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81.
M. A. H. Dempster 《Journal of Mathematical Sciences》2006,133(4):1422-1444
This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage)
stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown
that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum
norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These
processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are
negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single
scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from
the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are
established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and
future research is described. Bibliography: 49 titles.
__________
Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129. 相似文献
82.
We study oscillation in a gyrotron with allowance for reflections from an output horn. Regions with different system behaviors,
such as stationary oscillation, self-modulation, and complex-dynamics regimes are found in the parameter plane. The scenarios
of appearance of chaotic oscillations are considered. It is shown that they can emerge via either a sequence of period-doubling
bifurcations or destruction of quasiperiodic motion. For chaotic attractors, Lyapunov exponents are calculated and their dimensions
are estimated on the basis of the Kaplan-Yorke formula. The dimension values turn out to be anomalously large, which is stipulated
by the presence of a large number of high-Q eigenmodes in the gyrotron cavity due to operation near the cutoff frequency of
an electrodynamic system.
__________
Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 49, No. 10, pp. 887–899, October 2006. 相似文献
83.
In this paper, we explore the interplay of four different conjectures on certain zero-sum problems in Zp Zp. This study of the inter-relations between these conjectures leads to the conclusion that determining the structure of minimal zero sequences (see below for the precise definition) is crucial. Also, we study the analogous situation in Zn. 相似文献
84.
Mathematical Notes - 相似文献
85.
A. R. Volkov B. V. Shul'gin T. I. Polupanova V. N. Lebedev A. A. Nagornyi V. L. Petrov Yu. F. Kargin 《Journal of Applied Spectroscopy》1991,54(6):585-590
Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 54, No. 6, pp. 970–975, June, 1991. 相似文献
86.
87.
A. V. Bernshtein 《Journal of Mathematical Sciences》1991,53(6):592-595
An existence theorem is proved for a strictly majorizing test of composite hypotheses. Statistical corollaries of the theorem are explored.Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 73–78, 1986. 相似文献
88.
A. N. Troflmchuk 《Journal of Mathematical Sciences》1991,57(5):3407-3409
We develop a method of computing the nonsteady-state and free oscillations of a framed elastic structure situated on an elastic base and containing an ideal compressible fluid. The solution uses the method of integral transforms in conjunction with the method of orthogonal polynomials. In the transform space the problem reduces to systems of linear algebraic equations. The Fourier transform is applied to return to the original space. Examples of the computation are given.Translated fromDinamicheskie Sistemy, No. 6, 1987, pp. 69–72. 相似文献
89.
We consider the solution of integral equations in problems of three-dimensional electromagnetic fields in piecewise-homogeneous media. An algorithm is proposed for analytical isolation of singularities in the kernel and the density of the integral equation of potential theory for the case of complex boundary surfaces.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 14–17, 1985 相似文献
90.
E. V. Zakharov A. G. Davydov Yu. V. Pimenov G. M. Tikhonov 《Computational Mathematics and Modeling》1991,2(1):79-84
Translated from Chislennye Metody Resheniya Obratnykh Zadach Matematicheskoi Fiziki, pp. 119–127. 相似文献