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    Wyświetlanie 1-9 z 9
    Tytuł:
    Convergence of approximate solutions of variational problems
    Autorzy:
    Zaslavski, A. J.
    Powiązania:
    https://bibliotekanauki.pl/articles/970738.pdf
    Data publikacji:
    2009
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    good function
    infinite horizon
    integrand
    turnpike property
    Opis:
    We study the structure of approximate solutions of autonomous variational problems on large finite intervals. In our previous research, which was summarized in Zaslavski (2006b), we showed that approximate solutions are determined mainly by the integrand, and are essentially independent of the choice of time interval and data, except in regions close to the endpoints of the time interval. In the present paper we establish convergence of approximate solutions in regions close to the endpoints of the time intervals.
    Źródło:
    Control and Cybernetics; 2009, 38, 4B; 1607-1629
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Turnpike properties of approximate solutions of autonomous variational problems
    Autorzy:
    Zaslavski, A. J.
    Powiązania:
    https://bibliotekanauki.pl/articles/969609.pdf
    Data publikacji:
    2008
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    good function
    infinite horizon problem
    integrand
    turnpike property
    Opis:
    In this work we study the structure of approximate solutions of autonomous variational problems with vector-valued functions. We are interested in turnpike properties of these solutions, which are independent of the length of the interval, for all sufficiently large intervals. We show that the turnpike properties are stable under small perturbations of integrands.
    Źródło:
    Control and Cybernetics; 2008, 37, 2; 491-512
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the lower semicontinuity of functionals involving Lebesgue or improper Riemann integrals in infinite horizon optimal control problems
    Autorzy:
    Pickenhain, S.
    Lykina, V.
    Wagner, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/969619.pdf
    Data publikacji:
    2008
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    optimal control
    infinite horizon
    weighted Sobolev spaces
    lower semicontinuity
    Lebesgue integral
    improper Riemann integral
    Opis:
    This paper deals with infinite horizon optimal control problems, which are formulated in weighted Sobolev spaces ... [wzór] and weighted Lp-spaces ... [wzór]. We ask for the consequences of the interpretation of the integral within the objective as a Lebesgue or an improper Riemann integral. In order to justify the use of both types of integrals, various applications of infinite horizon problems are presented. We provide examples showing that lower semicontinuity may fail for objectives involving Lebesgue as well as improper Riemann integrals. Further we prove a lower semicontinuity theorem for an objective with Lebesgue integral under more restrictive growth conditions on the integrand.
    Źródło:
    Control and Cybernetics; 2008, 37, 2; 451-468
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Anoccupational measure solution to a singularly perturbed optimal control problem
    Autorzy:
    Artstein, Z.
    Powiązania:
    https://bibliotekanauki.pl/articles/206805.pdf
    Data publikacji:
    2002
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    horyzont nieskończony
    perturbacja singularna
    sterowanie optymalne
    infinite horizon
    limit occupational measures
    optimal control
    singular perturbations
    Opis:
    Employing limit occupational measures, we provide an explicit solution to a singularly perturbed optimal control problem for which the order reduction method does not apply.
    Źródło:
    Control and Cybernetics; 2002, 31, 3; 623-642
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Hamiltonian trajectories and saddle points in mathematical economics
    Autorzy:
    Rockafellar, R. T.
    Powiązania:
    https://bibliotekanauki.pl/articles/970735.pdf
    Data publikacji:
    2009
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    infinite horizon optimal control
    convex Lagrange problems
    Hamiltonian saddle points
    overtaking criteria
    Ramsey's problem
    economic growth
    Opis:
    Infinite-horizon problems of kinds that arise in macroeconomic applications present a challenge in optimal control which has only partially been met. Results from the theory of convex problems of Lagrange can be utilized, to some extent, the most interesting feature being that in these problems the analysis revolves about a rest point of the Hamiltonian, which is at the same time a saddle point of the Hamiltonian in the minimax sense. The prospect is that in this situation the Hamiltonian dynamical system exhibits saddle point behavior in the differential equation sense as well. Some results are provided in this direction and coordinated with notions of asymptotic optimization, which mathematical economists have worked with.
    Źródło:
    Control and Cybernetics; 2009, 38, 4B; 1575-1588
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Structure of solutions of nonautonomous optimal control problems in metric spaces
    Autorzy:
    Zaslavski, A. J.
    Powiązania:
    https://bibliotekanauki.pl/articles/357858.pdf
    Data publikacji:
    2015
    Wydawca:
    Politechnika Rzeszowska im. Ignacego Łukasiewicza. Oficyna Wydawnicza
    Tematy:
    compact metric space
    infinite horizon problem
    optimization
    turnpike property
    przestrzeń metryczna
    horyzont nieskończony
    optymalizacja
    sterowanie optymalne
    Opis:
    We establish turnpike results for a nonautonomous discrete-time optimal control system describing a model of economic dynamics.
    Źródło:
    Journal of Mathematics and Applications; 2015, 38; 151-169
    1733-6775
    2300-9926
    Pojawia się w:
    Journal of Mathematics and Applications
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    An infinite horizon predictive control algorithm based on multivariable input-output models
    Autorzy:
    Ławryńczuk, M.
    Tatjewski, P.
    Powiązania:
    https://bibliotekanauki.pl/articles/907410.pdf
    Data publikacji:
    2004
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    sterowanie predykcyjne
    horyzont nieskończony
    programowanie kwadratowe
    model predictive control
    stability
    infinite horizon
    singular value decomposition
    quadratic programming
    Opis:
    In this paper an infinite horizon predictive control algorithm, for which closed loop stability is guaranteed, is developed in the framework of multivariable linear input-output models. The original infinite dimensional optimisation problem is transformed into a finite dimensional one with a penalty term. In the unconstrained case the stabilising control law, using a numerically reliable SVD decomposition, is derived as an analytical formula, calculated off-line. Considering constraints needs solving on-line a quadratic programming problem. Additionally, it is shown how free and forced responses can be calculated without the necessity of solving a matrix Diophantine equation.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2004, 14, 2; 167-180
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ruin probability in a risk model with variable premium intensity and risky investments
    Autorzy:
    Mishura, Y.
    Perestyuk, M.
    Ragulina, O.
    Powiązania:
    https://bibliotekanauki.pl/articles/254807.pdf
    Data publikacji:
    2015
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    risk process
    infinite-horizon ruin probability
    variable premium intensity
    risky investments
    exponential bound
    stochastic differential equation
    explosion time
    existence and uniqueness theorem
    supermartingale property
    Opis:
    We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion. We get an exponential bound for the infinite-horizon ruin probability. To this end, we allow the surplus process to explode and investigate the question concerning the probability of explosion of the surplus process between claim arrivals.
    Źródło:
    Opuscula Mathematica; 2015, 35, 3; 333-352
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Online learning algorithm for zero-sum games with integral reinforcement learning
    Autorzy:
    Vamvoudakis, K. G.
    Vrabie, D.
    Lewis, F. L.
    Powiązania:
    https://bibliotekanauki.pl/articles/91780.pdf
    Data publikacji:
    2011
    Wydawca:
    Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
    Tematy:
    learning
    online algorithm
    zero-sum game
    game
    infinite horizon
    Hamilton-Jacobi-Isaacs equation
    approximation network
    optimal value function
    adaptive control tuning algorithm
    Nash solution
    Opis:
    In this paper we introduce an online algorithm that uses integral reinforcement knowledge for learning the continuous-time zero sum game solution for nonlinear systems with infinite horizon costs and partial knowledge of the system dynamics. This algorithm is a data based approach to the solution of the Hamilton-Jacobi-Isaacs equation and it does not require explicit knowledge on the system’s drift dynamics. A novel adaptive control algorithm is given that is based on policy iteration and implemented using an actor/ disturbance/critic structure having three adaptive approximator structures. All three approximation networks are adapted simultaneously. A persistence of excitation condition is required to guarantee convergence of the critic to the actual optimal value function. Novel adaptive control tuning algorithms are given for critic, disturbance and actor networks. The convergence to the Nash solution of the game is proven, and stability of the system is also guaranteed. Simulation examples support the theoretical result.
    Źródło:
    Journal of Artificial Intelligence and Soft Computing Research; 2011, 1, 4; 315-332
    2083-2567
    2449-6499
    Pojawia się w:
    Journal of Artificial Intelligence and Soft Computing Research
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-9 z 9

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