| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1007/s10559-015-9700-6 |
| Mathematical modeling of distributed catastrophic and terrorist risks. | |
| Haivoronskyy OO; Ermoliev Y; Knopov P; Norkin V | |
| 发表日期 | 2015 |
| 出处 | Cybernetics and Systems Analysis 51 (1): 85-95 |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | The paper shows how the mathematical tools of the theory of controlled Markov fields can be applied to model catastrophic risks caused by natural events or terrorist threats. The examples of problem statements of long-term investment in security are given. A survey of solution methods for stochastic optimal control problems is proposed. It is shown that these problems can be reduced to finite-dimensional stochastic programming problems and can be solved by the stochastic quasigradient method. |
| 主题 | Advanced Systems Analysis (ASA) ; Ecosystems Services and Management (ESM) |
| 关键词 | catastrophic risk, terrorist threat controlled Markov field random field with local interaction Gibbs field stochastic programming stochastic quasigradient method. |
| URL | http://pure.iiasa.ac.at/id/eprint/11517/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/130408 |
| 推荐引用方式 GB/T 7714 | Haivoronskyy OO,Ermoliev Y,Knopov P,et al. Mathematical modeling of distributed catastrophic and terrorist risks.. 2015. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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