Mathematical Modeling of Distributed Catastrophic and Terrorist Risks1
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| 024 | 7 | 0 | |a 10.1007/s10559-015-9700-6 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10559-015-9700-6 | ||
| 245 | 0 | 0 | |a Mathematical Modeling of Distributed Catastrophic and Terrorist Risks1 |h [Elektronische Daten] |c [O. Haivoronskyy, Yu. Ermoliev, P. Knopov, V. Norkin] |
| 520 | 3 | |a 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. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a catastrophic risk |2 nationallicence | |
| 690 | 7 | |a terrorist threat |2 nationallicence | |
| 690 | 7 | |a controlled Markov field |2 nationallicence | |
| 690 | 7 | |a random field with local interaction |2 nationallicence | |
| 690 | 7 | |a Gibbs field |2 nationallicence | |
| 690 | 7 | |a stochastic programming |2 nationallicence | |
| 690 | 7 | |a stochastic quasigradient method |2 nationallicence | |
| 700 | 1 | |a Haivoronskyy |D O. |u Norwegian University of Science and Technology, Trondheim, Norway |4 aut | |
| 700 | 1 | |a Ermoliev |D Yu |u International Institute of Applied Systems Analysis, Laxenburg, Austria |4 aut | |
| 700 | 1 | |a Knopov |D P. |u V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | |
| 700 | 1 | |a Norkin |D V. |u V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | |
| 773 | 0 | |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/1(2015-01-01), 85-95 |x 1060-0396 |q 51:1<85 |1 2015 |2 51 |o 10559 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10559-015-9700-6 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10559-015-9700-6 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Haivoronskyy |D O. |u Norwegian University of Science and Technology, Trondheim, Norway |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ermoliev |D Yu |u International Institute of Applied Systems Analysis, Laxenburg, Austria |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Knopov |D P. |u V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Norkin |D V. |u V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Cybernetics and Systems Analysis |d Springer US; http://www.springer-ny.com |g 51/1(2015-01-01), 85-95 |x 1060-0396 |q 51:1<85 |1 2015 |2 51 |o 10559 | ||