Оптимизация рекламной стратегии компании для случая нелинейной функции спроса
The chapter studies a dynamic risk model defined on infinite time interval, where both insurance and per-claim reinsurance policies are chosen by the insurer in order to minimize a functional of the form of variation coefficient under constraints imposed with probability one on insured's and reinsurer's risks. We show that the optimum is achieved at constant policies, the optimal reinsurance is a partial stop loss reinsurance and the optimal insurance is a combination of stop loss and deductible policies. The results are illustrated by a numerical example involving uniformly distributed claim sizes.
Book include abstracts of reports presented at the IX International Conference on Optimization Methods and Applications "Optimization and applications" (OPTIMA-2018) held in Petrovac, Montenegro, October 1 - October 5, 2018.
Proceedings include extended abstracts of reports presented at the III International Conference on Optimization Methods and Applications “Optimization and application” (OPTIMA-2012) held in Costa da Caparica, Portugal, September 23—30, 2012.
We consider here image denoising procedures, based on computationally effective tree-serial parametric dynamic programming procedures, different representations of an image lattice by the set of acyclic graphs and non-convex regularization of a new type which allows to flexibly set a priori preferences. Experimental results in image denoising, as well as comparison with related methods, are provided. A new extended version of multi quadratic dynamic programming procedures for image denoising, proposed here, shows an improved accuracy for images of a different type.
In this paper, we present a modification of dynamic programming algorithms (DPA), which we denote as graphical algorithms (GrA). For some single machine scheduling problems, it is shown that the time complexity of the GrA is less than the time complexity of the standard DPA. Moreover, the average running time of the GrA is often essentially smaller. A GrA can also solve large-scale instances and instances, where the parameters are not integer. For some problems, GrA has a polynomial time complexity in contrast to a pseudo-polynomial complexity of a DPA.
There exist a number of mathematical problems in the literature concerning warehouse storage optimization. However, to the best of our knowledge the problem of finding optimal slot sizes in pallet rack system minimizing the occupied storage space is not studied. More precisely, the problem is to optimally choose k of m pallet racks with pallets in a warehouse, find optimal slot sizes in pallet racks for these pallets, and reassign the pallets to the new slots in order to reduce the occupied space maximally. In this paper we suggest a dynamic programming heuristic which finds optimal slot sizes for the given number k of pallet racks in a warehouse. Our computational experiments are based on real-life data and demonstrate the efficiency of the suggested algorithm.