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来源类型Article
规范类型其他
DOI10.1007/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.
URLhttp://pure.iiasa.ac.at/id/eprint/11517/
来源智库International Institute for Applied Systems Analysis (Austria)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/130408
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GB/T 7714
Haivoronskyy OO,Ermoliev Y,Knopov P,et al. Mathematical modeling of distributed catastrophic and terrorist risks.. 2015.
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