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Wyszukujesz frazę "dynamic optimization" wg kryterium: Temat


Wyświetlanie 1-11 z 11
Tytuł:
Multi-swarm that learns
Autorzy:
Trojanowski, K.
Powiązania:
https://bibliotekanauki.pl/articles/969816.pdf
Data publikacji:
2010
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
particle swarm optimization (PSO)
multi-swarm
dynamic optimization
memory
clusters
clustering evolving data streams
quantum particles
Opis:
This paper studies particle swarm optimization approach enriched by two versions of an extension aimed at gathering information during the optimization process. Application of these extensions, called memory mechanisms, increases computational cost, but it is spent to a benefit by incorporating the knowledge about the problem into the algorithm and this way improving its search abilities. The first mechanism is based on the idea of storing explicit solutions while the second one applies one-pass clustering algorithm to build clusters containing search experiences. The main disadvantage of the former mechanism is lack of good rules for identification of outdated solutions among the remembered ones and as a consequence unlimited growth of the memory structures as the optimization process goes. The latter mechanism uses other form of knowledge representation and thus allows us to control the amount of allocated resources more efficiently than the former one. Both mechanisms have been experimentally verified and their advantages and disadvantages in application for different types of optimized environments are discussed.
Źródło:
Control and Cybernetics; 2010, 39, 2; 359-375
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic asset allocation under uncertainty for pension fund management
Autorzy:
Pflug, G.
Świętanowski, A.
Powiązania:
https://bibliotekanauki.pl/articles/205561.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
model finansowy
optymalizacja stochastyczna
podejmowanie decyzji
procesy Markowa
asset liability management
financial modeling
investment
pension fund management
portfolio
risk management
stochastic dynamic optimization
Opis:
Decision making in managing the asset and liability structure of a pension fund can be supported by stochastic dynamic optimization. We discuss our model, which is based on data analysis and forecast for the asset-side as well as a simulation model for the liability side. The core of our decision support system consists of the following building blocks : a set of securities, a pricing module based on a multifactor Markov model to derive expected returns of securities, a simulation-based model for liabilities, a carefully chosen objective function suitable for the pension fund and a stochastic optimization problem solver. We consider the use of different objectives in the model and decomposition techniques to solve the stochastic portfolio optimization problem. Our final goal is to design an efficient parallel implementation.
Źródło:
Control and Cybernetics; 1999, 28, 4; 755-777
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic programming approach to shape optimization
Autorzy:
Fulmański, P.
Nowakowski, A.
Powiązania:
https://bibliotekanauki.pl/articles/206302.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
dynamic programming
shape optimization
Opis:
We provide a dynamic programming approach through the level set setting to structural optimization problems. By constructing a dual dynamic programming method we provide the verification theorem for optimal and "−optimal solutions of shape optimization problem.
Źródło:
Control and Cybernetics; 2014, 43, 3; 379-401
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization of space-time material layout for ID wave propagation with varying mass and stiffness parameters
Autorzy:
Jensen, J. S.
Powiązania:
https://bibliotekanauki.pl/articles/969896.pdf
Data publikacji:
2010
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
dynamic structures
topology optimization
wave propagation
transient analysis
Opis:
Results are presented for optimal layout of materials in the spatial and temporal domains for a ID structure subjected to transient wave propagation. A general optimization procedure is outlined including derivation of design sensitivities for the case when the mass density and stiffness vary in time. The outlined optimization procedure is exemplified on a ID wave propagation problem in which a single gaussian pulse is compressed when propagating through the optimized structure. Special emphasis is put on the use of a time-discontinuous Galerkin integration scheme that facilitates analysis of a system with a time-varying mass matrix.
Źródło:
Control and Cybernetics; 2010, 39, 3; 599-614
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Solving Markov decision processes by d-graph algorithms
Autorzy:
Kátai, Z.
Powiązania:
https://bibliotekanauki.pl/articles/205688.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
Markov decision processes
dynamic programming
graph representation
graph algorithms
optimization problems
Opis:
Markov decision processes (MDPs) provide a mathematical model for sequential decisionmaking (sMDP/dMDP: stochastic/ deterministic MDP). We introduce the concept of generalized dMDP (g-dMDP) where each action may result in more than one next (parallel or clone) state. The common tools to represent dMDPs are digraphs, but these are inadequate for sMDPs and g-dMDPs. We introduce d-graphs as general tools to represent all the above mentioned processes (stationary versions). We also present a combined d-graph algorithm that implements dynamic programming strategies to find optimal policies for the finite/infinite horizon versions of these Markov processes. (The preliminary version of this paper was presented at the Conference MACRo 2011.)
Źródło:
Control and Cybernetics; 2012, 41, 3; 577-593
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Shape optimization of control problems described by wave equations
Autorzy:
Nowakowski, A.
Powiązania:
https://bibliotekanauki.pl/articles/970316.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sufficient optimality conditions
control with wave equation
shape optimization
dual dynamic programming
Opis:
The control problem with multidimensional integral functional under wave type constraints for control is considered. Next a type of deformation with control of the domain is described and then we define suitable shape functional. Having denned trajectory and control of deformation dual dynamic programming tools are applied to derive optimality condition for the shape functional with respect to that deformation.
Źródło:
Control and Cybernetics; 2008, 37, 4; 1045-1055
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Shape optimization of thermoviscoelastic contact problems
Autorzy:
Myśliński, A.
Powiązania:
https://bibliotekanauki.pl/articles/970530.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja kształtu
analiza czułości
warunek konieczny optymalności
dynamic thermoviscoelastic contact problem
shape optimization
sensitivity analysis
necessary optimality condition
Opis:
This paper is concerned with a shape optimization problem of a viscoelastic body in unilateral dynamic contact with a rigid foundation. The contact with Coulomb friction is assumed to occur at a portion of the boundary of the body. The nonpenetration condition is described in terms of velocities. The thermal deformation is taken into account. Using the material derivative method as well as the results concerning the regularity of solutions to dynamic variational thermoviscoelastic problem the directional derivative of the cost functional is calculated. A necessary optimality condition is formulated.
Źródło:
Control and Cybernetics; 2003, 32, 3; 611-627
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic programming in constrained Markov decision
Autorzy:
Piunovskiy, A. B.
Powiązania:
https://bibliotekanauki.pl/articles/970861.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
programowanie dynamiczne
system kolejek
Markov decision process (MDP)
constraints
optimization
dynamic programming
myopic control strategy
queuing system
Opis:
We consider a discounted Markov Decision Process (MDP) supplemented with the requirement that another discounted loss must not exceed a specified value, almost surely. We show that he problem can be reformulated as a standard MDP and solved using the Dynamic Programming approach. An example on a controlled queue is presented. In the last section, we briefly reinforce the connection of the Dynamic Programming approach to another close problem statement and present the corresponding example. Several other types of constraints are discussed, as well.
Źródło:
Control and Cybernetics; 2006, 35, 3; 645-660
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The corridor method: a dynamic programming inspired metaheuristic
Autorzy:
Sniedovich, M.
Viß, S.
Powiązania:
https://bibliotekanauki.pl/articles/970877.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie dynamiczne
metaheuristics
dynamic programming
curse of dimensionality
very large neighborhoods
corridor method
global optimization
move-based
method-based
traveling salesman problem
Opis:
This paper presents a dynamic programming inspired metaheuristic called Corridor Method. It can be classified as a method-based iterated local search in that it deploys method-based neighborhoods. By this we mean that the search for a new candidate solution is carried out by a fully-fledged optimization method and generates a global optimal solution over the neighborhood. The neighborhoods are thus constructed to be suitable domains for the fully-fledged optimization method used. Typically, these neighborhoods are obtained by the imposition of exogenous constraints on the decision space of the target problem and therefore must be compatible with the optimization method used to search these neighborhoods. This is in sharp contrast to traditional metaheuristics where neighborhoods are move-based, that is, they are generated by subjecting the candidate solution to small changes called moves. While conceptually this method-based paradigm applies to any optimization method, in practice it is best suited to support optimization methods such as dynamic programming, where it is easy to control the size of a problem, hence the complexity of algorithms, by means of exogenous constraints. The essential features of the Corridor Method are illustrated by a number of examples, including the traveling salesman problem, where exponentially large neighborhoods are searched by a linear time/space dynamic programming algorithm.
Źródło:
Control and Cybernetics; 2006, 35, 3; 551-578
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
DP2PN2Solver: A flexible dynamic programming solver software tool
Autorzy:
Mauch, H.
Powiązania:
https://bibliotekanauki.pl/articles/970851.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sieć Bellmana
model sieci Petri
programowanie dynamiczne
Bellman net
dynamic programming
matrix chain multiplication problem
optimization software
Petri net model
traveling salesman problem
Opis:
Dynamic programming (DP) is a very general optimization technique, which can be applied to numerous decision problems that typically require a sequence of decisions to be made. The solver software DP2PN2Solver presented in this paper is a general, flexible, and expandable software tool that solves DP problems. It consists of modules on two levels. A level one module takes the specification of a discrete DP problem instance as input and produces an intermediate Petri net (PN) representation called Bellman net (Lew, 2002; Lew, Mauch, 2003, 2004) as output - a middle layer, which concisely captures all the essential elements of a DP problem in a standardized and mathematically precise fashion. The optimal solution for the problem instance is computed by an "executable" code (e.g. Java, Spreadsheet, etc.) derived by a level two module from the Bellman net representation. DP2PN2Solver's unique potential lies in its Bellman net representation. In theory, a PN's intrinsic concurrency allows to distribute the computational load encountered when solving a single DP problem instance to several computational units.
Źródło:
Control and Cybernetics; 2006, 35, 3; 687-702
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new method for analytic determination of extremum of the transients in linear systems
Autorzy:
Górecki, H.
Powiązania:
https://bibliotekanauki.pl/articles/970346.pdf
Data publikacji:
2004
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
równanie przestępne
układ stacjonarny liniowy
optymalizacja parametryczna
formułka obliczeniowa
wyróżnik funkcji wykładniczej
wyznacznik Vandermondesa
wzór Vietesa
transcendental equations
extremal dynamic error
linear stationary system
parametric optimization
analytic formulae
discriminants of exponential functions
Vandermonde's determinant
Viete's formulae
process control
Opis:
The relation between extremal values of the error and the coefficients of its differential equations is one of the central problems of control systems in chemical industry, because extremal values of the error sometimes cause serious damages to the environment or to the system itself. Analytical formulae for the determination of these values are known only for the second-order systems. In this paper a method which permits to determine extremal values of the error in higher-order systems is proposed.
Źródło:
Control and Cybernetics; 2004, 33, 2; 275-295
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-11 z 11

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