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Dita Anies Munawarroh, Dita Anies
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Mathematics

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PENDEKATAN PEMROGRAMAN MULTIOBJEKTIF INTERAKTIF UNTUK MENYELESAIKAN MASALAH ALOKASI ASET OPTIMAL DAN STUDI KASUS PADA LIMA SEKURITAS DI INDONESIA ., Sutrisno; Munawarroh, Dita Anies
MATEMATIKA Vol 17, No 3 (2014): Jurnal Matematika
Publisher : MATEMATIKA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (177.973 KB)

Abstract

. In this paper, we use an interactive multiobjective programming approach to solve an optimal asset allocation problem. This problem contains two objective functions which are function of expected return that will be maximized and function of risk that will be minimized. We gives a case study for this problem to find the optimal asset allocation for five securities in Indonesia. The approachmentthat was used in this paper gives the percentage of each of the given five securities that gives the optimalexpected return and the optimal risk
KENDALI LQR DISKRIT UNTUK SISTEM TRANSMISI DATA DENGAN SUMBER JARINGAN TUNGGAL Munawarroh, Dita Anies; ., Sutrisno
MATEMATIKA Vol 17, No 3 (2014): Jurnal Matematika
Publisher : MATEMATIKA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (91.369 KB)

Abstract

In this research discussed about control of data transmission systems with a single network source. Linier quadratic regulator (LQR) control with discrete time is used to control the systems. The linier quadratic regulator (LQR) control is optimal control with quadratic objective function and has linear constrains. The control has aim to optimizing the acceptance rate of data transmission. The data transmission systems have a single network source, can receive 100 % the entering data, although have time delay.
Co-Authors Sutrisno .