337 resultados para optimal hedge ratio


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Let M be an m-sided simple polygon and N be an n-sided polygon with holes. In this paper we consider the problem of computing the feasible region, i.e., the set of all placements by translation of M so that M lies inside N without intersecting any hole. First we propose an O (mn(2)) time algorithm for computing the feasible region for the case when M is a monotone polygon. Then we consider the general case when M is a simple polygon and propose an O(m(2)n(2)) time algorithm for computing the feasible region. Both algorithms are optimal upto a constant factor.

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An approximate dynamic programming (ADP)-based suboptimal neurocontroller to obtain desired temperature for a high-speed aerospace vehicle is synthesized in this paper. A I-D distributed parameter model of a fin is developed from basic thermal physics principles. "Snapshot" solutions of the dynamics are generated with a simple dynamic inversion-based feedback controller. Empirical basis functions are designed using the "proper orthogonal decomposition" (POD) technique and the snapshot solutions. A low-order nonlinear lumped parameter system to characterize the infinite dimensional system is obtained by carrying out a Galerkin projection. An ADP-based neurocontroller with a dual heuristic programming (DHP) formulation is obtained with a single-network-adaptive-critic (SNAC) controller for this approximate nonlinear model. Actual control in the original domain is calculated with the same POD basis functions through a reverse mapping. Further contribution of this paper includes development of an online robust neurocontroller to account for unmodeled dynamics and parametric uncertainties inherent in such a complex dynamic system. A neural network (NN) weight update rule that guarantees boundedness of the weights and relaxes the need for persistence of excitation (PE) condition is presented. Simulation studies show that in a fairly extensive but compact domain, any desired temperature profile can be achieved starting from any initial temperature profile. Therefore, the ADP and NN-based controllers appear to have the potential to become controller synthesis tools for nonlinear distributed parameter systems.

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Even though dynamic programming offers an optimal control solution in a state feedback form, the method is overwhelmed by computational and storage requirements. Approximate dynamic programming implemented with an Adaptive Critic (AC) neural network structure has evolved as a powerful alternative technique that obviates the need for excessive computations and storage requirements in solving optimal control problems. In this paper, an improvement to the AC architecture, called the �Single Network Adaptive Critic (SNAC)� is presented. This approach is applicable to a wide class of nonlinear systems where the optimal control (stationary) equation can be explicitly expressed in terms of the state and costate variables. The selection of this terminology is guided by the fact that it eliminates the use of one neural network (namely the action network) that is part of a typical dual network AC setup. As a consequence, the SNAC architecture offers three potential advantages: a simpler architecture, lesser computational load and elimination of the approximation error associated with the eliminated network. In order to demonstrate these benefits and the control synthesis technique using SNAC, two problems have been solved with the AC and SNAC approaches and their computational performances are compared. One of these problems is a real-life Micro-Electro-Mechanical-system (MEMS) problem, which demonstrates that the SNAC technique is applicable to complex engineering systems.

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The problem addressed is one of model reference adaptive control (MRAC) of asymptotically stable plants of unknown order with zeros located anywhere in the s-plane except at the origin. The reference model is also asymptotically stable and lacking zero(s) at s = 0. The control law is to be specified only in terms of the inputs to and outputs of the plant and the reference model. For inputs from a class of functions that approach a non-zero constant, the problem is formulated in an optimal control framework. By successive refinements of the sub-optimal laws proposed here, two schemes are finally design-ed. These schemes are characterized by boundedness, convergence and optimality. Simplicity and total time-domain implementation are the additional striking features. Simulations to demonstrate the efficacy of the control schemes are presented.

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Beavers are often found to be in conflict with human interests by creating nuisances like building dams on flowing water (leading to flooding), blocking irrigation canals, cutting down timbers, etc. At the same time they contribute to raising water tables, increased vegetation, etc. Consequently, maintaining an optimal beaver population is beneficial. Because of their diffusion externality (due to migratory nature), strategies based on lumped parameter models are often ineffective. Using a distributed parameter model for beaver population that accounts for their spatial and temporal behavior, an optimal control (trapping) strategy is presented in this paper that leads to a desired distribution of the animal density in a region in the long run. The optimal control solution presented, imbeds the solution for a large number of initial conditions (i.e., it has a feedback form), which is otherwise nontrivial to obtain. The solution obtained can be used in real-time by a nonexpert in control theory since it involves only using the neural networks trained offline. Proper orthogonal decomposition-based basis function design followed by their use in a Galerkin projection has been incorporated in the solution process as a model reduction technique. Optimal solutions are obtained through a "single network adaptive critic" (SNAC) neural-network architecture.

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An integrated model is developed, based on seasonal inputs of reservoir inflow and rainfall in the irrigated area, to determine the optimal reservoir release policies and irrigation allocations to multiple crops. The model is conceptually made up of two modules, Module 1 is an intraseasonal allocation model to maximize the sum of relative yields of all crops, for a given state of the system, using linear programming (LP). The module takes into account reservoir storage continuity, soil moisture balance, and crop root growth with time. Module 2 is a seasonal allocation model to derive the steady state reservoir operating policy using stochastic dynamic programming (SDP). Reservoir storage, seasonal inflow, and seasonal rainfall are the state variables in the SDP. The objective in SDP is to maximize the expected sum of relative yields of all crops in a year. The results of module 1 and the transition probabilities of seasonal inflow and rainfall form the input for module 2. The use of seasonal inputs coupled with the LP-SDP solution strategy in the present formulation facilitates in relaxing the limitations of an earlier study, while affecting additional improvements. The model is applied to an existing reservoir in Karnataka State, India.

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Most of the structural elements like beams, cables etc. are flexible and should be modeled as distributed parameter systems (DPS) to represent the reality better. For large structures, the usual approach of 'modal representation' is not an accurate representation. Moreover, for excessive vibrations (possibly due to strong wind, earthquake etc.), external power source (controller) is needed to suppress it, as the natural damping of these structures is usually small. In this paper, we propose to use a recently developed optimal dynamic inversion technique to design a set of discrete controllers for this purpose. We assume that the control force to the structure is applied through finite number of actuators, which are located at predefined locations in the spatial domain. The method used in this paper determines control forces directly from the partial differential equation (PDE) model of the system. The formulation has better practical significance, both because it leads to a closed form solution of the controller (hence avoids computational issues) as well as because a set of discrete actuators along the spatial domain can be implemented with relative ease (as compared to a continuous actuator)

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Combining the principles of dynamic inversion and optimization theory, a new approach is presented for stable control of a class of one-dimensional nonlinear distributed parameter systems, assuming the availability a continuous actuator in the spatial domain. Unlike the existing approximate-then-design and design-then-approximate techniques, here there is no need of any approximation either of the system dynamics or of the resulting controller. Rather, the control synthesis approach is fairly straight-forward and simple. The controller formulation has more elegance because we can prove the convergence of the controller to its steady state value. To demonstrate the potential of the proposed technique, a real-life temperature control problem for a heat transfer application is solved. It has been demonstrated that a desired temperature profile can be achieved starting from any arbitrary initial temperature profile.

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Diabetes is a long-term disease during which the body's production and use of insulin are impaired, causing glucose concentration level to increase in the bloodstream. Regulating blood glucose levels as close to normal as possible leads to a substantial decrease in long-term complications of diabetes. In this paper, an intelligent online feedback-treatment strategy is presented for the control of blood glucose levels in diabetic patients using single network adaptive critic (SNAC) neural networks (which is based on nonlinear optimal control theory). A recently developed mathematical model of the nonlinear dynamics of glucose and insulin interaction in the blood system has been revised and considered for synthesizing the neural network for feedback control. The idea is to replicate the function of pancreatic insulin, i.e. to have a fairly continuous measurement of blood glucose and a situation-dependent insulin injection to the body using an external device. Detailed studies are carried out to analyze the effectiveness of this adaptive critic-based feedback medication strategy. A comparison study with linear quadratic regulator (LQR) theory shows that the proposed nonlinear approach offers some important advantages such as quicker response, avoidance of hypoglycemia problems, etc. Robustness of the proposed approach is also demonstrated from a large number of simulations considering random initial conditions and parametric uncertainties. Copyright (C) 2009 John Wiley & Sons, Ltd.

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Genetic Algorithms are robust search and optimization techniques. A Genetic Algorithm based approach for determining the optimal input distributions for generating random test vectors is proposed in the paper. A cost function based on the COP testability measure for determining the efficacy of the input distributions is discussed, A brief overview of Genetic Algorithms (GAs) and the specific details of our implementation are described. Experimental results based on ISCAS-85 benchmark circuits are presented. The performance pf our GA-based approach is compared with previous results. While the GA generates more efficient input distributions than the previous methods which are based on gradient descent search, the overheads of the GA in computing the input distributions are larger. To account for the relatively quick convergence of the gradient descent methods, we analyze the landscape of the COP-based cost function. We prove that the cost function is unimodal in the search space. This feature makes the cost function amenable to optimization by gradient-descent techniques as compared to random search methods such as Genetic Algorithms.

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Suspensions of testicular germ cells from six species of mammals were prepared and stained for the DNA content with a fluorochrome (ethidium bromide) adopting a common technique and subjected to DNA flow cytometry. While uniform staining of the germ cells of the mouse, hamster, rat and monkey could be obtained by treating with 0.5% pepsin for 60 min followed by staining with ethidium bromide for 30 min, that of the guinea pig and rabbit required for optimal staining pepsinization for 90 min and treatment with ethidium bromide for 60 min. The procedure adopted here provided a uniform recovery of over 80% of germ cells with each one of the species tested and the cell population distributed itself according to the DNA content (expressed as C values) into 5 major classes-spermatogonia (2C), cells in S-phase, primary spermatocytes (4C), round spermatids (1C), and elongating/elongated spermatids (HC). Comparison of the DNA distribution pattern of the germ cell populations between species revealed little variation in the relative quantities of cells with 2C (8-11%), S-phase (6-9%), and 4C (6-9%) amount of DNA. Though the spermatid cell populations exhibited variations (1C:31-46%, HCI:7-20% and and HC2:11-25%) they represented the bulk of germ cells (70-80%). The overall conversion of 2C to 1C (1C:2C ratio) and meiotic transformation of 4C cells to IC (1C:4C ratio) kinetics were relatively constant between the species studied. The present study clearly demonstrates that DNA flow cytometry can be adopted with ease and assurance to quantify germ cell transformation and as such spermatogenesis by analysing a large number of samples with consistency both within and across the species barrier. Any variation from the norms in germ cell proportions observed following treatment, for e.g. hormonal stimulation or deprivation can then be ascribed due to a specific effect of the hormone/drug on single/multiple steps in germ cell transformation

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We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.

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Three classification techniques, namely, K-means Cluster Analysis (KCA), Fuzzy Cluster Analysis (FCA), and Kohonen Neural Networks (KNN) were employed to group 25 microwatersheds of Kherthal watershed, Rajasthan into homogeneous groups for formulating the basis for suitable conservation and management practices. Ten parameters, mainly, morphological, namely, drainage density (D-d), bifurcation ratio (R-b), stream frequency (F-u), length of overland flow (L-o), form factor (R-f), shape factor (B-s), elongation ratio (R-e), circulatory ratio (R-c), compactness coefficient (C-c) and texture ratio (T) are used for the classification. Optimal number of groups is chosen, based on two cluster validation indices Davies-Bouldin and Dunn's. Comparative analysis of various clustering techniques revealed that 13 microwatersheds out of 25 are commonly suggested by KCA, FCA and KNN i.e., 52%; 17 microwatersheds out of 25 i.e., 68% are commonly suggested by KCA and FCA whereas these are 16 out of 25 in FCA and KNN (64%) and 15 out of 25 in KNN and CA (60%). It is observed from KNN sensitivity analysis that effect of various number of epochs (1000, 3000, 5000) and learning rates (0.01, 0.1-0.9) on total squared error values is significant even though no fixed trend is observed. Sensitivity analysis studies revealed that microwatershecls have occupied all the groups even though their number in each group is different in case of further increase in the number of groups from 5 to 6, 7 and 8. (C) 2010 International Association of Hydro-environment Engineering and Research, Asia Pacific Division. Published by Elsevier B.V. All rights reserved.

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We consider the effect of subdividing the potential barrier along the reaction coordinate on Kramer's escape rate for a model potential, Using the known supersymmetric potential approach, we show the existence of an optimal number of subdivisions that maximizes the rate, We cast the problem as a mean first passage time problem of a biased random walker and obtain equivalent results, We briefly summarize the results of our investigation on the increase in the escape rate by placing a blow-torch in the unstable part of one of the potential wells. (C) 1999 Elsevier Science B.V. All rights reserved.