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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
141

Convergence rates of stochastic global optimisation algorithms with backtracking : a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Statistics at Massey University

Alexander, D.L.J. January 2004 (has links)
A useful measure of quality of a global optimisation algorithm such as simulated annealing is the length of time it must be run to reach a global optimum within a certain accuracy. Such a performance measure assists in choosing and tuning algorithms. This thesis proposes an approach to obtaining such a measure through successive approximation of a generic stochastic global optimisation algorithm with a sequence of stochastic processes culminating in backtracking adaptive search. The overall approach is to approximate the progress of an optimisation algorithm with that of a model process, backtracking adaptive search. The known convergence rate of the model then provides an estimator of the unknown convergence rate of the original algorithm. Parameters specifying this model are chosen based on observation of the optimisation algorithm. The optimisation algorithm may first be approximated with a time-inhomogeneous Markovian process defined on the problem range. The distribution of the number of iterations to convergence for this averaged range process is shown to be identical with that of the original process. This process is itself approximated by a time-homogeneous Markov process in the range, the asymptotic averaged range process. This approximation is defined for all Markovian optimisation algorithms and a weak condition under which its convergence time closely matches that of the original algorithm is developed. The asymptotic averaged range process is of the same form as backtracking adaptive search, the final stage of approximation. Backtracking adaptive search is an optimisation algorithm which generalises pure adaptive search and hesitant adaptive search. In this thesis the distribution of the number of iterations for which the algorithm runs in order to reach a sufficiently extreme objective function level is derived. Several examples of backtracking adaptive search on finite problems are also presented, including special cases that have received attention in the literature. Computational results of the entire approximation framework are reported for several examples. The method can be applied to any optimisation algorithm to obtain an estimate of the time required to obtain solutions of a certain quality. Directions for further work in order to improve the accuracy of such estimates are also indicated.
142

Incorporating default risk into the Black-Scholes model using stochastic barrier option pricing theory /

Rich, Don R., January 1993 (has links)
Thesis (Ph. D.)--Virginia Polytechnic Institute and State University, 1993. / Vita. Abstract. Includes bibliographical references (leaves 205-208). Also available via the Internet.
143

Essays on financial time series /

Ishida, Isao, January 2004 (has links)
Thesis (Ph. D.)--University of California, San Diego, 2004. / Vita. Includes bibliographical references (leaves 144-154).
144

Matched filter stochastic background characterization for hyperspectral target detection /

West, Jason E. January 2005 (has links)
Thesis (M.S.)--Rochester Institute of Technology, 2005. / Typescript. Includes bibliographical references (p. 153-157).
145

Three essays on banks' relative efficiency

Guillén, Jorge January 1900 (has links)
Thesis (Ph. D.)--West Virginia University, 2006. / Title from document title page. Document formatted into pages; contains vi, 109 p. : ill., maps. Includes abstract. Includes bibliographical references (p. 103-109).
146

Stochastic optimization models for service and manufacturing industry /

Denton, Brian T. January 1900 (has links)
Thesis (Ph.D.)--McMaster University, 2001 / Includes bibliographical references (leaves 144-156). Also available via World Wide Web.
147

Non- and semi-parametric stochastic frontiers : a penalised spline approach /

Hajargasht, Gholamreza. January 2005 (has links) (PDF)
Thesis (Ph.D.) - University of Queensland, 2006. / Includes bibliography.
148

Calculating time-related performance measures of a distributed tactical decisionmaking organization using stochastic timed petri nets

January 1985 (has links)
R. Paul Wiley and Robert R. Tenney. / Caption title. / Bibliography: leaf [6]. / Office of Naval Research grant ONR/N00014-77-C-0532 (NR 041-519) ONR/N00014-84-K-0519 (NR 649-003)
149

LIFE CYCLE ASSESSMENT OF BIOMASS HARVESTING FOR ON-FARM BIOFUEL PRODUCTION

Hagan, Michael A 01 January 2015 (has links)
Understanding the energy input and emissions resulting from the development of biofuels is important to quantify the overall benefit of the biofuel. As part of the On-Farm Biomass Processing project, a life cycle assessment (LCA) was conducted on the process to harvest and transport agricultural crop residues ready for processing into biofuel. A Microsoft Excel model was developed that inventories the entire life cycle of the process, including incorporation of stochastic analysis within the model. The LCA results of the agricultural equipment manufacture are presented, along with the results of each step of the process, including fertilizer addition, single pass harvest, double pass harvest, and transport from the field to processing facility. Various methods of analyzing co-products are also presented for the single pass harvesting step, in which comparisons between market based, mass based and process-purpose based allocation methods are reviewed. The process-purpose based method of fuel consumption difference between combine operation in conventional harvest versus single pass harvest is determined to be the most realistic of the process. A detailed comparison of the energy and emission differences between single pass and double pass harvesting is given, along with the total LCA results of harvesting and transporting the biomass.
150

Análise probabilística do comportamento dinâmico de linhas de amarração. / Probabilistic analysis of the dynamics behaviour of mooring lines.

João Roberto Diego Petreche 27 February 1991 (has links)
Os aspectos estatísticos inerente à excitação provocada pelas condições ambientais sobre embarcações amarradas são estudados de forma a estabelecer parâmetros aceitáveis para avaliação da qualidade da resposta dinâmica não-linear de longo prazo das linhas de amarração, em termos de vida em fadiga e do risco de ruptura estática. A abordagem proposta subdivide a resposta de longo prazo numa sequência de eventos de curto prazo, nos quais o processo aleatório é considerado estacionário, embora não necessariamente de banda estreita. Nesses termos, o comportamento dinâmico não-linear das linhas de amarração pode ser tomado na sua essência fundamental, sem a necessidade de simplificações de grande vulto. Como parte do procedimento de cálculo, propõe-se que as tensões de curto prazo sejam obtidas por integração direta, no domínio do tempo, do equilíbrio dinâmico de cada linha isolada de amarração, nos moldes já hoje consubstanciados em programas de computador comercialmente disponíveis. Finaliza-se com a apresentação de um exemplo de aplicação do método, para o caso da plataforma semi-submersível GVA 4500 da Petrobrás, que vai operar na Bacia de Campos numa lâmina d\'água ao redor de 1000 m . Atende-se com este trabalho, portanto, alguns dos anseios estabelecidos no \"Programa de Capacitação Tecnológica em Sistemas de Exploração para Águas Profundas (PROCAP)\" da citada empresa, buscando cumprir o objetivo de colocar o conhecimento tecnológico nacional adaptado à realidade do país, tornando-o menos dependente da importação de tecnologias estrangeiras, nem sempre, ou quase nunca, voltadas às nossas reais necessidades. / The inherent statistic aspects due to environmental loads acting on moored vessels are investigates in order to obtain reliable parameters to evaluate the long-term non-linear dynamics response of the mooring lines, as for the fatigue life and the risk of static failure. The proposed approach divides the long-term response into a sequence of short-term events, in which the random process is regarded as stationary, but not narrow band. Thus the non-linear dynamic behavior of the mooring lines can be treated on its fundamental essence, without large simplifications. As part of the calculation procedure, the short-term tensions are obtained by integrating directly the equations of motion for each single mooring line, as performed by the available commercial computer programs. Finally an example of application is presented, for the Petrobrás semisubmersible platform GVA 4500, that will be operating at Bacia de Campos in a water depth of 1000 m. This work goes toward the aims of the \"Programa de Capacitação Tecnológica em Sistemas de Exploração para Águas Profundas (PROCAP)\", in order to take the national technological knowledge adapted to the country actuality, and avoid the importation of foreign technologies, that are, almost never, turned to our actual needs.

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