Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 4448 for “"stochastic"”.
-
The new stochastic integral and anticipating stochastic differential equations
In this work, we develop further the theory of stochastic integration of adapted and instantly independent stochastic processes started by Wided Ayed and Hui-Hsiung Kuo in [1,2]. We provide a first counterpart to the Itô isometry that accounts for both adapted and instantly independent …
-
Stochastic Surface Growth
… in 1986 proposed a continuum theory for local stochastic growth predicting scale invariance with universal exponents and limiting distributions. For a special, exactly solvable growth model (polynuclear growth - PNG) on a one-dimensional substrate (1+1 dimensional) we confirm the known scaling …
-
On stochastic approximation
… is the desired level of response. A stochastic approximation is a sequential estimation procedure where future observation points are determined on the basis of past information. The two most-discussed procedures for the problem described are the Robbins-Monro (R-M) procedure and the …
-
On Stochastic Programming
Made available in DSpace on 2014-12-10T23:09:00Z (GMT). No. of bitstreams: 1 7412032.pdf: 1769177 bytes, checksum: 26c51c00e3e54d31f5d03a58b6825749 (MD5) Previous issue date: 1973
-
Programmable stochastic processors
… substantial promise for application-specific stochastic computing, i.e., computing that exploits application error tolerance to enable careful relaxation of correctness guarantees provided by hardware in order to reduce power. This dissertation explores the feasibility, challenges, and …
-
Delayed stochastic mapping
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 2001.
-
Computing policy parameters for stochastic inventory control using stochastic dynamic programming approaches
… inventory control policy parameters for the stochastic inventory control problem under Scarf’s setting. A common aspect of the solutions presented herein is the usage of stochastic dynamic programming approaches, a mathematical programming technique introduced by Bellman. Stochastic dynamic …
-
Analytical optimal control theory as applied to stochastic and non-stochastic economics.
Massachusetts Institute of Technology. Dept. of Economics. Thesis. 1970. Ph.D.
-
Sampling Controlled Stochastic Recursions: Applications to Simulation Optimization and Stochastic Root Finding
… point by repeatedly executing a Monte Carlo (stochastic) simulation. SO, introduced more than six decades ago through the seminal work of Robbins and Monro (and later by Kiefer and Wolfowitz), has recently generated much attention. Such interest is primarily because of SOs flexibility, …
-
Applied stochastic eigen-analysis
The first part of the dissertation investigates the application of the theory of large random matrices to high-dimensional inference problems when the samples are drawn from a multivariate normal distribution. A longstanding problem in sensor array processing is addressed by designing an estimator …
-
Stochastic Assignment with Expiration
This thesis introduces a capacitated online stochastic bipartite matching problem, where offline nodes may be matched multiple times and expire at unknown stochastic times. This problem is PSPACE hard; thus we first focus on the subproblem where each offline node can be matched at most once and aim …
-
OPTIMIZATION UNDER STOCHASTIC ENVIRONMENT
Stochastic optimization (SO) is extensively studied in various fields, such as control engineering, operations research, and computer science. It has found wide applications ranging from path planning (civil engineering) and tool-life testing (industrial engineering) to Go-playing artificial …
-
Stochastic Programming Mode Models
Made available in DSpace on 2014-12-10T23:09:03Z (GMT). No. of bitstreams: 1 7500268.pdf: 2261339 bytes, checksum: 8e2c08aa2693c7489c7331a3a496ea8f (MD5) Previous issue date: 1974
-
Stochastic sequential assignment problem
The stochastic sequential assignment problem (SSAP) studies the allocation of available distinct workers with deterministic values to sequentially-arriving tasks with stochastic parameters so as to maximize the expected total reward obtained from the assignments. The difficulty and challenge in …
-
Constrained stochastic climate simulation
Thesis: Ph. D., Massachusetts Institute of Technology, Department of Civil Engineering, 1982
-
Hypercompression : stochastic musical processing
The theory of stochastic music proposes that we think of music as a vertical integration of mathematics, the physics of sound, psychoacoustics, and traditional music theory In Hypercompression, Stochastic Musical Processing we explore the design and implementation of three innovative musical …
-
Applied stochastic Eigen-analysis
The first part of the dissertation investigates the application of the theory of large random matrices to high-dimensional inference problems when the samples are drawn from a multivariate normal distribution. A longstanding problem in sensor array processing is addressed by designing an estimator …
-
Stochastic turning point problem
… of a transition scale. Two limit theorems for stochastic differential equations with multiple spatial scales, called Theorem 1 and Theorem 2, are derived. They are applied to the stochastic initial value problems for reflection coefficients in the regions above and below the turning point, …
Page 1 of 223