958 resultados para Probabilistic generalization


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We show that Judd (1982)’s method can be applied to any finite system, contrary to what he claimed in 1987. An example shows how to employ the technic to study monetary models in presence of capital accumulation.

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We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We establish the relation between the original (in nite dimensional) problem and approximating problems working with projections from di erent subclasses of decision policies. Considering the subclass of linear decision rules and a generalized linear model for the underlying stochastic process with noises that are Gaussian or truncated Gaussian, we show that the value and gradient of the objective and constraint functions of the approximating problems can be computed analytically.

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The static and cyclic assays are common to test materials in structures.. For cycling assays to assess the fatigue behavior of the material and thereby obtain the S-N curves and these are used to construct the diagrams of living constant. However, these diagrams, when constructed with small amounts of S-N curves underestimate or overestimate the actual behavior of the composite, there is increasing need for more testing to obtain more accurate results. Therewith, , a way of reducing costs is the statistical analysis of the fatigue behavior. The aim of this research was evaluate the probabilistic fatigue behavior of composite materials. The research was conducted in three parts. The first part consists of associating the equation of probability Weilbull equations commonly used in modeling of composite materials S-N curve, namely the exponential equation and power law and their generalizations. The second part was used the results obtained by the equation which best represents the S-N curves of probability and trained a network to the modular 5% failure. In the third part, we carried out a comparative study of the results obtained using the nonlinear model by parts (PNL) with the results of a modular network architecture (MN) in the analysis of fatigue behavior. For this we used a database of ten materials obtained from the literature to assess the ability of generalization of the modular network as well as its robustness. From the results it was found that the power law of probability generalized probabilistic behavior better represents the fatigue and composites that although the generalization ability of the MN that was not robust training with 5% failure rate, but for values mean the MN showed more accurate results than the PNL model

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On-line learning methods have been applied successfully in multi-agent systems to achieve coordination among agents. Learning in multi-agent systems implies in a non-stationary scenario perceived by the agents, since the behavior of other agents may change as they simultaneously learn how to improve their actions. Non-stationary scenarios can be modeled as Markov Games, which can be solved using the Minimax-Q algorithm a combination of Q-learning (a Reinforcement Learning (RL) algorithm which directly learns an optimal control policy) and the Minimax algorithm. However, finding optimal control policies using any RL algorithm (Q-learning and Minimax-Q included) can be very time consuming. Trying to improve the learning time of Q-learning, we considered the QS-algorithm. in which a single experience can update more than a single action value by using a spreading function. In this paper, we contribute a Minimax-QS algorithm which combines the Minimax-Q algorithm and the QS-algorithm. We conduct a series of empirical evaluation of the algorithm in a simplified simulator of the soccer domain. We show that even using a very simple domain-dependent spreading function, the performance of the learning algorithm can be improved.

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This work proposes a methodology to generalize the Y-connections for 12- and 18-pulse autotransformers. A single mathematical expression, obtained through simple trigonometric operations, represents all the connections. The proposed methodology allows choosing any ratio between the input and the output voltages. The converters can operate either as step-up or as step-down voltage. To simplify the design of the windings, graphics are generated to calculate the turn-ratio and the polarity of each secondary winding, with respect to the primary winding. A design example, followed by digital simulations, illustrates the presented steps. Experimental results of two prototypes (12 and 18 pulses) are presented. The results also show that high power factor is an inherent characteristic of multi-pulse converters, without any active or passive power factor pre-regulators needs. (c) 2005 Elsevier B.V. All rights reserved.

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In this paper an efficient algorithm for probabilistic analysis of unbalanced three-phase weakly-meshed distribution systems is presented. This algorithm uses the technique of Two-Point Estimate Method for calculating the probabilistic behavior of the system random variables. Additionally, the deterministic analysis of the state variables is performed by means of a Compensation-Based Radial Load Flow (CBRLF). Such load flow efficiently exploits the topological characteristics of the network. To deal with distributed generation, a strategy to incorporate a simplified model of a generator in the CBRLF is proposed. Thus, depending on the type of control and generator operation conditions, the node with distributed generation can be modeled either as a PV or PQ node. To validate the efficiency of the proposed algorithm, the IEEE 37 bus test system is used. The probabilistic results are compared with those obtained using the Monte Carlo method.

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In this dissertation we present some generalizations for the concept of distance by using more general value spaces, such as: fuzzy metrics, probabilistic metrics and generalized metrics. We show how such generalizations may be useful due to the possibility that the distance between two objects could carry more information about the objects than in the case where the distance is represented just by a real number. Also in this thesis we propose another generalization of distance which encompasses the notion of interval metric and generates a topology in a natural way. Several properties of this generalization are investigated, and its links with other existing generalizations

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In this Letter we investigate Lie symmetries of a (2 + 1)-dimensional integrable generalization of the Camassa-Holm (CH) equation. Through the similarity reductions we obtain four different (1 + 1)-dimensional systems of partial differential equations in which one of them turns out to be a (1 + 1)-dimensional CH equation. We establish their integrability by providing the Lax pair for all of them. Further, we present a brief analysis for some types of particular solutions which include the cuspon, peakon and soliton solutions for the two-dimensional generalization of the CH equation. (C) 2000 Published by Elsevier B.V. B.V.

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We generalize the Hamilton-Jacobi formulation for higher-order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraints structure present in such systems.

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This work proposes a methodology to generalize the A-connections for 12 and 18-pulse autotransformers. A single mathematical expression, obtained through simple trigonometric operations, represents all the connections. The proposed methodology allows choosing any ratio between the input and the output voltages. The converters can operate either as step-up or as step-down voltage. To simplify the design of the windings, graphics are generated to calculate the turn-ratio and the polarity of each secondary winding, with respect to the primary winding. A design example, followed by digital simulations, and experimental results illustrate the presented steps. The results also show that high power factor is an inherent characteristic of multi-pulse converters, without any active or passive power factor pre-regulators needs.

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This work presents a methodology for elastic-plastic fracture reliability analysis of plane and axisymmetric structures. The structural reliability analysis is accomplished by means of the FORM analytical method. The virtual crack extension technique based on a direct minimization of potencial energy is utililized for the calculation of the energy release rate. Results are presented to illustrate the performance of the adopted methodology.

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A simple generalization of Wisdom's perturbative method, as originally proposed by Wisdom (1985), is obtained. Any number of resonant cosines can be handled and the method can also accommodate more involved disturbing functions. Averaged trajectories are easily obtained by drawing level curves of the action. Here, the method is first tested for simple models of 3:1 and 2:1 resonant problems. Comparisons with numerical integration and surface-section curves show very good agreements.

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A class of shape-invariant bound-state problems which represent transitions in a two-level system introduced earlier are generalized to include arbitrary energy splittings between the two levels as well as intensity-dependent interactions. We show that the coupled-channel Hamiltonians obtained correspond to the generalizations of the nonresonant and intensity-dependent Jaynes-Cummings Hamiltonians, widely used in quantized theories of lasers. In this general context, we determine the eigenstates, eigenvalues, the time evolution matrix and the population inversion matrix factor.