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Stochastic Programming programs with Linear Recourse; Application to Problems of Two Managers
Kaňková, Vlasta
2006 - English
Stochastic programming problems with recourse are a composition of two (outer and inner) optimization problems. A solution of the outer problem depends on the "underlying" probability measure while a solution of the inner problem depends on the solution of the outer problem and on the random element realization. Evidently, a position and optimal behaviour of two managers can (in many cases) be described by this type of the model in which an optimal behaviour of the main manager is determined by the outer problem while the optimal behaviour of the second manager is described by the inner problem. We focus on an investigation of the inner problem. Úlohy stochastického programování s lineární kompensací jsou komposicí dvou optimalisačních úloh (vnitřní a vnější). Řešení vnější úlohy múže záviset na náhodném elementu pouze prostřednictvím pravděpodobnostní míry, zatímco řešení vnirřní úlohy může záviset na řešení vnější úlohy a na realisaci náhodného elementu. Evidentně, problematika dvou manažérů může (v mnoha případech) být popsána modelem tohoto typu, ve kterém chování hlavního manažéra odpovídá vnější úloze, optimální chování druhého manažéra je dáno vnitřní úlohou. Příspěvek je zaměřen na zkoumání vlastností vnitřní úlohy.
Keywords:
Stochastic programming problems with linear recourse; stability; empirical estimates; Lipschitz function; strongly convex function
Available at various institutes of the ASCR
Stochastic Programming programs with Linear Recourse; Application to Problems of Two Managers
Stochastic programming problems with recourse are a composition of two (outer and inner) optimization problems. A solution of the outer problem depends on the "underlying" probability measure while a ...
How Many Extreme Points Does the Set of Probabiltiies Dominated by a Possibility Measure Have?
Kroupa, Tomáš
2006 - English
The paper contributes to the characterization of the convex set of probabilities dominated by a possibility measure on a finite set. An upper bound for the number of extreme points is derived.
Keywords:
possibility measure; simple polytope; extreme point
Available at various institutes of the ASCR
How Many Extreme Points Does the Set of Probabiltiies Dominated by a Possibility Measure Have?
The paper contributes to the characterization of the convex set of probabilities dominated by a possibility measure on a finite set. An upper bound for the number of extreme points is derived.
On Markov Properties of Limit Order Markets
Šmíd, Martin
2006 - English
We formulate a rigorousmathematical description of a limit order market (we describe the state of the market by means of atomic measures). Further, we state sufficient conditions for the evolution of the market to be Markov; in particular, all the agents should either trade randomly or use strategies dependent only on the current state of the market and on external random elements. V práci je fomulován přesný matematický popis trhu s limitními objednávkami (stav trhu je popisován pomocí atomické míry). Dále jsou formulovány postačující podmínky pro to, aby byl vývoj trhu Markovský: tato vlastnost je garantována tehdy, pokud agenti buď jednají zcela náhodně nebo nebo jsou jejich akce závislé pouze na aktuálním stavu trhu a externím náhodném elementu.
Keywords:
limit order markets; marked point processes; stochastic processes
Available at various institutes of the ASCR
On Markov Properties of Limit Order Markets
We formulate a rigorousmathematical description of a limit order market (we describe the state of the market by means of atomic measures). Further, we state sufficient conditions for the evolution of ...
Tracking the Growth of Filamentous Fungi by Means of the Morphological Skeleton
Sedlář, J.; Flusser, Jan; Sedlářová, M.
2006 - English
Tracking the Growth of Filamentous Fungi by Means of the Morphological Skeleton Sledování růstu vláknitých hub pomocí morfologické kostry
Keywords:
growth tracking
Available at various institutes of the ASCR
Tracking the Growth of Filamentous Fungi by Means of the Morphological Skeleton
Tracking the Growth of Filamentous Fungi by Means of the Morphological Skeleton
Sledování růstu vláknitých hub pomocí morfologické kostry
Regulační diagramy s rozšířenými mezemi
Michálek, Jiří; Křepela, J.
2006 - Czech
Příspěvek se zabývá konstrukcí regulačních diagramů, pokud připustíme nekonstrastnost v chování střední hodnoty normálního rozdělení, které popisuje sledovaný jakostní znak jako náhodnou veličinu. The contribution deals with the construction of control charts when we accept nonconstant behaviour of mean value of a normal distribution, which describes a measured value on a product as a random variable.
Keywords:
Shewhart control charts; first type error; normal distribution
Available at various institutes of the ASCR
Regulační diagramy s rozšířenými mezemi
Příspěvek se zabývá konstrukcí regulačních diagramů, pokud připustíme nekonstrastnost v chování střední hodnoty normálního rozdělení, které popisuje sledovaný jakostní znak jako náhodnou ...
Recognition of Partially Occluded Objects After Affine Transformation
Horáček, Ondřej
2006 - English
A method dealing with recognition of partially occluded and affine transformed binary objects is presented. The method is designed for objects with smooth curved boundary. It divides an object into affine-invariant parts and uses modified radial vector for the description of parts. Object recognition is performed via string matching in the space of radial vectors.
Keywords:
Affine transformation; recognition; partially occluded object
Available at various institutes of the ASCR
Recognition of Partially Occluded Objects After Affine Transformation
A method dealing with recognition of partially occluded and affine transformed binary objects is presented. The method is designed for objects with smooth curved boundary. It divides an object into ...
Advanced Algorithms for Equalization on ADSL Channel
Mazanec, Tomáš
2006 - English
Digital subscriber line modems equalize response of line (channel) to fight with interferences and line dispersion which down the bit-rate of transmission. Main equalization principle is “Channel shortening” which is the base for time domain equalizers (TEQ). Many TEQ algorithms have been already proposed, mainly in theoretical sense. With growth of hardware performance, more complex methods can be applied in practice. Thus a proper simulations and fast implementations are necessary to achieve this. We developed a toolbox which implements some simple and advanced time domain equalization algorithms and simulates ADSL transmission line with reference channels (loops). This paper introduces implementation details and comparison of selected equalization algorithms. DSL modem ekvalizuje odezvu přenosové linky (kanálu) tak, aby potlačoval rozptyl a interference, které snižují přenosovou kapacitu linky. Základním principem ekvalizace ADSL a také ekvalizérů v časové oblasti (TEQ) je tzv. "zkracování kanálu". Mnoho TEQ algoritmů bylo již publikováno, ale převážně v teoretické rovině. Růst výkonu výpočetních prostředků dovoluje aplikovat složitější algoritmy, ale je třeba nejprve důkladného testování a simulací těchto algoritmů. Vyvinuli jsme toolbox, který implementuje vybrané algoritmy TEQ a simuluje jejich funkčnost v modelu přenosového řetězce ADSL za použití referenčních ADSL kanálů. Tento článek se zabývá detaily implementace vybraných TEQ algoritmů a v závěru uvádí jejich porovnání.
Keywords:
ADSL equalization; channel shortening; time domain equalizer (TEQ)
Available at various institutes of the ASCR
Advanced Algorithms for Equalization on ADSL Channel
Digital subscriber line modems equalize response of line (channel) to fight with interferences and line dispersion which down the bit-rate of transmission. Main equalization principle is “Channel ...
Duals and thinnings of some relatives of the contact process
Swart, Jan M.
2006 - English
This paper considers contact processes with additional voter model dynamics. For such models, results of Lloyd and Sudbury can be applied to find a self-duality, as well as dualities and thinning relations with systems of random walks with annihilation, branching, coalescence, and deaths. We show that similar relations, which are known from the literature for certain interacting SDE's, can be derived as local mean field limits of the relations of Lloyd and Sudbury. V článku je uvažovány kontaktní procesy s přidavnou dynamikou modelu voličů. Výsledky Lloyda a Sudburyho mohou být aplikovany na tyto modely k nalezení auto-duality, jakož i relací duality a zúžení vzhledem k systémům náhodných procházek s anihilací, větvením, splýváním a úmrtími. Ukázali jsme, že podobné relace, známé z literatury pro některé interagující SDR, mohou být odvozeny jako lokální limity středního pole z Lloydových a Sudburyho relací.
Keywords:
duality; thinning; contact process
Available at various institutes of the ASCR
Duals and thinnings of some relatives of the contact process
This paper considers contact processes with additional voter model dynamics. For such models, results of Lloyd and Sudbury can be applied to find a self-duality, as well as dualities and thinning ...
Bayes Estimation of Queue Length
Dohnal, Pavel
2006 - English
The paper deals with an application of Bayes for estimation of the queue length in junction arm. In Bayesian view the concept of probability is not interpreted in terms of limits of relative frequencies but more generally as a subjective measure of belief of a rationally and consistently reasoning person which is used to describe quantitatively the uncertain relationship between the statistician and the external world. This model splits controlled networks into microregions. The queue length and the occupancy of each junction approach are the basic state quantities for fully expressed traffic situation at given time instant. The occupancy determines relative time of the detector activation during sample period, i.e. the proportion of time when detector has been occupied and total time of measuring period. The optimization criterion for this attitude is minimization of the queue length. For clearness, the model is derived for simple junction. Příspěvek se zabývá aplikací Bayesovského přístupu na odhadování délek kolon na jednotlivých ramenech křižovatek.
Keywords:
Bayes estimation; queue length; traffic flow; occupancy; intensity
Available at various institutes of the ASCR
Bayes Estimation of Queue Length
The paper deals with an application of Bayes for estimation of the queue length in junction arm. In Bayesian view the concept of probability is not interpreted in terms of limits of relative ...
Hardware co-simulation with communication server from MATLAB/Simulink
Bartosinski, Roman; Kadlec, Jiří
2006 - English
This paper describes our solution for a hardware co-simulation of algorithms in programmable gate arrays (FPGAs) with a communication server out of Matlab. The implemented HW co-simulation with communication server has got many advantages and it allows uniform communication with dierent platforms via various communication interfaces (RS232, Ethernet, USB, etc.). Článek popisuje FPGA komunikaci s MATLAB pomocí komunikačního serveru pro USB a sériový port RS232
Keywords:
simulation; programmable hardware; USB; Procházka A.
Available at various institutes of the ASCR
Hardware co-simulation with communication server from MATLAB/Simulink
This paper describes our solution for a hardware co-simulation of algorithms in programmable gate arrays (FPGAs) with a communication server out of Matlab. The implemented HW co-simulation with ...
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