DocumentCode :
1942897
Title :
Reliability Analysis Based on Stochastic Model of Business Cycle
Author :
Han, Hongchen ; Wang, Hongli ; Xu, Jia ; Zhu, Zhiwen
Author_Institution :
Sch. of Manage., Tianjin Univ., Tianjin
fYear :
2008
fDate :
28-29 Sept. 2008
Firstpage :
1
Lastpage :
3
Abstract :
A stochastic model of business cycle was presented in this paper. The Ito diffusion process was obtained after the model was simplified in quasi Hamiltonian theory. The backward Kolmogorov equation for reliability function and the generalized Pontryagin equation for conditional moment of the first-passage time were established, and the numerical results were given in virtue of figures according to the classification of boundary conditions and initial conditions of the two equations. Finally, the influence of parameters on the first-passage problem was analyzed.
Keywords :
economic cycles; reliability theory; stochastic processes; Ito diffusion process; backward Kolmogorov equation; business cycle; first-passage problem; generalized Pontryagin equation; quasiHamiltonian theory; reliability analysis; reliability function; stochastic model; Diffusion processes; Engineering management; Equations; Gaussian noise; Indium tin oxide; Investments; Stochastic processes; Stochastic resonance; Stochastic systems; White noise;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Advanced Management of Information for Globalized Enterprises, 2008. AMIGE 2008. IEEE Symposium on
Conference_Location :
Tianjin
Print_ISBN :
978-1-4244-3694-1
Electronic_ISBN :
978-1-4244-2972-1
Type :
conf
DOI :
10.1109/AMIGE.2008.ECP.69
Filename :
4721511
Link To Document :
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