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排序方式: 共有348条查询结果,搜索用时 15 毫秒
1.
《Operations Research Letters》2021,49(5):809-814
In this paper we discuss Optimal Control and Markov Decision Process (MDP) formulations of multistage optimization problems when the involved probability distributions are not known exactly, but rather are assumed to belong to specified ambiguity families. The aim of this paper is to clarify a connection between such distributionally robust approaches to multistage stochastic optimization. 相似文献
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Adaptive Penalized Weighted Least Absolute Deviations Estimation for the Accelerated Failure Time Model 下载免费PDF全文
The accelerated failure time model always offers a valuable complement to the traditional Cox proportional hazards model due to its direct and meaningful interpretation. We propose a variable selection method in the context of the accelerated failure time model for survival data, which can simultaneously complete variable selection and parameter estimation. Meanwhile, the proposed method can deal with the potential outliers in survival times as well as heteroscedastic model errors, which are frequently encountered in practice. Specifically, utilizing the general nonconvex penalty, we propose the adaptive penalized weighted least absolute deviation estimator for the accelerated failure time model. Under some regularity conditions, we show that the proposed method yields consistent estimator and possesses the oracle property. In addition, we propose a new algorithm to compute the estimate in the high dimensional settings, and evaluate the practical utility of the proposed method through extensive simulation studies and two real examples. 相似文献
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针对喷雾机喷杆仿形系统中同时存在负载变化、未建模不确定项、物理参数摄动以及外部干扰等问题,提出了一种基于小波网络逼近的具有自适应性和鲁棒性的反步控制方法.首先,将含有不确定、未知和非线性项的喷杆仿形系统建立为完整的数学模型,将其等价转化为具有严格反馈的状态空间形式;其次,采用设计的小波基元去构造神经网络,在满足最优误差有界条件下逼近反步法中虚拟等效控制部分,选取自适应更新律估计系统中存在的未知参数,引入鲁棒补偿项减小复合干扰对系统的不利影响,降低了输入指令信号的阶次要求;最后,通过构造合适的Lyapunov函数,应用稳定性理论证明了闭环系统位置跟踪误差渐近收敛到原点.仿真结果表明,所提控制方法可实现喷雾机喷杆位置姿态快速升降机动调整,有效地增强了喷杆系统的鲁棒稳定性和控制精度. 相似文献
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《Operations Research Letters》2022,50(5):561-567
The aim of this paper is to formulate several questions related to distributionally robust Stochastic Optimal Control modeling. As an example the distributionally robust counterpart of the classical inventory model is discussed in details. Finite and infinite horizon stationary settings are considered. 相似文献
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Yun-Yun Yang 《中国物理 B》2022,31(8):80201-080201
As a classical complex network model, scale-free network is widely used and studied. And motifs, as a high-order subgraph structure, frequently appear in scale-free networks, and have a great influence on the structural integrity, functional integrity and dynamics of the networks. In order to overcome the shortcomings in the existing work on the robustness of complex networks, only nodes or edges are considered, while the defects of high-order structure in the network are ignored. From the perspective of network motif, we propose an entropy of node degree distribution based on motif to measure the robustness of scale-free networks under random attacks. The effectiveness and superiority of our method are verified and analyzed in the BA scale-free networks. 相似文献
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本文提出一种允许并列排名的组合评价方法,利用多种单一评价方法对方案进行排序,提取多个排序结果中的一致优劣关系作为约束条件,并以原始决策矩阵为自变量构造效用函数,通过目标规划求解各方案的综合效用值,以综合效用值的大小确定各方案的排名,综合效用值相同的方案被认为没有差别,排名并列。定义Weak-Kendall系数描述评价方法的鲁棒性,从数据的随机扰动和方案数量的变化两个角度设计仿真实验,引入实例,并与离差最大化法、均值法、模糊Borda法等组合评价方法进行比较,结果表明并列排名组合评价方法在这以上两方面具有更强的鲁棒性。最后,通过研究单一评价方法的选择对并列排名法的影响,探讨方法的改进方向。 相似文献
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Recent experimental progress in prolonging the coherence time of a quantum system prompts us to explore the behavior of quantum entanglement at the beginning of the decoherence process. The response of the entanglement under an infinitesimal noise can serve as a signature of the robustness of entangled states. A crucial problem of this topic in multipartite systems is to compute the degree of entanglement in a mixed state. We find a family of global noise in three-qubit systems, which is composed of four W states. Under its influence, the linear response of the tripartite entanglement of a symmetrical three-qubit pure state is studied. A lower bound of the linear response is found to depend completely on the initial tripartite and bipartite entanglement. This result shows that the decay of tripartite entanglement is hastened by the bipartite one. 相似文献