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Hasil Pencarian

Ditemukan 164 dokumen yang sesuai dengan query
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Ramachandran, Kandethody M.
"This book will expose the reader to some of the fundamental methodology in non-cooperative game theory, and highlight some numerical methods, along with some relevant applications. Since the early development days, differential game theory has had a significant impact in such diverse disciplines as applied mathematics, economics, systems theory, engineering, operations, research, biology, ecology, environmental sciences, among others. Modern game theory now relies on wide ranging mathematical and computational methods, and relevant applications that are rich and challenging. Game theory has been widely recognized as an important tool in many fields. Importance of game theory to economics is illustrated by the fact that numerous game theorists, such as John Forbes Nash, Jr., Robert J. Aumann and Thomas C. Schelling, have won the Nobel Memorial Prize in Economics Sciences. Simply put, game-theory has the potential to reshape the analysis of human interaction."
Paris: Atlantis Press, 2012
e20419582
eBooks  Universitas Indonesia Library
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Schaffler, Stefan
"This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and puts a special emphasis on large scale problems. It also introduces a new unified concept for unconstrained, constrained, vector, and stochastic global optimization problems. All methods presented are illustrated by various examples. Practical numerical algorithms are given and analyzed in detail. The topics presented include the randomized curve of steepest descent, the randomized curve of dominated points, the semi-implicit Euler method, the penalty approach, and active set strategies. The optimal decoding of block codes in digital communications is worked out as a case study and shows the potential and high practical relevance of this new approach."
New York: [Springer, ], 2012
e20419659
eBooks  Universitas Indonesia Library
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Fridman, A.E.
"This monograph and translation from the Russian describes in detail and comments on the fundamentals of metrology. The basic concepts of metrology, the principles of the International System of Units SI, the theory of measurement uncertainty, the new methodology of estimation of measurement accuracy on the basis of the uncertainty concept, as well as the methods for processing measurement results and estimating their uncertainty are discussed from the modern position. It is shown that the uncertainty concept is compatible with the classical theory of accuracy. The theory of random uncertainties is supplemented with their most general description on the basis of generalized normal distribution; the instrumental systematic errors are presented in connection with the methodology of normalization of the metrological characteristics of measuring instruments. The information about modern systems of traceability is given. All discussed theoretical principles and calculation methods are illustrated with examples."
New York: [Springer, ], 2012
e20424968
eBooks  Universitas Indonesia Library
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Detri Ratnika Dewi
"Penelitian ini bertujuan menganalisis pengaruh preferensi risiko dan Good Corporate Governance terhadap efisiensi biaya bank Syariah yang diukur dengan menggunakan Stochastic Frontier Approach. Sampel penelitian ini adalah 8 Bank Umum Syariah yang terdaftar di Otoritas Jasa Keuangan pada tahun 2010-2014. Hasil pengujian menunjukkan bahwa solvabilitas (Equity to Asset Ratio) dan likuiditas (Cash to Asset Ratio) berpengaruh positif, sedangkan kualitas pembiayaan (Not Performing Financing), Good Corporate Governance, dan jumlah anggota dari masing-masing Dewan Komisaris, Direksi dan Dewan Pengawas Syariah tidak berpengaruh signifikan terhadap efisiensi bank Syariah di Indonesia.

This research investigates the effects of risk preferences and good corporate governance on cost efficiency of Islamic Banks listed on Indonesia Financial Service Authority during the period 2010-2014. The cost efficiency score is measured by Stochastic Frontier Approach. The result shows that solvability (equity to asset ratio) and liquidity (cash to asset ratio) have positive and significant effects on efficiency of the banks. However, financing quality (not performing financing), good corporate governance, and member of Executive Boards, Non Executive Boards, and Sharia Supervisory Boards have no significant effect on cost efficiency of the banks.
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Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
S62843
UI - Skripsi Membership  Universitas Indonesia Library
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Hanson, Floyd B.
"This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems.
The book emphasizes modeling and problem solving and presents sample applications in financial engineering and biomedical modeling. Computational and analytic exercises and examples are included throughout. While classical applied mathematics is used in most of the chapters to set up systematic derivations and essential proofs, the final chapter bridges the gap between the applied and the abstract worlds to give readers an understanding of the more abstract literature on jump diffusions."
Philadelphia: Society for Industrial and Applied Mathematics, 2007
e20450709
eBooks  Universitas Indonesia Library
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Roberts, A. J.
"Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets.This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner geared toward undergraduate students. Using little high-level mathematics, the author presents the basic methods for evaluating financial options and building financial simulations."
Philadelphia: Society for Industrial and Applied Mathematics, 2009
e20450758
eBooks  Universitas Indonesia Library
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Speyer, Jason Lee
"Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.
The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H controllers and system robustness.
Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application."
Philadelphia: Society for Industrial and Applied Mathematics, 2008
e20450871
eBooks  Universitas Indonesia Library
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Titis Wahyu Utami
"Pertumbuhan produktivitas dapat didekomposisi menjadi sumber-sumber pembentuknya yaitu perubahan teknis, perubahan efisiensi teknis, dan perubahan skala usaha. Peranan masing-masing sumber tersebut penting untuk diketahui karena Indonesia mengalami penurunan pertumbuhan TFP pada tahun 1990-2015 yang menunjukkan adanya permasalahan produktivitas. Dari hasil studi-studi sebelumnya mengenai dekomposisi pertumbuhan produktivitas di sektor industri manufaktur di Indonesia dengan pendekatan stochastic frontier, masih terdapat pertentangan yang diduga disebabkan oleh perbedaan spesifikasi model efisiensi teknis yang digunakan. Hasil penelitian ini menunjukkan bahwa spesifikasi model efisiensi teknis yang berbeda menghasilkan kontribusi relatif sumber pertumbuhan TFP yang berbeda.

Productivity growth can be decomposed into its sources, namely technical changes, technical efficiency changes, and business scale changes. The role of each of these sources is important to be studied because Indonesia experienced a decline in total factor productivity (TFP) growth in 1990-2015 which indicates a productivity issue. The results of previous studies regarding the decomposition of productivity growth in the manufacturing industry in Indonesia using a stochastic frontier approach, there are still disagreement that is thought to be caused by the technical efficiency models specifications used. The results of this study indicate that different technical efficiency model specifications produce a different relative contribution of TFP growth sources."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2018
T-pdf
UI - Tesis Membership  Universitas Indonesia Library
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Arif Hardyman Zalukhu
"Pengukuran Efisiensi merupakan hal yang penting sebagai evaluasi kinerja faktor input dalam menghasilkan output yang ada. Pengukuran ini penting dilakukan terutama oleh unit yang bergerak dalam pelayanan publik. Kantor Pajak sebagai bagian pelayanan publik dalam hal administrasi perpajakan dituntut untuk dapat bekerja maksimal menggunakan faktor input yang ada. Penelitian ini mengukur nilai efisiensi kantor pajak tingkat provinsi di Indonesia dalam pengumpulan penerimaan pajak dalam periode 2016-2020 dengan metode Stochastic Frontier Analysis. Penelitian ini menemukan bahwa efisiensi teknis KPP antar Provinsi memiliki nilai yang beragam dan terdapat pengaruh faktor internal seperti kebijakan manajemen dan faktor eksternal ikut mempengaruhi efisiensi Kantor Pajak tingkat Provinsi di Indonesia

Efficiency measurement is important as an evaluation of the performance of input factors in producing existing outputs. This measurement is important especially for units engaged in public services. The Tax Office as part of the public service in terms of tax administration is required to be able to work optimally using existing input factors. This study measures the efficiency of the Provicial Tax Office in Indonesia in collecting tax revenues in the 2016-2020 period using the Stochastic Frontier Analysis method. This study found that the technical efficiency of KPP between Provinces has various values and there are influences from internal factors such as management policies and external factors that influence the efficiency of the Indonesia’s Tax Offices at Provincial level

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Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2022
T-pdf
UI - Tesis Membership  Universitas Indonesia Library
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"ABSTRAK
It is proved that any random sequence can be exhibited as the output of a stochastic dynamical system driven by white noise. Further refinements are obtained for Markov, stationary, and ergodic sequences. This settles some open problems in stochastic realization theory posed by Willems and Van Schuppen."
Philadelphia : The Society for Industrial and Applied Mathematics , 2018
510 SJCO
Majalah, Jurnal, Buletin  Universitas Indonesia Library
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