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Wyszukujesz frazę "dynamic optimization" wg kryterium: Temat


Wyświetlanie 1-14 z 14
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:
A concept of using a dynamic programming method to optimize an investment portfolio allowing for asymmetric rates of return and a minimum risk portfol
Autorzy:
Tymiński, Jerzy
Powiązania:
https://bibliotekanauki.pl/articles/950699.pdf
Data publikacji:
2014
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
optimization
dynamic programming
asymmetry
risk
Opis:
Investment management on the capital market is a complex and multifarious process and the accuracy of decisions is an indispensable condition that an investor needs to fulfill if the expected economic results are to be achieved. The paper presents the concept of the optimization of investment portfolio on the capital market of shares. The maximum value of portfolio quality measure was used as an optimization criterion. It is expressed by the index of variability R/σ of the rate of return for each share in the portfolio. The cumulation of values of R/σ index in the successive years of the investigated period allowed for an econometric estimation of the continuous functions and their maximum. The indexes of asymmetry of rate of return for particular shares in the portfolio were introduced into the functions, which enabled to increase the efficiency of the selection of shares for the portfolio. This, in turn, allowed to achieve the optimum structure of shares in the portfolio.
Źródło:
Financial Sciences. Nauki o Finansach; 2014, 4(21); 52-61
2080-5993
2449-9811
Pojawia się w:
Financial Sciences. Nauki o Finansach
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling of optimum cascade of ideal mixing reactors
Autorzy:
Efremov, G.
Geller, J.
Powiązania:
https://bibliotekanauki.pl/articles/298243.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Warmińsko-Mazurski w Olsztynie
Tematy:
optimization
cascade reactors
dynamic programming
polymerization
Opis:
It is discussed the using of dynamic programming method to optimize the parameters of the cascade of ideal mixing reactors, which is held isothermal first order reaction. It is found, that the minimum volume of the cascade of reactors corresponds to the minimum residence time of substance in this cascade. The optimum value of residence time for all reactors are equal and all ratio of input and output concentrations are equal, hence, and all volumes of reactors are also equal. A total volume of the cascade of reactors is less than the amount single. Application of the method of dynamic programming is illustrated with an example of the calculation of the polymerization in a cascade of four reactors according to the literature experimental data.
Źródło:
Technical Sciences / University of Warmia and Mazury in Olsztyn; 2017, 20(2); 149-160
1505-4675
2083-4527
Pojawia się w:
Technical Sciences / University of Warmia and Mazury in Olsztyn
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Simulation-based sailboat trajectory optimization using on-board heterogeneous computers
Autorzy:
Dębski, R.
Powiązania:
https://bibliotekanauki.pl/articles/305745.pdf
Data publikacji:
2016
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
black-box optimization
trajectory optimization
dynamic programming
heterogeneous computing
micro HPC platform
Opis:
A dynamic programming-based algorithm adapted to on-board heterogeneous computers for simulation-based trajectory optimization was studied in the context of high-performance sailing. The algorithm can efficiently utilize all OpenCL-capable devices, starting the computation (if necessary, in single precision) on a GPU and finalizing it (if necessary, in double-precision) with the use of a CPU. The serial and parallel versions of the algorithm are presented in detail. Possible extensions of the basic algorithm are also described. The experimental results show that contemporary heterogeneous on-board/mobile computers can be treated as micro HPC platforms. They offer high performance (the OpenCL-capable GPU was found to accelerate the optimization routine 41 fold) while remaining energy and cost efficient. The simulation-based approach has the potential to give very accurate results, as the mathematical model upon which the simulator is based may be as complex as required. The black-box represented performance measure and the use of OpenCL make the presented approach applicable to many trajectory optimization problems.
Źródło:
Computer Science; 2016, 17 (4); 461-481
1508-2806
2300-7036
Pojawia się w:
Computer Science
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:
Parallel Dynamic Programming Algorithms : Multitransputer Systems
Autorzy:
Sadecki, J.
Powiązania:
https://bibliotekanauki.pl/articles/907983.pdf
Data publikacji:
2002
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
automatyka
dynamic programming
parallel computations
transputers
multitransputer systems
parallel optimization algorithms
Opis:
The present paper discusses real parallel computations. On the basis of a selected group of dynamic programming algorithms, a number of factors affecting the efficiency of parallel computations such as, e.g., the way of distributing tasks, the interconnection structure between particular elements of the parallel system or the way of organizing of interprocessor communication are analyzed. Computations were implemented in the parallel multitransputer SUPER NODE 1000 system using from 5 to 50 transputers.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2002, 12, 2; 241-255
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Energy-Efficient Routing Based on Dynamic Programming for Wireless Multimedia Sensor Networks (WMSNs)
Autorzy:
Putra, E. H.
Hidayat, R.
Widyawan, -
Mustika, I. W.
Powiązania:
https://bibliotekanauki.pl/articles/963818.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
wireless multimedia sensor networks (WMSNs)
energy efficient routing
optimization
dynamic programming
Opis:
Wireless Multimedia Sensor Networks (WMSNs) advances can route multimedia applications from source nodes to a sink. However, they require energy efficiency and network lifetime due to limited power resources in the sensor nodes. This paper proposes an energy-efficient routing optimization for multimedia transmission in WMSNs. The optimization utilizes a routing algorithm based on the dynamic programming. The routing optimization algorithm selects intermediary nodes which have minimum energy above 60%. Then, the priority selection of paths immediately finds neighboring nodes which have the greatest energy minimum. If there is the same minimum energy between the neighboring nodes, then the second priority selection is based on smaller link cost.
Źródło:
International Journal of Electronics and Telecommunications; 2017, 63, 3; 279-283
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic programming approach to structural optimization problem - numerical algorithm
Autorzy:
Fulmański, P.
Nowakowski, A.
Pustelnik, J.
Powiązania:
https://bibliotekanauki.pl/articles/255706.pdf
Data publikacji:
2014
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
elliptic equations
optimal shape control
structural optimization
stationary Navier-Stokes equations
dynamic programming
sufficient optimality condition
numerical approximation
Opis:
In this paper a new shape optimization algorithm is presented. As a model application we consider state problems related to fluid mechanics, namely the Navier-Stokes equations for viscous incompressible fluids. The general approach to the problem is described. Next, transformations to classical optimal control problems are presented. Then, the dynamic programming approach is used and sufficient conditions for the shape optimization problem are given. A new numerical method to find the approximate value function is developed.
Źródło:
Opuscula Mathematica; 2014, 34, 4; 699-724
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
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:
An adaptive multi-spline refinement algorithm in simulation based sailboat trajectory optimization using onboard multi-core computer systems
Autorzy:
Dębski, R.
Powiązania:
https://bibliotekanauki.pl/articles/331021.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
dynamic programming
black-box optimization
heterogeneous computing
micro HPC platform
cubic Hermite splines
programowanie dynamiczne
obliczenia heterogeniczne
system komputerowy
Opis:
A new dynamic programming based parallel algorithm adapted to on-board heterogeneous computers for simulation based trajectory optimization is studied in the context of “high-performance sailing”. The algorithm uses a new discrete space of continuously differentiable functions called the multi-splines as its search space representation. A basic version of the algorithm is presented in detail (pseudo-code, time and space complexity, search space auto-adaptation properties). Possible extensions of the basic algorithm are also described. The presented experimental results show that contemporary heterogeneous on-board computers can be effectively used for solving simulation based trajectory optimization problems. These computers can be considered micro high performance computing (HPC) platforms—they offer high performance while remaining energy and cost efficient. The simulation based approach can potentially give highly accurate results since the mathematical model that the simulator is built upon may be as complex as required. The approach described is applicable to many trajectory optimization problems due to its black-box represented performance measure and use of OpenCL.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2016, 26, 2; 351-365
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Algorithm for Construction of varepsilon-Value Functions for the Bolza Control Problem
Autorzy:
Jacewicz, E.
Powiązania:
https://bibliotekanauki.pl/articles/908335.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
optymalizacja nieliniowa
sterowanie optymalne
nonlinear optimization
Bolza problem
optimal control
Hamilton-Jacobi equation
dynamic programming
varepsilon-value function
approximate minimum
Opis:
The problem considered is that of approximate numerical minimisation of the non-linear control problem of Bolza. Starting from the classical dynamic programming method of Bellman, an varepsilon-value function is defined as an approximation for the value function being a solution to the Hamilton-Jacobi equation. The paper shows how an varepsilon-value function which maintains suitable properties analogous to the original Hamilton-Jacobi value function can be constructed using a stable numerical algorithm. The paper shows the numerical closeness of the approximate minimum to the infimum of the Bolza functional.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2001, 11, 2; 391-428
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
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 Method for Constructing ε-value Functions for The Bolza Problem of Optimal Control
Autorzy:
Pustelnik, J.
Powiązania:
https://bibliotekanauki.pl/articles/911140.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
optymalizacja nieliniowa
sterowanie optymalne
równanie Hamiltona-Jacobiego
programowanie dynamiczne
wartość funkcji
nonlinear optimization
Bolza problem
optimal control
Hamilton-Jacobi equation
dynamic programming
value function
approximate minimum
Opis:
The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2005, 15, 2; 177-186
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-14 z 14

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