Kagan Eugene Probabilistic Search for Tracking Targets. Theory and Modern Applications

Presents a probabilistic and information-theoretic framework for a search for static or moving targets in discrete time and space. Probabilistic Search for Tracking Targets uses an information-theoretic scheme to present a unified approach for known search methods to allow the development of new algorithms of search. The book addresses search methods under different constraints and assumptions, such as search uncertainty under incomplete information, probabilistic search scheme, observation errors, group testing, search games, distribution of search efforts, single and multiple targets and search agents, as well as online or offline search schemes. The proposed approach is associated with path planning techniques, optimal search algorithms, Markov decision models, decision trees, stochastic local search, artificial intelligence and heuristic information-seeking methods. Furthermore, this book presents novel methods of search for static and moving targets along with practical algorithms of partitioning and search and screening. Probabilistic Search for Tracking Targets includes complete material for undergraduate and graduate courses in modern applications of probabilistic search, decision-making and group testing, and provides several directions for further research in the search theory. The authors: Provide a generalized information-theoretic approach to the problem of real-time search for both static and moving targets over a discrete space. Present a theoretical framework, which covers known information-theoretic algorithms of search, and forms a basis for development and analysis of different algorithms of search over probabilistic space. Use numerous examples of group testing, search and path planning algorithms to illustrate direct implementation in the form of running routines. Consider a relation of the suggested approach with known search theories and methods such as search and screening theory, search games, Markov decision process models of search, data mining methods, coding theory and decision trees. Discuss relevant search applications, such as quality-control search for nonconforming units in a batch or a military search for a hidden target. Provide an accompanying website featuring the algorithms discussed throughout the book, along with practical implementations procedures.

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Bryan Dodson Probabilistic Design for Optimization and Robustness for Engineers

Probabilistic Design for Optimization and Robustness: Presents the theory of modeling with variation using physical models and methods for practical applications on designs more insensitive to variation. Provides a comprehensive guide to optimization and robustness for probabilistic design. Features examples, case studies and exercises throughout. The methods presented can be applied to a wide range of disciplines such as mechanics, electrics, chemistry, aerospace, industry and engineering. This text is supported by an accompanying website featuring videos, interactive animations to aid the readers understanding.

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Евген МакГинесс Eugene McGuinness. Eugene McGuiness

Wenyuan Li Probabilistic Transmission System Planning

The book is composed of 12 chapters and three appendices, and can be divided into four parts. The first part includes Chapters 2 to 7, which discuss the concepts, models, methods and data in probabilistic transmission planning. The second part, Chapters 8 to 11, addresses four essential issues in probabilistic transmission planning applications using actual utility systems as examples. Chapter 12, as the third part, focuses on a special issue, i.e. how to deal with uncertainty of data in probabilistic transmission planning. The fourth part consists of three appendices, which provide the basic knowledge in mathematics for probabilistic planning.

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Kuno Mittelstadt Eugene Delacroix

Eugene DelacroixИздательство: Corvina KiadoФормат издания: 240x275Язык издания: Венгерский

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Bertram K. C. Chan Applied Probabilistic Calculus for Financial Engineering. An Introduction Using R

Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a «Random Walk» Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers.

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