Open AccessProbabilistic approach in solving an optimization problem with application to in physical and technical systems
Author(s) -
Наталья Анатольевна Сайфутдинова
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/2131/2/022125
Subject(s) - stochastic optimization , mathematical optimization , probabilistic logic , optimization problem , computer science , nonlinear system , stochastic modelling , function (biology) , type (biology) , mathematics , artificial intelligence , statistics , physics , quantum mechanics , evolutionary biology , biology , ecology
The article considers some optimization models with a nonlinear objective function and constraints in the form of equalities and inequalities. The model is considered in two forms – deterministic and stochastic, which allows it to be used to solve various optimization problems in physical and technical systems. The presented stochastic model is based on the inclusion of stochastic parameters into the well-known Cobb-Douglas function. The influence of stochastic variables on the optimal value of the objective function, depending on their distribution type, is analyzed.