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101.
102.
Hong Chen 《Queueing Systems》1989,5(4):281-293
We study a mixed problem of optimal scheduling and input and output control of a single server queue with multi-classes of customers. The model extends the classical optimal scheduling problem by allowing the general point processes as the arrival and departure processes and the control of the arrival and departure intensities. The objective of our scheduling and control problem is to minimize the expected discounted inventory cost over an infinite horizon, and the problem is formulated as an intensity control. We find the well-knownc is the optimal solution to our problem.Supported in part by NSF under grant ECS-8658157, by ONR under contract N00014-84-K-0465, and by a grant from AT&T Bell Laboratories.The work was done while the author was a postdoctoral fellow in the Division of Applied Sciences, Harvard University, Cambridge, Massachusetts 02138. 相似文献
103.
In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship. 相似文献
104.
Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {Xi, j, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then
and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes. 相似文献
Full-size image
105.
A. Y. Lee 《Journal of Optimization Theory and Applications》1988,56(1):157-166
In this paper, we consider a particular approximation scheme which can be used to solve hereditary optimal control problems. These problems are characterized by variables with a time-delayed argumentx(t – ). In our approximation scheme, we first replace the variable with an augmented statey(t) x(t - ). The two-sided Laplace transform ofy(t) is a product of the Laplace transform ofx(t) and an exponential factor. This factor is approximated by a first-order Padé approximation, and a differential relation fory(t) can be found. The transformed problem, without any time-delayed argument, can then be solved using a gradient algorithm in the usual way. Four problems are solved to illustrate the validity and usefulness of this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant NCC-2-106. 相似文献
106.
A. Cegielski 《Journal of Optimization Theory and Applications》1986,49(1):81-105
The purpose of this paper is to solve anm-silent versusn-silent duel with arbitrary accuracy functionsP andQ which are continuously differentiable in [0, 1] with positive derivatives in (0, 1) and such thatP(0)=Q(0)=0,P(1)(0, 1),Q(1)(0, 1). The game can be interpreted as a game in which the players know only that the numbers of their actions have binomial distribution.Part of this paper was written during the author's stay at the Institute of Statistics and Mathematical Economics, University of Karlsruhe, FRG. The author wishes to thank Prof. S. Trybua, Technical University of Wrocaw, Poland, for helpful discussion in preparing the paper and Prof. D. Pallaschke, University of Karlsruhe, FRG, for help in preparing the numerical example. 相似文献
107.
Extremely localized molecular orbitals (ELMOs), namely orbitals strictly localized on molecular fragments, are easily transferable from one molecule to another one. Hence, they provide a natural way to set up the electronic structure of large molecules using a data base of orbitals obtained from model molecules. However, this procedure obviously increases the energy with respect to a traditional MO calculation. To gain accuracy, it is important to introduce a partial electron delocalization. This can be carried out by defining proper optimal virtual orbitals that supply an efficient set for nonorthogonal configurations to be employed in VB-like expansions. 相似文献
108.
Changeable size moving window partial least squares (CSMWPLS) and searching combination moving window partial least squares (SCMWPLS) are proposed to search for an optimized spectral interval and an optimized combination of spectral regions from informative regions obtained by a previously proposed spectral interval selection method, moving window partial least squares (MWPLSR) [Anal. Chem. 74 (2002) 3555]. The utilization of informative regions aims to construct better PLS models than those based on the whole spectral points. The purpose of CSMWPLS and SCMWPLS is to optimize the informative regions and their combination to further improve the prediction ability of the PLS models. The results of their application to an open-path (OP)/FT-IR spectra data set show that the proposed methods, especially SCMWPLS can find out an optimized combination, with which one can improve, often significantly, the performance of the corresponding PLS model, in terms of low prediction error, root mean square error of prediction (RMSEP) with the reasonable latent variable (LVs) number, comparing with the results obtained using whole spectra or direct combination of informative regions for a compound. Regions consisting of the combinations obtained can easily be explained by the existence of IR absorption bands in those spectral regions. 相似文献
109.
含磷、硫、氮配原子的钴羰基簇合衍生物的合成和表征 总被引:1,自引:0,他引:1
过渡金属原子簇化学是当今化学学科中非常活跃的研究领域之一 ,这类簇合物大多有着新颖的几何构型和多样化的成键方式 ,并且具有独特的催化性能[1 ] 。迄今为止 ,人们合成了多种含磷、硫、氮等原子的铁、钴、钌等羰基簇合衍生物 ,但其中三种以上原子同时配位的情况并不多见 ,有金振兴等的含C、S、N配原子的三核钴簇[2 ] ;Luga和Cabeza的三钌簇[3 ,4] 以及Chihara等合成的五核钌簇[5] ,其分子中都有P、N、O三原子配位。我们利用复杂的含P、S、N等可配原子的有机配前体与二元钴羰合物反应 ,合成了一系列三核、四核… 相似文献
110.
Spectral quantities of cyclopropane, cyclobutane, cyclohexane, and of several derivatives, have been calculated by a semiempirical all-valence electron SCF-CI MO method. In cyclopropane, HOMO is practically localized in the carbon-frame, and LVMO is purely so. In cyclobutane, these two MO's are based on C-H bonds, while cyclohexane holds an intermediate position. Despite the overall similarity-experimental and computed-of the spectra of these molecules, assignments are non-parallel. Like cyclopropane, cyclobutane can extend conjugation, but to a diminished degree; cyclohexane behaves in this respect like an acyclic alkane. An interpretation of this gradation, in terms of the nature of high-lying MO's, is proposed. 相似文献