Stochastic methods and models in operations research and related areas

运筹学及相关领域的随机方法和模型

• 批准号: 6051-2009
• 负责人: Brill, Percy
• 金额: $ 1.46万
• 依托单位: University of Windsor
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2010
• 资助国家: 加拿大
• 起止时间: 2010-01-01 至 2011-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=449909
• 关键词: Stochastic; methods; models; operations; research

A major method of analysis to be used in this research is the level crossing method, also known as the system point level crossing method (abbreviated LC). An LC analysis starts with the construction of a typical sample path (tracing or realization) of the process of interest. It then analyzes the dynamics of the sample path with respect to levels in the state space. Since its inception in 1974 by the present applicant, LC has become increasingly popular among researchers. LC has been used to derive probability distributions and operating characteristics in a large variety of stochastic models. It has also been adapted for non-parametric statistical inference. The research will also utilize other methods of analysis.

本研究中使用的主要分析方法是水平交叉法，也称为系统点水平交叉法（简称LC）。LC分析从构建感兴趣过程的典型样本路径（跟踪或实现）开始。然后，它分析了样本路径相对于状态空间中的水平的动态。自本申请人于1974年创立以来，LC在研究人员中变得越来越受欢迎。LC已被用于推导各种随机模型的概率分布和操作特性。它也适用于非参数统计推断。研究还将利用其他分析方法。