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51.
52.
We propose a simple game whose solution contains a singular focal line, i.e., a focal line reached by optimal trajectories in a nontangential fashion. We also provide a discussion of how the optimal discriminating strategy can be approximated by a pure feedback.This work was prepared while the first author was visiting at INRIA-Sophia Antipolis, Valbonne, France. 相似文献
53.
P. K. C. Wang 《Journal of Optimization Theory and Applications》1990,65(2):331-362
This paper considers the problem of the stabilization and control of distributed systems with time-dependent spatial domains. The evolution of the spatial domains with time is described by a finite-dimensional system of ordinary differential equations, while the distributed systems are described by first-order or second-order linear evolution equations defined on appropriate Hilbert spaces. First, results pertaining to the existence and uniqueness of solutions of the system equations are presented. Then, various optimal control and stabilization problems are considered. The paper concludes with some examples which illustrate the application of the main results.This work was supported by the Air Force Office of Scientific Research, Grant No. AFOSR 86-0132, by the National Science Foundation, Grant No. 87-18473, and by the Jet Propulsion Laboratory, Pasadena, California. 相似文献
54.
Y. Wardi 《Journal of Optimization Theory and Applications》1990,64(2):399-417
Stochastic algorithms for optimization problems, where function evaluations are done by Monte Carlo simulations, are presented. At each iteratex
i, they draw a predetermined numbern(i) of sample points from an underlying probability space; based on these sample points, they compute a feasible-descent direction, an Armijo stepsize, and the next iteratex
i+1. For an appropriate optimality function , corresponding to an optimality condition, it is shown that, ifn(i) , then (x
i) 0, whereJ is a set of integers whose upper density is zero. First, convergence is shown for a general algorithm prototype: then, a steepest-descent algorithm for unconstrained problems and a feasible-direction algorithm for problems with inequality constraints are developed. A numerical example is supplied. 相似文献
55.
A class of service stage Petri net models whose equilibrium probabilities satisfy local balance equations is presented. Examples of their applicability include bus oriented multiprocessor interconnections, the classical dining philosophers problem and the alternating bit protocol. The natural topological space for embedding the state transition lattice for this class of SSPN is shown to be a multidimensional toroidal manifold. 相似文献
56.
We consider a finite-horizon control model with additive input. There are two convex functions which describe the running cost and the terminal cost within the system. The cost of input is proportional to the input and can take both positive and negative values. It is shown that there exists a deterministic control problem whose optimal cost is the same as the one in the stochastic control problem. The optimal policy for the stochastic problem consists of keeping the process as close to the optimal deterministic trajectory as possible.This research is supported by NSERC Grant A4619, MRCO, NSF Grant DMS-86-01510, and AFOSR Grant 87-0278. 相似文献
57.
Solution differentiability for variational inequalities 总被引:1,自引:0,他引:1
Jerzy Kyparisis 《Mathematical Programming》1990,48(1-3):285-301
In this paper we study solution differentiability properties for variational inequalities. We characterize Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. Our result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems. 相似文献
58.
Comparisons are made between the expected gain of a prophet (an observer with complete foresight) and the maximal expected gain of a gambler (using only non-anticipating stopping times) observing a sequence of independent, uniformly bounded random variables where a non-negative fixed cost is charged for each observation. Sharp universal bounds are obtained under various restrictions on the cost and the length of the sequence. For example, it is shown for X1, X2, … independent, [0, 1]-valued random variables that for all c ≥ 0 and all n ≥ 1 that E(max1 ≤ j ≤ n(Xj − jc)) − supt Tn E(Xt − tc) ≤ 1/e, where Tn is the collection of all stopping times t which are less than or equal to n almost surely. 相似文献
59.
This paper investigates the existence of positive solutions of a singular boundary value problem with negative exponent similar
to standard Emden-Fowler equation. A necessary and sufficient condition for the existence of C[0, 1] positive solutions as
well as C1[0, 1] positive solutions is given by means of the method of lower and upper solutions with the Schauder fixed point theorem. 相似文献
60.
We study the system of nonlinear differential equations which expresses the constancy of the algebraic invariants of the Jacobian matrix for smooth vector fields in three-dimensional space. This system is equivalent to the equations of gas dynamics which describe the barochronous motions of a gas (the pressure and density depend only on the time). We present the results of computation of the admissible local Lie group and construction of the general solution of the system. We mention a few new problems that arise here. 相似文献