It includes clear definitions and notations, revised chapters, an extended list of references, and a new subject index.
Описание: Probabilistic safety assessment methods are used to calculate nuclear power plant durability and resource lifetime. Successful calculation of the reliability and ageing of components is critical for forecasting safety and directing preventative maintenance, and Probabilistic safety assessment for optimum nuclear power plant life management provides a comprehensive review of the theory and application of these methods.Part one reviews probabilistic methods for predicting the reliability of equipment. Following an introduction to key terminology, concepts and definitions, formal-statistical and various physico–statistical approaches are discussed. Approaches based on the use of defect-free models are considered, along with those using binomial distribution and models based on the residual defectiveness of structural materials. The practical applications of probabilistic methods for strength reliability are subsequently explored in part two. Probabilistic methods for increasing the reliability and safety of nuclear power plant components are investigated, as are the use of such methods for optimising non-destructive tests, hydraulic tests, technical certification and planned-preventative maintenance. Finally, the book concludes with information on the use of probabilistic methods in ensuring leak tightness of nuclear power plant steam generator heat exchanger pipes.With its distinguished authors, Probabilistic safety assessment for optimum nuclear power plant life management is a valuable reference for all nuclear plant designers, operators, nuclear safety engineers and managers, as well as academics and researchers in this field.
Описание: Proposes a uniform logic and probabilistic (LP) approach to risk estimation and analysis in engineering and economics. This book covers the methodological and theoretical basis of risk management at the design, test, and operation stages of economic, banking, and engineering systems with groups of incompatible events (GIE).
Автор: Bass Название: Probabilistic Techniques in Analysis ISBN: 0387943870 ISBN-13(EAN): 9780387943879 Издательство: Springer Рейтинг: Цена: 12764 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Exploring the use of techniques drawn from probability research to tackle problems in mathematical analysis, this study includes discussion of the construction of the Martin boundary, Dahlberg`s Theorem, probabilistic proofs of the boundary Harnack principle, and much more.
Описание: Probabilistic Safety Assessment and Management is a collection of papers presented at the PSAM 7 - ESREL `04 Conference in June 2004. The joint Conference provided a forum for the presentation of the latest developments in methodology and application of probabilistic and reliability methods in various industries. Innovations in methodology as well as practical applications in the areas of probabilistic safety assessment and of reliability analysis are presented in this six volume set. The aim of these applications is the optimisation of technological systems and processes from the perspective of a risk-informed safety management while also taking economic and environmental aspects into account. The joint Conference in particular achieved an enhanced communication, the sharing of experience and integration of approaches not only among the various industries but also on a truly global basis by bringing together leading experts from all over the world.Over the last four decades, contemporary researchers have continuously been working to provide modern societies with a systematic, self-consistent and coherent framework for making decisions on at least one class of risks, those stemming from modern technological applications. Most of the effort has been spent in developing methods and techniques for assessing the dependability of technological systems, and assessing or estimating the levels of safety and associated risks. A wide spectrum of engineering, natural and economic sciences has been involved in this assessment effort.The developments have moved beyond research endeavours, they have been applied and utilised in real socio-technical environments and have become established вЂ“ while modern technology continues to present new challenges and to raise new questions. Consequently, Probabilistic Safety Assessment and Management covers both well-established practices and open issues in the fields addressed by the Conference, identifying areas where maturity has been reached and those where more development is needed. The papers reflect a wide variety of disciplines, such as principles and theory of reliability and risk analysis, systems modelling and simulation, consequence assessment, human and organisational factors, structural reliability methods, software reliability and safety, insights and lessons from risk studies and management/decision making. A diverse range of application areas are represented including aviation and space, chemical processing, civil engineering, energy, environment, information technology, legal, manufacturing, health care, defence, transportation and waste management.
Описание: This book deals with the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. The attention is focused on the regularity properties of the solutions and on the smoothing effect of the corresponding transition semigroups in the space of bounded and uniformly continuous functions. The application is to the study of the associated Kolmogorov equations, the large time behaviour of the solutions and some stochastic optimal control problems. The techniques are from the theory of diffusion processes and from stochastic analysis, but also from the theory of partial differential equations with finitely and infinitely many variables.
Описание: Talks about the art of triangular norms which can be used for the generalization of several mathematical concepts, such as conjunction, metric, and measure. This book provides an overview of the theory and applications of triangular norms and related operators in fuzzy logic, measure theory, probability theory, and probabilistic metric spaces.
Описание: This volume contains research papers presented at the international workshop on "Probabilistic Methods in Fluids" held in Swansea. The central problems
considered were turbulence and the Navier-Stokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial
differential equations, jump processes and random dynamical systems. The volume provides a snapshot of studies in a field where the applications range from the design of aircraft
through the mathematics of fi
ance to the study of fluids in porous media.
Описание: Focusing upon the management of information and its retrieval Daniel Brown`s guide provides professionals with the resources to understand and start to deploy information retrieval systems throughout their organizations.
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