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91.
In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed
using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying
the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch.
Anal., 2007, to appear).
Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants.
In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott
et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified
adjoint process. A stochastic minimum principle is established. 相似文献
92.
胡长松 《应用泛函分析学报》2007,9(2):153-157
设E是Banach空间,T∶E→2E*是极大单调算子,T-10≠ф.令x0∈E,yn=(J λnT)-1xn en,xn 1=J-1(αnJxn (1-αn)Jyn),n0,λn>0,αn∈[0,1],文章研究了{xn}收敛性. 相似文献
93.
B. Ivorra A. M. Ramos B. Mohammadi 《Journal of Optimization Theory and Applications》2007,135(3):549-561
This paper has two objectives. We introduce a new global optimization algorithm reformulating optimization problems in terms
of boundary-value problems. Then, we apply this algorithm to a pointwise control problem of the viscous Burgers equation,
where the control weight coefficient is progressively decreased. The results are compared with those obtained with a genetic
algorithm and an LM-BFGS algorithm in order to check the efficiency of our method and the necessity of using global optimization
techniques. 相似文献
94.
Zhengqian Luo Guoyong Sun Zhiping Cai Miaoling Si Qibo Li 《Optics Communications》2007,277(1):118-124
In this paper, continuous wave Yb3+-doped double-clad fiber lasers (DCFLs) with linear-cavity are investigated theoretically and numerically using the rate equations. Under the steady state conditions, the simplified analytic solutions of Yb3+-doped DCFLs under considering the scattering loss are deduced in the strongly pump condition. Compared with the known analytic solutions in published literatures, our analytic solutions are more accurate, especially, at higher reflectivity of output mirror. In addition, a fast and stable algorithm based on the Newton-Raphson method is proposed to simulate numerically Yb3+-doped DCFLs. The results by simplified analytic solutions are in good agreement with those by the numerical simulation. Moreover, we have performed the optimization of an Yb3+-doped DCFL using the simplified analytic solutions and the numerical simulations, respectively. 相似文献
95.
An energy-dependent partitioning scheme is explored for extracting a small number of eigenvalues of a real symmetric matrix with the help of genetic algorithm. The proposed method is tested with matrices of different sizes (30 × 30 to 1000 × 1000). Comparison is made with Löwdin’s strategy for solving the problem. The relative advantages and disadvantages of the GA-based method are analyzed 相似文献
96.
We give a competitive algorithm to identify all d defective edges in a hypergraph with d unknown. Damaschke did the d=1 case for 2-graphs, Triesch extended the d=1 case to r-graphs, and Johann did the general d case for 2-graphs. So ours is the first attempt to solve the searching for defective edges problem in its full generality. Further, all the above three papers assumed d known. We give a competitive algorithm where d is unknown. 相似文献
97.
We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies. 相似文献
98.
99.
Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity
and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the stationary distribution is presented.
An application of such chains in retrial queueing models with Batch Markovian Arrival Process is briefly illustrated.
AMS Subject Classifications Primary 60K25 · 60K20 相似文献
100.