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991.
Fully and partially observed stochastic control of systems with nonlinear dynamics and terminal and running costs are considered.
Measure changes are introduced which allow both state and observation dynamics to be thought of as linear. In the case when
the terms of the cost have a special form the measure change transformation “cancels out” the nonlinearities and changes the
original nonlinear problem into a classical LQG one and standard results can be applied. We also consider unnormalized conditional
densities of the whole path as state variables and obtain dynamic programming and verification results.
R. J. Elliott wishes to acknowledge support of the Natural Sciences and Engineering Research Council of Canada, Grant A7964. 相似文献
992.
Simon G. Bott Alan P. Marchand Dongxia Xing Rajesh Shukla Stephen James Obrey K. Venkatesan J. Narasimha Moorthy 《Journal of chemical crystallography》1997,27(11):661-665
NaBH4 reduction of a cage dione proceeds in a stereospecific fashion to give theendo,endo-diol. This reactivity is related to the crystal structure. 相似文献
993.
Summary It is shown that the outer automorphism group of a Coxeter groupW of finite rank is finite if the Coxeter graph contains no infinite bonds. A key step in the proof is to show that if the
group is irreducible andΠ
1 andΠ
2 any two bases of the root system ofW, thenΠ
2 = ±ωΠ
1 for some ω εW. The proof of this latter fact employs some properties of the dominance order on the root system introduced by Brink and
Howlett.
This article was processed by the author using the Springer-Verlag TEX PJour1g macro package 1991. 相似文献
994.
995.
996.
997.
998.
L.-Q. Han S.-Y. Zhao Y.-D. Zhou P.-L. Zhang 《Applied physics. B, Lasers and optics》1997,65(3):399-402
Received: 18 June 1996/Revised version: 3 January 1997 相似文献
999.
Operational Research groups were established in private and public sector organizations following on from their success supporting the military in the Second World War. In the early years their numbers grew rapidly but by the mid-1970s evidence started to accumulate that they were being viewed less favourably. Many organizations chose not to set up OR groups. Established groups were closed down or dispersed to operating units in organizations, particularly during the recessionary periods. In 1993 following on the closures of some major OR groups in the UK, the Operational Research Society decided to fund research to examine those factors influencing a group's success and survival. This review, which forms part of the research, first examines the history of OR groups in the UK and North America, arguing that in practice they were one of a number of internal organizational consultancies. As such they were judged by their competitive performance. Despite the intent of the founding fathers of OR many groups found their scope was limited to mainly tactical problems using analytical model based approaches although there were exceptions that were successful in making major contributions at the strategic level also. Within their chosen fields of activity however many groups flourished whilst some failed. This review presents a comprehensive list of influences on success and survival. They include changes in the external environment, together with shifts in managerial style and culture, organizational factors, and the OR group itself. The review concludes that, while OR groups can do much to protect themselves from closure, organizational changes within a hostile managerial culture demand a creative response that acknowledges new requirements. Areas where an OR group has greatest influence over its effectiveness include its leadership and personnel, project balance and management. In addition, to be successful OR groups need to positively develop and market their services in an increasingly competitive managerial climate. 相似文献
1000.
In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. It is assumed that the cost functional is positive definite and that the constraints are both feasible and regular (but otherwise they are unrestricted quadratic functions). Thus, the existence of a global constrained minimum is assured. We develop a necessary and sufficient condition that completely characterizes the global minimum cost. Such a condition is of essential importance in iterative numerical methods for solving the constrained minimization problem, because it readily distinguishes between local minima and global minima and thus provides a stopping criterion for the computation. The result is similar to one obtained previously by the authors. In the previous result, we gave a characterization of the global minimum of a constrained quadratic minimization problem in which the cost functional was an arbitrary quadratic functional (as opposed to positive-definite here) and the constraints were at least positive-semidefinite quadratic functions (as opposed to essentially unrestricted here). 相似文献