Relative Optimization Of Continuous Time And Continuous State Stochastic Systems

Relative Optimization of Continuous Time and Continuous State Stochastic Systems PDF
Author: Xi-Ren Cao
Publisher: Springer Nature
ISBN: 3030418464
Size: 44.35 MB
Format: PDF, Docs
Category : Technology & Engineering
Languages : en
Pages : 365
View: 1313

Get Book

Relative Optimization Of Continuous Time And Continuous State Stochastic Systems

by Xi-Ren Cao, Relative Optimization Of Continuous Time And Continuous State Stochastic Systems Books available in PDF, EPUB, Mobi Format. Download Relative Optimization Of Continuous Time And Continuous State Stochastic Systems books, This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming. The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization. Among the more important novel considerations presented are: the extension of the Hamilton–Jacobi–Bellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes; proof of semi-smoothness of the value function at degenerate points; attention to the under-selectivity issue for the long-run average and bias optimality; discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; and development of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points. The book will be of interest to researchers and students in the field of stochastic control and performance optimization alike.


Stochastic Models In Reliability Network Security And System Safety

Stochastic Models in Reliability  Network Security and System Safety PDF
Author: Quan-Lin Li
Publisher: Springer Nature
ISBN: 981150864X
Size: 14.95 MB
Format: PDF, Kindle
Category : Computers
Languages : en
Pages : 497
View: 5093

Get Book

Stochastic Models In Reliability Network Security And System Safety

by Quan-Lin Li, Stochastic Models In Reliability Network Security And System Safety Books available in PDF, EPUB, Mobi Format. Download Stochastic Models In Reliability Network Security And System Safety books, This book is dedicated to Jinhua Cao on the occasion of his 80th birthday. Jinhua Cao is one of the most famous reliability theorists. His main contributions include: published over 100 influential scientific papers; published an interesting reliability book in Chinese in 1986, which has greatly influenced the reliability of education, academic research and engineering applications in China; initiated and organized Reliability Professional Society of China (the first part of Operations Research Society of China) since 1981. The high admiration that Professor Cao enjoys in the reliability community all over the world was witnessed by the enthusiastic response of each contributor in this book. The contributors are leading researchers with diverse research perspectives. The research areas of the book iclude a broad range of topics related to reliability models, queueing theory, manufacturing systems, supply chain finance, risk management, Markov decision processes, blockchain and so forth. The book consists of a brief Preface describing the main achievements of Professor Cao; followed by congratulations from Professors Way Kuo and Wei Wayne Li, and by Operations Research Society of China, and Reliability Professional Society of China; and further followed by 25 articles roughly grouped together. Most of the articles are written in a style understandable to a wide audience. This book is useful to anyone interested in recent developments in reliability, network security, system safety, and their stochastic modeling and analysis.


Control Abstracts

Control Abstracts PDF
Author:
Publisher:
ISBN:
Size: 73.55 MB
Format: PDF, Kindle
Category : Automatic control
Languages : en
Pages :
View: 3430

Get Book

Control Abstracts

by , Control Abstracts Books available in PDF, EPUB, Mobi Format. Download Control Abstracts books,


Artificial Neural Nets And Genetic Algorithms

Artificial Neural Nets and Genetic Algorithms PDF
Author: Andrej Dobnikar
Publisher: Springer Science & Business Media
ISBN: 9783211833643
Size: 14.54 MB
Format: PDF, Docs
Category : Computers
Languages : en
Pages : 352
View: 7410

Get Book

Artificial Neural Nets And Genetic Algorithms

by Andrej Dobnikar, Artificial Neural Nets And Genetic Algorithms Books available in PDF, EPUB, Mobi Format. Download Artificial Neural Nets And Genetic Algorithms books, From the contents: Neural networks – theory and applications: NNs (= neural networks) classifier on continuous data domains– quantum associative memory – a new class of neuron-like discrete filters to image processing – modular NNs for improving generalisation properties – presynaptic inhibition modelling for image processing application – NN recognition system for a curvature primal sketch – NN based nonlinear temporal-spatial noise rejection system – relaxation rate for improving Hopfield network – Oja's NN and influence of the learning gain on its dynamics Genetic algorithms – theory and applications: transposition: a biological-inspired mechanism to use with GAs (= genetic algorithms) – GA for decision tree induction – optimising decision classifications using GAs – scheduling tasks with intertask communication onto multiprocessors by GAs – design of robust networks with GA – effect of degenerate coding on GAs – multiple traffic signal control using a GA – evolving musical harmonisation – niched-penalty approach for constraint handling in GAs – GA with dynamic population size – GA with dynamic niche clustering for multimodal function optimisation Soft computing and uncertainty: self-adaptation of evolutionary constructed decision trees by information spreading – evolutionary programming of near optimal NNs


The Engineering Index

The Engineering Index PDF
Author:
Publisher:
ISBN:
Size: 63.33 MB
Format: PDF, Kindle
Category : Electrical engineering
Languages : en
Pages :
View: 5252

Get Book

The Engineering Index

by , The Engineering Index Books available in PDF, EPUB, Mobi Format. Download The Engineering Index books,


Siam Journal On Control And Optimization

SIAM Journal on Control and Optimization PDF
Author: Society for Industrial and Applied Mathematics
Publisher:
ISBN:
Size: 29.65 MB
Format: PDF, ePub, Mobi
Category : Automatic control
Languages : en
Pages :
View: 1106

Get Book

Siam Journal On Control And Optimization

by Society for Industrial and Applied Mathematics, Siam Journal On Control And Optimization Books available in PDF, EPUB, Mobi Format. Download Siam Journal On Control And Optimization books,


Control And Dynamic Systems

Control and dynamic systems PDF
Author: C. T. Leondes
Publisher:
ISBN: 9780120127283
Size: 80.11 MB
Format: PDF, Docs
Category : Automatic control
Languages : en
Pages : 257
View: 5985

Get Book

Control And Dynamic Systems

by C. T. Leondes, Control And Dynamic Systems Books available in PDF, EPUB, Mobi Format. Download Control And Dynamic Systems books,