Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "Markov control processes" wg kryterium: Temat


Wyświetlanie 1-11 z 11
Tytuł:
Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times
Autorzy:
Vega-Amaya, Oscar
Luque-Vásquez, Fernando
Powiązania:
https://bibliotekanauki.pl/articles/1208171.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
sample-path average costs
semi-Markov control processes
Opis:
We deal with semi-Markov control processes (SMCPs) on Borel spaces with unbounded cost and mean holding time. Under suitable growth conditions on the cost function and the mean holding time, together with stability properties of the embedded Markov chains, we show the equivalence of several average cost criteria as well as the existence of stationary optimal policies with respect to each of these criteria.
Źródło:
Applicationes Mathematicae; 2000, 27, 3; 343-367
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sample path average optimality of Markov control processes with strictly unbounded cost
Autorzy:
Vega-Amaya, Oscar
Powiązania:
https://bibliotekanauki.pl/articles/1338680.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
strictly unbounded costs
sample path average cost criterion
inventory systems
Markov control processes
Opis:
We study the existence of sample path average cost (SPAC-) optimal policies for Markov control processes on Borel spaces with strictly unbounded costs, i.e., costs that grow without bound on the complement of compact subsets. Assuming only that the cost function is lower semicontinuous and that the transition law is weakly continuous, we show the existence of a relaxed policy with 'minimal' expected average cost and that the optimal average cost is the limit of discounted programs. Moreover, we show that if such a policy induces a positive Harris recurrent Markov chain, then it is also sample path average (SPAC-) optimal. We apply our results to inventory systems and, in a particular case, we compute explicitly a deterministic stationary SPAC-optimal policy.
Źródło:
Applicationes Mathematicae; 1999, 26, 4; 363-381
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Autorzy:
Hernández-Lerma, Onésimo
Vega-Amaya, Oscar
Powiązania:
https://bibliotekanauki.pl/articles/1339029.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
uniform ergodicity
Lyapunov stability conditions
(discrete-time) Markov control processes
Poisson's equation
undiscounted cost criteria
Opis:
We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 2; 153-178
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Average cost Markov control processes with weighted norms: value iteration
Autorzy:
Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:
https://bibliotekanauki.pl/articles/1340319.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
average cost optimality equation
strong average optimality
(discrete-time) Markov control processes
long-run average cost
weighted norms
Opis:
This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
Źródło:
Applicationes Mathematicae; 1995-1996, 23, 2; 219-237
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Average cost Markov control processes with weighted norms: existence of canonical policies
Autorzy:
Gordienko, Evgueni
Hernández-Lerma, Onésimo
Powiązania:
https://bibliotekanauki.pl/articles/1340317.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
discounted cost
average cost optimality equation
long run average cost
(discrete-time) Markov control processes
average cost optimality inequality
weighted norms
Opis:
This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
Źródło:
Applicationes Mathematicae; 1995-1996, 23, 2; 199-218
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Method of availability control of the transport means
Autorzy:
Woropay, M.
Migawa, K.
Neubauer, A.
Powiązania:
https://bibliotekanauki.pl/articles/247367.pdf
Data publikacji:
2013
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
semi-Markov processes
control decisions
genetic algorithm
Opis:
The problems presented in this article deal with operation and maintenance process control in complex systems of technical object operation and maintenance. The article presents the description of the method concerning the control availability for technical objects (means of transport) on the basis of the mathematical model of the operation and maintenance process with the implementation of the decisive processes by semi-Markov. The presented method means focused on the preparing the decisive for the operation and maintenance process for technical objects (semi-Markov model) and after that specifying the best control strategy (optimal strategy) from among possible decisive variants in accordance with the approved criterion (criteria) of the activity evaluation of the system of technical objects operation and maintenance. In the presented method specifying the optimal strategy for control availability in the technical objects means a choice of a sequence of control decisions made in individual states of modelled operation and maintenance process for which the function being a criterion of evaluation reaches the extreme value. In order to choose the optimal control strategy the implementation of the genetic algorithm was chosen. Depending on one’s needs, the genetic algorithm including the obtained model of operation and maintenance process may be implemented for mathematic formulation and solution of a wide array of problems connected with control of complex systems of technical object operation and maintenance. It pertains mostly to the economic analysis, safety management and controlling availability and reliability of complex systems. The opinions were presented on the example of the operation and maintenance process of the means of transport implemented in the real system of the bus municipal transport.
Źródło:
Journal of KONES; 2013, 20, 4; 485-492
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Method for control of technical objects operation process with the use of semi - Markov decision processes
Autorzy:
Migawa, K.
Powiązania:
https://bibliotekanauki.pl/articles/242975.pdf
Data publikacji:
2012
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
semi-Markov processes
control decisions
transport system
Opis:
In this article there is presented a description of a method for control of the operation process in a complex operation system of technical objects operation where semi-Markov decision processes are used for control. The study has been based on the operation process of a real bus municipal transportation system. For complex systems of technical objects operation, it is possible to achieve the set goal – appropriate accomplishment of the assigned task (tasks) with required efficiency - only when the control decisions, made by the system decision-makers, are rational. In systems where the complex operation process of technical objects is carried out, the choice of rational control decisions (from possible variants) is an issue of great importance and difficulty. In real complex operation systems of technical objects operation, the process of making control decisions should be carried out using mathematical procedures and methods, rather than according to the system decision makers' intuition or experience. Use of appropriate mathematical methods for control of the operation process facilitates the choice of rational control decisions providing correct and efficient accomplishment of the assigned tasks. The presented method involves elaborating a mathematical operation model (semi-Markov model) and choosing the best control strategy (from possible decision variants), according to the accepted criterion (criteria) of technical objects operation system assessment.
Źródło:
Journal of KONES; 2012, 19, 4; 439-447
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Adaptive control of discrete time Markov processes by the large deviations method
Autorzy:
Duncan, T.
Pasik-Duncan, B.
Stettner, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/1208162.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
discrete time controlled Markov processes
adaptive control
large deviations
Opis:
Some discrete time controlled Markov processes in a locally compact metric space whose transition operators depend on an unknown parameter are described. The adaptive controls are constructed using the large deviations of empirical distributions which are uniform in the parameter that takes values in a compact set. The adaptive procedure uses a finite family of continuous, almost optimal controls. Using the large deviations property it is shown that an adaptive control which is a fixed almost optimal control after a finite time is almost optimal with probability nearly 1.
Źródło:
Applicationes Mathematicae; 2000, 27, 3; 265-285
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reliability modeling of fault tolerant control systems
Autorzy:
Li, H.
Zhao, Q.
Yang, Z.
Powiązania:
https://bibliotekanauki.pl/articles/929822.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowanie tolerujące uszkodzenia
ocena niezawodności
procesy semimarkowskie
fault tolerant control
reliability evaluation
semi-Markov processes
Opis:
This paper proposes a novel approach to reliability evaluation for active Fault Tolerant Control Systems (FTCSs). By introducing a reliability index based on the control performance and hard deadline, a semi-Markov process model is proposed to describe system operation for reliability evaluation. The degraded performance of FTCSs in the presence of imperfect Fault Detection and Isolation (FDI) is reflected by semi-Markov states. The semi-Markov kernel, the key parameter of the process, is determined by four probabilistic parameters based on the Markovian model of FTCSs. Computed from the transition probabilities of the semi-Markov process, the reliability index incorporates control objectives, hard deadline, and the effects of imperfect FDI, a suitable quantitative measure of the overall performance.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2007, 17, 4; 491-504
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Probabilistic models reliability of information and control systems
Autorzy:
Al-Ammouri, A.
Al-Ammori, H.
Klochan, A.
Degtiarova, A.
Powiązania:
https://bibliotekanauki.pl/articles/2140899.pdf
Data publikacji:
2018
Wydawca:
Fundacja Centrum Badań Socjologicznych
Tematy:
information and control system
mathematical modeling
Markov process
probabilistic model
reliability
optimal maintenance operation term
transportation processes
Opis:
The paper deal with devoting the problem of reliability prediction and modeling the functioning process of information and control systems (ICS), which are described by the Markov random process. The methodology of the study consist in considering ICS as Markov systems. Modeling the functioning process of information and control systems will increase authenticity and reliability of information from the ICS, as well as improve the efficiency of its work. As an example, the mathematical model of the functioning the computer system of the dispatch service is constructed in the paper. Mathematical modeling was conducted in the environment of MathCad. Mathematical modeling allows determining the average number of steps before system moves into the absorbing state. Taking into account the length of stay the system in each condition allows determining the average life of the system until the full failure. The development of model and technology for calculating the characteristics of stochastic systems allows investigating a wide class of such systems and determining optimal maintenance operation term in order to ensure reliability and reduce the waste on downtime.
Źródło:
Journal of Sustainable Development of Transport and Logistics; 2018, 3, 1; 60-69
2520-2979
Pojawia się w:
Journal of Sustainable Development of Transport and Logistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Systemy sterowania ruchem wykorzystujące nowe technologie telematyczne
Railway Control Systems Using New Telematics Technology
Autorzy:
Lewiński, A.
Łukasik, Z.
Perzyński, T.
Ukleja, P.
Powiązania:
https://bibliotekanauki.pl/articles/215179.pdf
Data publikacji:
2015
Wydawca:
Instytut Kolejnictwa
Tematy:
systemy srk
telematyka
bezpieczeństwo
transmisja otwarta
procesy Markowa
railway control systems
telematics
safety
open transmission
Markov processes
Opis:
W artykule opisano systemy nowej generacji do kontroli i zarządzania ruchem kolejowym zwłaszcza na liniach regionalnych. Obecna infrastruktura kolejowa takich linii daje możliwość stosowania nowych technologii telematycznych, w tym otwartych standardów transmisji radiowej do sterowania i monitorowania pojazdów szynowych. Przedstawioną w artykule analizę efektywności i bezpieczeństwa oparto na procesach stochastycznych, co jest zgodne z normami i zaleceniami UE.
In the paper the new generations of control and management railway systems are presented, with particular emphasis on regional lines. The current rail infrastructure of regional lines enables the use of new telematic technologies, including open radio transmission to the control, management and monitoring of rail vehicle. The efficiency and safety analysis, presented in the paper, was based at stochastic processes. Such approach is consistent with railway standards and EU recommendations.
Źródło:
Problemy Kolejnictwa; 2015, 166; 101-112
0552-2145
2544-9451
Pojawia się w:
Problemy Kolejnictwa
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-11 z 11

    Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies