795 resultados para Mathematical economics
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We develop an economic model for X̄ control charts having all design parameters varying in an adaptive way, that is, in real time considering current sample information. In the proposed model, each of the design parameters can assume two values as a function of the most recent process information. The cost function is derived and it provides a device for optimal selection of the design parameters. Through a numerical example one can foresee the savings that the developed model possibly provides. © 2001 Elsevier Science B.V. All rights reserved.
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Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.
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Nowadays, power system operation becomes more complex because of the critical operating conditions resulting from the requirements of a market-driven operation. In this context, efficient methods for optimisation of power system operation and planning become critical to satisfy the operational (technical), financial and economic demands. Therefore, the detailed analysis of modern optimisation techniques as well as their application to the power system problems represent a relevant issue from the scientific and technological points of view. This paper presents a brief overview of the developments on modern mathematical optimisation methods applied to power system operation and planning. Copyright © 2007 Inderscience Enterprises Ltd.
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This paper seeks to apply a routine for highways detection through the mathematical morphology tools in high resolution image. The Mathematical Morphology theory consists of describing structures geometric presents quantitatively in the image (targets or features). This explains the use of the Mathematical Morphology in this work. As high resolution images will be used, the largest difficulty in the highways detection process is the presence of trees and automobiles in the borders tracks. Like this, for the obtaining of good results through the use of morphologic tools was necessary to choose the structuring element appropriately to be used in the functions. Through the appropriate choice of the morphologic operators and structuring elements it was possible to detect the highways tracks. The linear feature detection using mathematical morphology techniques, can contribute in cartographic applications, as cartographic products updating.
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Foreword by Alicia Bárcena
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Spanish version available at the Library
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Includes bibliography
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In this paper a framework based on the decomposition of the first-order optimality conditions is described and applied to solve the Probabilistic Power Flow (PPF) problem in a coordinated but decentralized way in the context of multi-area power systems. The purpose of the decomposition framework is to solve the problem through a process of solving smaller subproblems, associated with each area of the power system, iteratively. This strategy allows the probabilistic analysis of the variables of interest, in a particular area, without explicit knowledge of network data of the other interconnected areas, being only necessary to exchange border information related to the tie-lines between areas. An efficient method for probabilistic analysis, considering uncertainty in n system loads, is applied. The proposal is to use a particular case of the point estimate method, known as Two-Point Estimate Method (TPM), rather than the traditional approach based on Monte Carlo simulation. The main feature of the TPM is that it only requires resolve 2n power flows for to obtain the behavior of any random variable. An iterative coordination algorithm between areas is also presented. This algorithm solves the Multi-Area PPF problem in a decentralized way, ensures the independent operation of each area and integrates the decomposition framework and the TPM appropriately. The IEEE RTS-96 system is used in order to show the operation and effectiveness of the proposed approach and the Monte Carlo simulations are used to validation of the results. © 2011 IEEE.
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This paper presents three methods for automatic detection of dust devils tracks in images of Mars. The methods are mainly based on Mathematical Morphology and results of their performance are analyzed and compared. A dataset of 21 images from the surface of Mars representative of the diversity of those track features were considered for developing, testing and evaluating our methods, confronting their outputs with ground truth images made manually. Methods 1 and 3, based on closing top-hat and path closing top-hat, respectively, showed similar mean accuracies around 90% but the time of processing was much greater for method 1 than for method 3. Method 2, based on radial closing, was the fastest but showed worse mean accuracy. Thus, this was the tiebreak factor. © 2011 Springer-Verlag.
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According to Peirce one of the most important philosophical problems is continuity. Consequently, he set forth an innovative and peculiar approach in order to elucidate at once its mathematical and metaphysical challenges through proper non-classical logical reasoning. I will restrain my argument to the definition of the different types of discrete collections according to Peirce, with a special regard to the phenomenon called premonition of continuity (Peirce, 1976, Vol. 3, p. 87, c. 1897). © 2012 Copyright Taylor and Francis Group, LLC.
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Includes bibliography