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41.
42.
The control of piecewise-deterministic processes is studied where only local boundedness of the data is assumed. Moreover the discount rate may be zero. The value function is shown to be solution to the Bellman equation in a weak sense; however the solution concept is strong enough to generate optimal policies. Continuity and compactness conditions are given for the existence of nonrelaxed optimal feedback controls. 相似文献
43.
Mari Grobbelaar‐Van Dalsen 《Mathematical Methods in the Applied Sciences》2004,27(11):1301-1315
This paper is concerned with well‐posedness results for a mathematical model for the transversal vibrations of a two‐dimensional hybrid elastic structure consisting of a rectangular Reissner–Mindlin plate with a Timoshenko beam attached to its free edge. The model incorporates linear dynamic feedback controls along the interface between the plate and the beam. Classical semigroup methods are employed to show the unique solvability of the coupled initial‐boundary‐value problem. We also show that the energy associated with the system exhibits the property of strong stability. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
44.
We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived. 相似文献
45.
Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control 总被引:1,自引:0,他引:1
Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N
3. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction. 相似文献
46.
Banach空间上的框架与Riesz基 总被引:5,自引:0,他引:5
本文讨论Banach空间上框架、无冗框架与Riesz基之间的关系及它们的稳定性. 相似文献
47.
Y. Yavin 《Journal of Optimization Theory and Applications》1993,78(1):77-91
Stochastic optimal control techniques are applied to compare the performance of identical medium-range air-to-air missiles which have different thrust-mass profiles. The measure of the performance is the probability of reaching a lock-on-point with a favorable range of guidance and flight parameters, during a fixed time interval [0,t
f
], given that, during the flight, the trajectories of the missile are subjected to a variety of constraints including dynamic pressure constraints. 相似文献
48.
49.
尚英姿 《武汉大学学报(理学版)》2007,53(1):37-40
为了解决蛋白质三维结构比对需要处理大量的旋转、平移变换,直接用动态规划将变得十分繁琐这一问题,在保留蛋白质空间结构属性特征的基础上,对蛋白质三维数据进行了预先的处理.通过计算蛋白质结构在旋转和平移下的几何不变量,将蛋白质的三维结构坐标变换为具有旋转、平移不变性的一维序列.进一步给出了“距离”以及“相似得分”的定义.在此基础上采用动态规划方法给出了新的蛋白质结构比对算法.对专家分类的蛋白质结构数据库进行测试,结果显示准确、快速. 相似文献
50.
Han-xing Wang Xi Hu Qin Zhang 《应用数学学报(英文版)》2007,23(2):235-244
In this paper,we present a random graph model with spatial reuse for a mobile ad hoc network(MANET) based on the dynamic source routing protocol.Many important performance parameters of theMANET are obtained,such as the average flooding distance (AFD),the probability generating function of theflooding distance,and the probability of a flooding route to be symmetric.Compared with the random graphmodel without spatial reuse,this model is much more effective because it has a smaller value of AFD and alarger probability for finding a symmetric valid route. 相似文献