218 resultados para optimal stopping rule
Resumo:
This paper examines the ground-water flow problem associated with the injection and recovery of certain corrosive fluids into mineral bearing rock. The aim is to dissolve the minerals in situ, and then recover them in solution. In general, it is not possible to recover all the injected fluid, which is of concern economically and environmentally. However, a new strategy is proposed here, that allows all the leaching fluid to be recovered. A mathematical model of the situation is solved approximately using an asymptotic solution, and exactly using a boundary integral approach. Solutions are shown for two-dimensional flow, which is of some practical interest as it is achievable in old mine tunnels, for example.
Resumo:
Optimal scheduling of voltage regulators (VRs), fixed and switched capacitors and voltage on customer side of transformer (VCT) along with the optimal allocaton of VRs and capacitors are performed using a hybrid optimisation method based on discrete particle swarm optimisation and genetic algorithm. Direct optimisation of the tap position is not appropriate since in general the high voltage (HV) side voltage is not known. Therefore, the tap setting can be determined give the optimal VCT once the HV side voltage is known. The objective function is composed of the distribution line loss cost, the peak power loss cost and capacitors' and VRs' capital, operation and maintenance costs. The constraints are limits on bus voltage and feeder current along with VR taps. The bus voltage should be maintained within the standard level and the feeder current should not exceed the feeder-rated current. The taps are to adjust the output voltage of VRs between 90 and 110% of their input voltages. For validation of the proposed method, the 18-bus IEEE system is used. The results are compared with prior publications to illustrate the benefit of the employed technique. The results also show that the lowest cost planning for voltage profile will be achieved if a combination of capacitors, VRs and VCTs is considered.
Resumo:
The flying capacitor multicell inverter (FCMI) possesses natural balancing property. With the phase-shifted (PS) carrier-based scheme, natural balancing can be achieved in a straightforward manner. However, to achieve natural balancing with the harmonically optimal phase-disposition (PD) carrierbased scheme, the conventional approaches require (n-1) x (n-1) trapezoidal carrier signals for an n-level inverter, which is (n-1) x (n-2) times more than that in the standard PD scheme. This paper proposes two improved natural balancing strategies for FMI under PD scheme, which use the same (n-1) carrier signals as used in the standard PD scheme. In the first scheme, on-line detection is performed of the band in which the modulation signal is located, corresponding period number of the carrier, and rising or falling half cycle of the carrier waveform to generate the switching signals based on certain rules. In the second strategy, the output voltage level selection is first processed and the switching signals are then generated according to a rule based on preferential cell selection algorithm. These methods are easy to use and can be simply implemented as compared to the other available methods. Simulation and experimental results are presented for a five-level inverter to verify these proposed schemes.
Resumo:
We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin
Resumo:
The emergence of strong sovereign states after the Treaty of Westphalia turned two of the most cosmopolitan professions (law and arms) into two of the least cosmopolitan. Sovereign states determined the content of the law within their borders – including which, if any, ecclesiastical law was to be applied; what form of economic regulation was adopted; and what, if any, international law applied. Similarly, states sought to ensure that all military force was at their disposal in national armies. The erosion of sovereignty in a post-Westphalian world may significantly reverse these processes. The erosion of sovereignty is likely to have profound consequences for the legal profession and the ethics of how, and for what ends, it is practised. Lawyers have played a major role in the civilization of sovereign states through the articulation and institutionalisation of key governance values – starting with the rule of law. An increasingly global profession must take on similar tasks. The same could be said of the military. This essay will review the concept of an international rule of law and its relationship to domestic conceptions and outline the task of building the international rule of law and the role that lawyers can and should play in it.
Resumo:
The emergence of strong sovereign states after the Treaty of Westphalia turned two of the most cosmopolitan professions (law and arms) into two of the least cosmopolitan. Sovereign states determined the content of the law within their borders – including which, if any, ecclesiastical law was to be applied; what form of economic regulation was adopted; and what, if any, international law applied. Similarly, states sought to ensure that all military force was at their disposal in national armies. The erosion of sovereignty in a post-Westphalian world may significantly reverse these processes. The erosion of sovereignty is likely to have profound consequences for the legal profession and the ethics of how, and for what ends, it is practised. Lawyers have played a major role in the civilization of sovereign states through the articulation and institutionalisation of key governance values – starting with the rule of law. An increasingly global profession must take on similar tasks. The same could be said of the military. This essay will review the concept of an international rule of law and its relationship to domestic conceptions and outline the task of building the international rule of law and the role that lawyers can and should play in it.
Resumo:
In this paper, a comprehensive planning methodology is proposed that can minimize the line loss, maximize the reliability and improve the voltage profile in a distribution network. The injected active and reactive power of Distributed Generators (DG) and the installed capacitor sizes at different buses and for different load levels are optimally controlled. The tap setting of HV/MV transformer along with the line and transformer upgrading is also included in the objective function. A hybrid optimization method, called Hybrid Discrete Particle Swarm Optimization (HDPSO), is introduced to solve this nonlinear and discrete optimization problem. The proposed HDPSO approach is a developed version of DPSO in which the diversity of the optimizing variables is increased using the genetic algorithm operators to avoid trapping in local minima. The objective function is composed of the investment cost of DGs, capacitors, distribution lines and HV/MV transformer, the line loss, and the reliability. All of these elements are converted into genuine dollars. Given this, a single-objective optimization method is sufficient. The bus voltage and the line current as constraints are satisfied during the optimization procedure. The IEEE 18-bus test system is modified and employed to evaluate the proposed algorithm. The results illustrate the unavoidable need for optimal control on the DG active and reactive power and capacitors in distribution networks.
Resumo:
In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.
Resumo:
In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.