摘要:

It is assumed that a control object is described by the system of non-linear stochastic equationsdx= [f(x) +v(z)]dt+ σ(x)dW,t>0,x,zϵRn, whereWis a vector of independent standard Wiener processes andvis the control vector. It is further assumed that the processZis observed, described bydzt=xtdNt+yt(x)dBti= 1, ⃛n,x,zϵFtni, whereB= col (B1⃛,Bn) is a vector of independent standard Wiener processes andN= col (N1⃛,Nn) is a vector of doubly stochastic Poisson processes with intensity process {(λ1(Zt), ⃛, λn(Zt<)),t⩾ 0}. It is then shown how the processNcan be constructed, and for a given sampling processN, sufficient conditions are derived on optimal controls. In addition, the problem is dealt with of selecting an optimal sampling processNfor a given admissible control law.

ISSN:0020-7721    

DOI:10.1080/00207728008966992

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

Quantitative measures that can be useful in guiding the process of structuring and analysing a decision tree model are identified. These are classified according to whether they relate to the structure of the primary decision problem or the structure of the secondary or information gathering decision problem. An important question that arises during the process of developing a structural model of a decision situation is whether to encode uncertainty on an important variable directly or to model the situation further. These represent two different but complementary approaches to quantifying judgment whose use must be balanced in any decision problem. One is related to the value of modelling and one related to the value of information. The measures associated with the value of modelling are specifically useful in developing a model of the decision situation. The measures associated with the value of information are specifically useful in the analysis of the decision model. Four measures related to the value of modelling are identified. They are useful in achieving this balance between uncertainty encoding or further situation modelling.

ISSN:0020-7721    

DOI:10.1080/00207728008966993

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

Three methods are discussed here for selecting an optimal decision vector in a linear programming framework, where some stochastic components are present. The methods deal with problems of efficient estimation, problems of selecting the bent population and the game-theoretic solutions. The complexity of the problem of characterizing the so-called best optimal solution is focused here.

ISSN:0020-7721    

DOI:10.1080/00207728008966994

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

A parabolic type partial differential equation with constant but unknown coefficients, and with noisy boundary conditions, is considered. Prediction error identification method is used to estimate the unknown parameters from measurements records. The result is applied, using actual data, to a salt concentration model of the river Rhine in Holland to estimate the diffusion coefficient and flow velocity of the river.

ISSN:0020-7721    

DOI:10.1080/00207728008966995

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

An algorithm is derived here for minimizing point to point delay in a store and forward computer communication network for any of the following topologies : a single node with multiple inputs (through communication processor ports), two nodes multiply connected or a multilevel (hierarchical) network composed of many single and two node combinations of multiple connections. The constraints of (1) a given lower and upper bound on each link capacity and (2) the summation of all capacities to a specific given value, for a section of the network or the entire network, are applied to formulate the capacity equations.

ISSN:0020-7721    

DOI:10.1080/00207728008966996

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

Equations of motion are derived for a planar linkage system of arbitrary length with an actuator at every joint. The system is stabilized by simultaneous pole assignment and decoupling. Estimates of the region of stability are obtained by computation of Lyapunov functions. These methods are applied to obtain numerical results for two biped models.

ISSN:0020-7721    

DOI:10.1080/00207728008966997

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

In this paper, we consider an optimal control problem of a diffusion process governed by an Ito differential equation. The problem is first converted into a distributed parameter optimal control problem. A theoretical method for improving a control, if it is not an extrernal control, is presented, from which a necessary condition for optimality is deduced. A computer algorithm to search for an optimal control is discussed. This algorithm is modified from the theoretical method. For illustration, the method is applied to the problem of an optimal control of a stochastic non-linear regulator.

ISSN:0020-7721    

DOI:10.1080/00207728008966998

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

This paper treats an identification technique for discrete-time linear systems whim noisy measurements are taken. The technique is based on the extended Kalman filter and the model reference adaptive approach. Firstly, the extended Kalman filter derived by augmenting unknown parameters as the state variables is modified by neglecting the information between the states and unknown parameters ; and secondly the stability of the modified filter is compensated by the idea of the model reference adaptive approach. Lastly, the convergence of the obtained estimates for unknovm parameters to the exact values is proved. A numerical example shows the effectiveness of the proposed method.

ISSN:0020-7721    

DOI:10.1080/00207728008966999

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor

摘要:

The communication process between two hierarchical systems each possessing two levels is dealt with. The dynamics at all levels are modelled- as finite state parametrized Markov chains. For the lower levelsQ,Q′the transitions are parametrized on control variables stemming from an underlying game, which simulates collectively all hierarchical levels belowQ, andQ′respectively. The higher levelsW, Ware modelled by semi-Markov chains with holding times following a geometrical distribution. The control parameters upon which the transition probabilities at the levolsW, W′depend are :

ISSN:0020-7721    

DOI:10.1080/00207728008967000

出版商:Taylor & Francis Group    

年代:1980

数据来源: Taylor