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31.
We consider a Bolza optimal control problem with state constraints. It is well known that under some technical assumptions every strong local minimizer of this problem satisfies first order necessary optimality conditions in the form of a constrained maximum principle. In general, the maximum principle may be abnormal or even degenerate and so does not provide a sufficient information about optimal controls. In the recent literature some sufficient conditions were proposed to guarantee that at least one maximum principle is nondegenerate, cf. [A.V. Arutyanov, S.M. Aseev, Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints, SIAM J. Control Optim. 35 (1997) 930–952; F. Rampazzo, R.B. Vinter, A theorem on existence of neighbouring trajectories satisfying a state constraint, with applications to optimal control, IMA 16 (4) (1999) 335–351; F. Rampazzo, R.B. Vinter, Degenerate optimal control problems with state constraints, SIAM J. Control Optim. 39 (4) (2000) 989–1007]. Our aim is to show that actually conditions of a similar nature guarantee normality of every nondegenerate maximum principle. In particular we allow the initial condition to be fixed and the state constraints to be nonsmooth. To prove normality we use J. Yorke type linearization of control systems and show the existence of a solution to a linearized control system satisfying new state constraints defined, in turn, by linearization of the original set of constraints along an extremal trajectory. 相似文献
32.
33.
基础房价的相关指标及其走势一直是大众关心的热门话题.本文通过对上海基础房价相关指标的分析,建立了市场房价走势的两个数学模型.模型一:在相关性分析的基础上利用主成分分析消除指标间的共线性,再用回归拟合房价模型并进行预测;模型二:在相关性分析的基础上利用核估计方法预测出房价.继呵对2005年下半年的房价走势进行了预测,得出的结果与实际情况相吻合. 相似文献
34.
E. Mathieu Y. Foucher P. Dellamonica J. P. Daures 《Methodology and Computing in Applied Probability》2007,9(3):389-397
In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical
taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In
this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding
the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed.
A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented
for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct
times and follow-up has an impact on the evolution of patients.
相似文献
35.
We propose iteration methods for solving the Dirichlet problem in domains with involved geometry. Such problems arise in relation to the problem of optimizing quantum dot and antidot infrared detectors. We estimate the deviation of an approximate solution from the exact solution. 相似文献
36.
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
37.
This work is concerned with the maximum principle for optimal control problem governed by magnetohydrodynamic equations, which describe the motion of a viscous incompressible conducting fluid in a magnetic field and consist of a subtle coupling of the Navier-Stokes equation of viscous incompressible fluid flow and the Maxwell equation of electromagnetic field. An integral type state constraint is considered. 相似文献
38.
In this work, the NP-hard maximum clique problem on graphs is considered. Starting from basic greedy heuristics, modifications and improvements are proposed and combined in a two-phase heuristic procedure. In the first phase an improved greedy procedure is applied starting from each node of the graph; on the basis of the results of this phase a reduced subset of nodes is selected and an adaptive greedy algorithm is repeatedly started to build cliques around such nodes. In each restart the selection of nodes is biased by the maximal clique generated in the previous execution. Computational results are reported on the DIMACS benchmarks suite. Remarkably, the two-phase procedure successfully solves the difficult Brockington-Culberson instances, and is generally competitive with state-of-the-art much more complex heuristics. 相似文献
39.
40.
Weaving is a matrix construction developed in 1990 for the purpose of obtaining new weighing matrices. Hadamard matrices obtained by weaving have the same orders as those obtained using the Kronecker product, but weaving affords greater control over the internal structure of matrices constructed, leading to many new Hadamard equivalence classes among these known orders. It is known that different classes of Hadamard matrices may have different maximum excess. We explain why those classes with smaller excess may be of interest, apply the method of weaving to explore this question, and obtain constructions for new Hadamard matrices with maximum excess in their respective classes. With this method, we are also able to construct Hadamard matrices of near‐maximal excess with ease, in orders too large for other by‐hand constructions to be of much value. We obtain new lower bounds for the maximum excess among Hadamard matrices in some orders by constructing candidates for the largest excess. For example, we construct a Hadamard matrix with excess 1408 in order 128, larger than all previously known values. We obtain classes of Hadamard matrices of order 96 with maximum excess 912 and 920, which demonstrates that the maximum excess for classes of that order may assume at least three different values. Since the excess of a woven Hadamard matrix is determined by the row sums of the matrices used to weave it, we also investigate the properties of row sums of Hadamard matrices and give lists of them in small orders. © 2004 Wiley Periodicals, Inc. J Combin Designs 12: 233–255, 2004. 相似文献