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1.
We consider optimal control problems for one-dimensional diffusion processes y x (t) = y v x (t), solutions dy x (t) = g(y x (t) dt + σ(y x (t)(dw) + dv t with y x(0) = x& isinv;[a,b], the control processes v t are increasing, positive, and adapted. Several types of expected cost structures associated with each policy v(.) are adopted, e.g. discounted cost, long term average cost and time average cost. Our work is related to [2,6,12,14,16 and 21], where diffusions are allowed to evolve in the whole space, and to [13] and [20], where diffusions evolve only in bounded regions. We shall present some analytic results about value functions, mainly their characterizations, by simple dynamic programming arguments. Several simple examples are explicitly solved to illustrate the singular behaviour of our problems  相似文献   

2.
An LD-9 aircraft gas turbine engine with its control system is simulated digitally by a new method, called the ‘method of spare parts’. The computer program of simulation possesses the main capabilities of a real engine altitude test facility and is called a ‘digital engine altitude simulator’. The results of simulation show that the capabilities of this new method are much better than that of the ordinary ‘method of block diagram’. The method can be used for modelling and simulating any type of gas turbine engines or industrial process control systems.  相似文献   

3.
We consider here control problems in the Mayer form, with a cost functional which is continuous, but not necessarily of classC 1. The usual necessary conditions for such problems cannot be applied, since they require that the cost functional beC 1. We describe a convergence procedure, based upon approximations to the cost functional, that will yield an optimal trajectory to such control systems. Criteria are given which justify that this approximation procedure will yield a trajectory and control, satisfying certain prescribed conditions, which minimize the above cost functional within a specified class of such pairs. Examples are presented.  相似文献   

4.
沈洁琼  何平  李海艳 《数学杂志》2015,35(4):945-951
本文研究了一类修旧非新的两参数预防维修策略.在预防维修依赖于基准可靠度R的条件下,利用系统的相关可靠性指标建立了平均费用关于R和N(预防维修次数上限)的函数关系.进一步找到了该函数的最小值点,即得到了最优策略(R,N)*.同时通过实例说明了本文的维修策略优于文献[8].  相似文献   

5.
This study focused on science and math professional learning communities (PLCs) that were implemented through a university‐urban high school partnership. These PLCs were part of mandated school‐wide, content‐based PLCs implemented as part of the reform efforts initiated in an urban school to address the school's failure to meet Adequate Yearly Progress (AYP) for four years consecutively and low graduation rate (less than 25%) for male students. The key issues were (a) students had continually earned low test scores; (b) there was continuous principal turnover; (c) faculty morale was at an all‐time low, and the quality of teaching was very poor; and (d) the students were not effectively disciplined. The study examined the impact that university faculty‐led mandated PLCs have on teachers' practices and students' learning and achievement. Analysis of data revealed practices that were effective in developing and implementing these successful math and science PLCs. Three themes emerged: ethics of care, teacher agency, and aesthetics of professional interactions. Each theme contained key features that appeared to contribute to the implementation of a successful PLC.  相似文献   

6.
This paper studies the operating characteristics of an M[x]/G/1 queueing system under a modified vacation policy, where the server leaves for a vacation as soon as the system is empty. The server takes at most J vacations repeatedly until at least one customer is found waiting in the queue when the server returns from a vacation. We derive the system size distribution at different points in time, as well as the waiting time distribution in the queue. Further, we derive some important characteristics including the expected length of the busy period and idle period. This shows that the results generalize those of the multiple vacation policy and the single vacation policy M[x]/G/1 queueing system. Finally, a cost model is developed to determine the optimum of J at a minimum cost. Copyright © 2006 John Wiley & Sons, Ltd.  相似文献   

7.
This paper deals with the output feedback H∞ control problem for a class of nonlinear stochastic systems. Based on the latest developed theory of stochastic dissipation, a notable result about the nonlinear H∞ output feedback control of deterministic system is generalized to the stochastic case. Finally, in the cases of state feedback and output feedback, two families of controllers are provided respectively.  相似文献   

8.
Beautiful formulas are known for the expected cost of random two‐dimensional assignment problems, but in higher dimensions even the scaling is not known. In three dimensions and above, the problem has natural “Axial” and “Planar” versions, both of which are NP‐hard. For 3‐dimensional Axial random assignment instances of size n, the cost scales as Ω(1/ n), and a main result of the present paper is a linear‐time algorithm that, with high probability, finds a solution of cost O(n–1+o(1)). For 3‐dimensional Planar assignment, the lower bound is Ω(n), and we give a new efficient matching‐based algorithm that with high probability returns a solution with cost O(n log n). © 2013 Wiley Periodicals, Inc. Random Struct. Alg., 46, 160–196, 2015  相似文献   

9.
A queueing model is considered in which a controller can increase the service rate. There is a holding cost represented by functionh and the service cost proportional to the increased rate with coefficientl. The objective is to minimize the total expected discounted cost.Whenh andl are small and the system operates in heavy traffic, the control problem can be approximated by a singular stochastic control problem for the Brownian motion, namely, the so-called reflected follower problem. The optimal policy in this problem is characterized by a single numberz * so that the optimal process is a reflected diffusion in [0,z *]. To obtainz * one needs to solve a free boundary problem for the second order ordinary differential equation. For the original problem the policy which increases to the maximum the service rate when the normalized queue-length exceedsz * is approximately optimal.  相似文献   

10.
We consider an M/G/1 queueing system controlled by an exhaustive server–vacation policy, i.e, the server is turned off whenever the system becomes empty and it is turned on after a random time with at least a customer present in the system. In this paper, it is proved that there exists an exhaustive optimal policy which is of the form X + a(T - X)+, where, starting with the server off, X represents the time for the first arrival and T and a are non-negative real numbers. Using a classical average cost structure, the optimization problem is treated under the asymptotic average criterion. A structured definition of exhaustive policy is also derived.  相似文献   

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