286 resultados para optimal stopping rule
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This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.
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In this paper, pattern classification problem in tool wear monitoring is solved using nature inspired techniques such as Genetic Programming(GP) and Ant-Miner (AM). The main advantage of GP and AM is their ability to learn the underlying data relationships and express them in the form of mathematical equation or simple rules. The extraction of knowledge from the training data set using GP and AM are in the form of Genetic Programming Classifier Expression (GPCE) and rules respectively. The GPCE and AM extracted rules are then applied to set of data in the testing/validation set to obtain the classification accuracy. A major attraction in GP evolved GPCE and AM based classification is the possibility of obtaining an expert system like rules that can be directly applied subsequently by the user in his/her application. The performance of the data classification using GP and AM is as good as the classification accuracy obtained in the earlier study.
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The performance of surface aeration systems, among other key design variables, depends upon the geometric parameters of the aeration tank. Efficient performance and scale up or scale down of the experimental results of an aeration ystem requires optimal geometric conditions. Optimal conditions refer to the conditions of maximum oxygen transfer rate, which assists in scaling up or down the system for ommercial utilization. The present work investigates the effect of an aeration tank's shape (unbaffled circular, baffled circular and unbaffled square) on oxygen transfer. Present results demonstrate that there is no effect of shape on the optimal geometric conditions for rotor position and rotor dimensions. This experimentation shows that circular tanks (baffled or unbaffled) do not have optimal geometric conditions for liquid transfer, whereas the square cross-section tank shows a unique geometric shape to optimize oxygen transfer.
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We study a scheduling problem in a wireless network where vehicles are used as store-and-forward relays, a situation that might arise, for example, in practical rural communication networks. A fixed source node wants to transfer a file to a fixed destination node, located beyond its communication range. In the absence of any infrastructure connecting the two nodes, we consider the possibility of communication using vehicles passing by. Vehicles arrive at the source node at renewal instants and are known to travel towards the destination node with average speed v sampled from a given probability distribution. Th source node communicates data packets (or fragments) of the file to the destination node using these vehicles as relays. We assume that the vehicles communicate with the source node and the destination node only, and hence, every packet communication involves two hops. In this setup, we study the source node's sequential decision problem of transferring packets of the file to vehicles as they pass by, with the objective of minimizing delay in the network. We study both the finite file size case and the infinite file size case. In the finite file size case, we aim to minimize the expected file transfer delay, i.e. expected value of the maximum of the packet sojourn times. In the infinite file size case, we study the average packet delay minimization problem as well as the optimal tradeoff achievable between the average queueing delay at the source node buffer and the average transit delay in the relay vehicle.
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Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an innovative technique is presented to design an automatic drug administration strategy for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used to design the controller (medication dosage). First, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat the nominal model patients (patients who can be described by the mathematical model used here with the nominal parameter values) effectively. However, since the system parameters for a realistic model patient can be different from that of the nominal model patients, simulation studies for such patients indicate that the nominal controller is either inefficient or, worse, ineffective; i.e. the trajectory of the number of cancer cells either shows non-satisfactory transient behavior or it grows in an unstable manner. Hence, to make the drug dosage history more realistic and patient-specific, a model-following neuro-adaptive controller is augmented to the nominal controller. In this adaptive approach, a neural network trained online facilitates a new adaptive controller. The training process of the neural network is based on Lyapunov stability theory, which guarantees both stability of the cancer cell dynamics as well as boundedness of the network weights. From simulation studies, this adaptive control design approach is found to be very effective to treat the CML disease for realistic patients. Sufficient generality is retained in the mathematical developments so that the technique can be applied to other similar nonlinear control design problems as well.
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Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.
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EcoP15I is a type III restriction enzyme that requires two recognition sites in a defined orientation separated by up to 3.5 kbp to efficiently cleave DNA. The mechanism through which site- bound EcoP15I enzymes communicate between the two sites is unclear. Here, we use atomic force microscopy to study EcoP15I-DNA pre-cleavage complexes. From the number and size distribution of loops formed, we conclude that the loops observed do not result from translocation, but are instead formed by a contact between site- bound EcoP15I and a nonspecific region of DNA. This conclusion is confirmed by a theoretical polymer model. It is further shown that translocation must play some role, because when translocation is blocked by a Lac repressor protein, DNA cleavage is similarly blocked. On the basis of these results, we present a model for restriction by type III restriction enzymes and highlight the similarities between this and other classes of restriction enzymes.
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We consider a dense, ad hoc wireless network confined to a small region, such that direct communication is possible between any pair of nodes. The physical communication model is that a receiver decodes the signal from a single transmitter, while treating all other signals as interference. Data packets are sent between source-destination pairs by multihop relaying. We assume that nodes self-organise into a multihop network such that all hops are of length d meters, where d is a design parameter. There is a contention based multiaccess scheme, and it is assumed that every node always has data to send, either originated from it or a transit packet (saturation assumption). In this scenario, we seek to maximize a measure of the transport capacity of the network (measured in bit-meters per second) over power controls (in a fading environment) and over the hop distance d, subject to an average power constraint. We first argue that for a dense collection of nodes confined to a small region, single cell operation is efficient for single user decoding transceivers. Then, operating the dense ad hoc network (described above) as a single cell, we study the optimal hop length and power control that maximizes the transport capacity for a given network power constraint. More specifically, for a fading channel and for a fixed transmission time strategy (akin to the IEEE 802.11 TXOP), we find that there exists an intrinsic aggregate bit rate (Theta(opt) bits per second, depending on the contention mechanism and the channel fading characteristics) carried by the network, when operating at the optimal hop length and power control. The optimal transport capacity is of the form d(opt)((P) over bar (t)) x Theta(opt) with d(opt) scaling as (P) over bar (1/eta)(t), where (P) over bar (t) is the available time average transmit power and eta is the path loss exponent. Under certain conditions on the fading distribution, we then provide a simple characterisation of the optimal operating point.
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Average-delay optimal scheduflng of messages arriving to the transmitter of a point-to-point channel is considered in this paper. We consider a discrete time batch-arrival batch-service queueing model for the communication scheme, with service time that may be a function of batch size. The question of delay optimality is addressed within the semi-Markov decision-theoretic framework. Approximations to the average-delay optimal policy are obtained.
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In this paper we first describe a framework to model the sponsored search auction on the web as a mechanism design problem. Using this framework, we design a novel auction which we call the OPT (optimal) auction. The OPT mechanism maximizes the search engine's expected revenue while achieving Bayesian incentive compatibility and individual rationality of the advertisers. We show that the OPT mechanism is superior to two of the most commonly used mechanisms for sponsored search namely (1) GSP (Generalized Second Price) and (2) VCG (Vickrey-Clarke-Groves). We then show an important revenue equivalence result that the expected revenue earned by the search engine is the same for all the three mechanisms provided the advertisers are symmetric and the number of sponsored slots is strictly less than the number of advertisers.
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In this paper a nonlinear optimal controller has been designed for aerodynamic control during the reentry phase of the Reusable Launch Vehicle (RLV). The controller has been designed based on a recently developed technique Optimal Dynamic Inversion (ODI). For full state feedback the controller has required full information about the system states. In this work an Extended Kalman filter (EKF) is developed to estimate the states. The vehicle (RLV) has been has been consider as a nonlinear Six-Degree-Of-Freedom (6-DOF) model. The simulation results shows that EKF gives a very good estimation of the states and it is working well with ODI. The resultant trajectories are very similar to those obtained by perfect state feedback using ODI only.
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This paper presents a detailed analysis of a model for military conflicts where the defending forces have to determine an optimal partitioning of available resources to counter attacks from an adversary in two different fronts in an area fire situation. Lanchester linear law attrition model is used to develop the dynamical equations governing the variation in force strength. Here we address a static resource allocation problem namely, Time-Zero-Allocation (TZA) where the resource allocation is done only at the initial time. Numerical examples are given to support the analytical results.
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We consider the problem of quickest detection of an intrusion using a sensor network, keeping only a minimal number of sensors active. By using a minimal number of sensor devices, we ensure that the energy expenditure for sensing, computation and communication is minimized (and the lifetime of the network is maximized). We model the intrusion detection (or change detection) problem as a Markov decision process (MDP). Based on the theory of MDP, we develop the following closed loop sleep/wake scheduling algorithms: (1) optimal control of Mk+1, the number of sensors in the wake state in time slot k + 1, (2) optimal control of qk+1, the probability of a sensor in the wake state in time slot k + 1, and an open loop sleep/wake scheduling algorithm which (3) computes q, the optimal probability of a sensor in the wake state (which does not vary with time), based on the sensor observations obtained until time slot k. Our results show that an optimum closed loop control on Mk+1 significantly decreases the cost compared to keeping any number of sensors active all the time. Also, among the three algorithms described, we observe that the total cost is minimum for the optimum control on Mk+1 and is maximum for the optimum open loop control on q.
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Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.