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21.
Jiang Wei 《Journal of Mathematical Analysis and Applications》2004,297(1):305-316
The eigenvalue and the stability of singular differential systems with delay are considered. Firstly we investigate some properties of the eigenvalue, then give the exact exponential estimation for the fundamental solution, and finally discuss the necessary and sufficient condition of uniform asymptotic stability. 相似文献
22.
In this paper a predictive control strategy is applied to a periodic-review dynamic inventory system with deteriorating items.
Given the current inventory level, we determine the optimal production rates to be implemented at the beginning of each of
the following periods over the control horizon. The effectiveness of this approach is the use of future information of the
inventory target level and the desired production rate, which are available, along the fixed horizon. The deterioration coefficient
may be known or unknown and both cases are considered. In the case where it is unknown, the self-tuning predictive control
is applied. The proposed control algorithms are illustrated by simulations. 相似文献
23.
本文综合近邻权函数法及最小二乘法,用两阶段最小二乘估计的方法得到了半参数EV模型中参数的估计量及其强相合性,渐近正态性。同时也得到了非参数函数的估计量及其强相合性,一致强相合性。 相似文献
24.
Rolando Cavazos-Cadena 《Annals of Operations Research》1991,28(1):169-184
We consider a class of Markov decision processes withfinite state and action spaces which, essentially, is determined by the following condition: The state space isirreducible under the action of any stationary policy. However, except by this restriction, the transition law iscompletely unknown to the controller. In this context, we find a set of policies under which thefrequency estimators of the transition law are strongly consistent and then, this result is applied to constructadaptive asymptotically discount-optimal policies.Dedicated to Professor Truman O. Lewis, on the occasion of his sixtieth birthdayThis research was supported in part by the Third World Academy of Sciences (TWAS) under Grant TWAS RG MP 898-152, and in part by the Consejo Nacional de Ciencia y Tecnología (CONACYT) under Grant A128CCOEO550 (MT-2). 相似文献
25.
C. Bogani M. G. Gasparo A. Papini 《Journal of Optimization Theory and Applications》2007,134(1):47-59
We propose a pattern search method to solve a classical nonsmooth optimization problem. In a deep analogy with pattern search
methods for linear constrained optimization, the set of search directions at each iteration is defined in such a way that
it conforms to the local geometry of the set of points of nondifferentiability near the current iterate. This is crucial to
ensure convergence. The approach presented here can be extended to wider classes of nonsmooth optimization problems. Numerical
experiments seem to be encouraging.
This work was supported by M.U.R.S.T., Rome, Italy. 相似文献
26.
We consider the estimation of multivariate regression functions r(x1,…,xd) and their partial derivatives up to a total order p1 using high-order local polynomial fitting. The processes {Yi,Xi} are assumed to be (jointly) associated. Joint asymptotic normality is established for the estimates of the regression function r and all its partial derivatives up to the total order p. Expressions for the bias and variance/covariance matrix (of the asymptotic distribution) are given. 相似文献
27.
This study provides a stability theory for the nonlinear least-squares formulation of estimating the diffusion coefficient in a two-point boundary-value problem from an error-corrupted observation of the state variable. It is based on analysing the projection of the observation on the nonconvex attainable set.This research was started while G. Chavent visited the Technical University of Graz. Support through the Steiermaerkische Landesregierung is gratefully acknowledged. 相似文献
28.
BAHADURASYMPTOTICEFFICIENCYINASEMIPARAMETRICREGRESSIONMODEL¥LIANGHUA;CHENGPINGAbstract:TheauthorSgiveMLEθ1MLofθ1inthemodelY=θ... 相似文献
29.
从非线性自回归模型Xt+1=-αXtλ+1+βXt+γ出发,通过变量替换Xt=aYt,推出三参数混沌动力学系统模型Yt+1=kYt(1-Ytλ)+c;采用线性回归与非线性回归相结合的改进的混合法,对模型参数作了估计;实际研究表明,该模型可以用于对国内生产总值GDP增长的研究. 相似文献
30.
A scheme for vehicle density and velocity estimation in a stretch of highway based on a modified cell transmission model [C.
F. Daganzo, Transportation Research, Part B, 28B(4),269–287, 1994. Elsevier is presented. The scheme is intended for use with on-ramp metering control algorithms, providing
local knowledge of densities and velocities that is helpful to improve on-ramp metering control performance. Estimation of
density is obtained by nonlinear estimators, while velocity estimation is obtained by gradient algorithms. There is one density–velocity
estimator for free traffic flow and other for congested traffic flow. Both estimator schemes work in parallel. The final estimation
of density and velocity results from a convex combination of the predictions of the two estimators. This combination depends
on occupancy or density measurements at the boundaries of the stretch and is produced by a fuzzy inference system. Stability
and convergence of the density and velocity estimation scheme is proved by Lyapunov based techniques. Simulation results comparing
measured and estimated traffic data are presented. They confirm good performance of the estimators.
Research sponsored by grants UNAM PAPIIT IN110403 and CONACYT 47583. 相似文献