The Multistage Positional Game of Marine Objects with Different Degree of Cooperation

2011 ◽  
Vol 180 ◽  
pp. 56-63 ◽  
Author(s):  
Józef Lisowski
Keyword(s):  
Mathematical Model ◽  
Computer Simulation ◽  
Linear Programming ◽  
Programming Problem ◽  
Differential Game ◽  
Cooperative Game ◽  
Linear Programming Problem ◽  
Optimal Strategies ◽  
Multistage Process ◽  
Process Decision

Using as an example the process of safe ship’s control, the paper presents the problem of applying a positional non cooperative game of j objects for the description of the process considered as well as for the synthesis of optimal strategies. The approximated mathematical model of differential game in the form of dual linear programming problem is used for the synthesis of safe ship’s trajectory as a multistage process decision. The considerations have been illustrated an example of a computer simulation the MPGAME program to determine the safe ship's trajectory in situation of passing a many of the objects encountered.

scholarly journals Mathematical modeling in economics for selection of optimum investment solution

2021 ◽  
Vol 273 ◽  
pp. 08003
Author(s):  
Arthur Alukhanyan ◽  
Olga Panfilova
Keyword(s):  
Mathematical Modeling ◽  
Mathematical Model ◽  
Linear Programming ◽  
Mathematical Models ◽  
Programming Problem ◽  
Linear Programming Problem ◽  
Target Function ◽  
Investment Portfolio ◽  
Monetary Relations ◽  
Selection Of

This work is devoted to development of economic and mathematical models for selection of the optimum investment solution. Moreover, it states the basis for development of model examples and correction of the model considering the results obtained in the examples. In the work the problem is set for selection of the investment sources and objects, which is limited to the linear programming problem. The controlled variable and basic limitations simulating real credit and monetary relations are distinguished in the provided model. The discounted profit obtained from implementation of the optimum investment portfolio is considered as a target function. The economic and mathematical model presented in the article allows finding the optimum investment solution within the limits of the credit and monetary relations taking place both at the micro- and macroeconomic level.

scholarly journals THE PROBLEM OF DISCRETE OPTIMIZATION ON THE CONSTRUCTION OF A SLIDING SCHEDULE OF EMPLOYEES SHIFTS

2020 ◽  
Vol 7 (3) ◽  
pp. 038-043
Author(s):  
A. N. Shingareva ◽  
◽  
M. N. Rasskazova ◽  
Keyword(s):  
Mathematical Model ◽  
Linear Programming ◽  
Programming Problem ◽  
Integer Linear Programming ◽  
Discrete Optimization ◽  
Linear Programming Problem ◽  
Target Function ◽  
Work Schedules ◽  
Integer Linear Programming Problem ◽  
Shift Schedules

This article discusses a linear programming problem on the construction of rolling shift schedules for warehouse employees. A mathematical model of an integer linear programming problem has been developed. The target function can be either minimization of the total number of employees or minimization of wages. Experiments were carried out for various work schedules, which showed the effectiveness of the proposed approach.

scholarly journals A comparative study on interval arithmetic operations with intuitionistic fuzzy numbers for solving an intuitionistic fuzzy multi–objective linear programming problem

2017 ◽  
Vol 27 (3) ◽  
pp. 563-573 ◽  
Author(s):  
Rajendran Vidhya ◽  
Rajkumar Irene Hepzibah
Keyword(s):  
Linear Programming ◽  
Programming Problem ◽  
Linear Programming Problem ◽  
Fuzzy Numbers ◽  
Optimization Method ◽  
Arithmetic Operations ◽  
Intuitionistic Fuzzy Numbers ◽  
Multi Objective ◽  
Intuitionistic Fuzzy ◽  
Interval Valued

AbstractIn a real world situation, whenever ambiguity exists in the modeling of intuitionistic fuzzy numbers (IFNs), interval valued intuitionistic fuzzy numbers (IVIFNs) are often used in order to represent a range of IFNs unstable from the most pessimistic evaluation to the most optimistic one. IVIFNs are a construction which helps us to avoid such a prohibitive complexity. This paper is focused on two types of arithmetic operations on interval valued intuitionistic fuzzy numbers (IVIFNs) to solve the interval valued intuitionistic fuzzy multi-objective linear programming problem with pentagonal intuitionistic fuzzy numbers (PIFNs) by assuming differentαandβcut values in a comparative manner. The objective functions involved in the problem are ranked by the ratio ranking method and the problem is solved by the preemptive optimization method. An illustrative example with MATLAB outputs is presented in order to clarify the potential approach.

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