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41.
42.
This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically. 相似文献
43.
An initial boundary value problem for the dynamic system of anisotropic elasticity in a half space is studied in the paper. A novel method of finding an exact solution of this problem for a special polynomial form of initial data and inhomogeneous term of the system is described. On the base of this method the simulation of elastic waves in different homogeneous anisotropic half spaces is implemented. 相似文献
44.
This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems. 相似文献
45.
We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean
vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period
where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which,
in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient
frontier and an illustrative example is given to demonstrate the application of the procedure. 相似文献
46.
Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach
An automatic monitoring and intervention algorithm that permits the supervision of very general aspects in an univariate linear Gaussian state–space model is proposed. The algorithm makes use of a model comparison and selection approach within a Bayesian framework. In addition, this algorithm incorporates the possibility of eliminating earlier interventions when subsequent evidence against them comes to light. Finally, the procedure is illustrated with two empirical examples taken from the literature. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
47.
Dirk P. Kroese Sergey Porotsky Reuven Y. Rubinstein 《Methodology and Computing in Applied Probability》2006,8(3):383-407
In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In
this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness
of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear
constraints.
相似文献
48.
49.
This paper analyses and models the dynamic interaction among permeable multi-cracks in a piezoelectric strip under anti-plane shear waves by the Schmidt method. The Fourier transform is applied and then two pairs of triple integral equations can be solved using the Schmidt method. The results show that the stress and the electric displacement intensity factors of cracks depend on not only the crack length and the piezoelectric coefficient, but also the thickness of the piezoelectric strip, the distance between multi-cracks and the frequency of incident wave. 相似文献
50.
Prof. Dr. K. Ikegami Prof. Dr. T. Sugibayashi Mr. K. Matsuo 《Archive of Applied Mechanics (Ingenieur Archiv)》1994,65(1):44-53
Summary A method of joining two metal cylindrical shafts with adhesive coupling is proposed. Two cylindrical shafts with the same diameter are connected by bonding through a cylindrical coupling with epoxy resin. The strength of the shaft joint under tensile loading and torsional loading is investigated analytically and experimentally. The stress and strain distributions of the shaft joint is analyzed by the finite element method. The analyzed strain distributions in the joint are compared with experimental values. The joint strength is predicted by applying the strength laws of shafts, coupling, adhesive layer and adhesive interface between shaft and adhesive coupling. The effects of the coupling dimension on the joint strength are examined. It is shown that the adhesive shaft joint can transfer the load by which the cylindrical shafts are plastically deformed.This paper was refined by the author, K. Ikegami, during statying at Technische Universität München under the support of Deutscher Akademischer Austauschdients. The author is grateful to Professor Lippmann of Technische Universität München who is the host professor of the support. 相似文献