简介:PROBABILITYCRITERIONININVENTORYSYSTEMWITHVARYINGSTOCHASTICDEMANDS¥LIUBaoding;GUJifa(InstituteofSystemsScience,AcademiaSinica,...
简介:Optimalswitchingandimpulsecontrolsforadistributedparametersystemsareconsidered.Weprovethatthevaluefunctionsu_u(·)ofapproximatingproblemsapproachtothevaluefunctionu(·)oftheoriginalproblem,whileu_u(·)istheuniqueviscositysolutionofthecorrespondingHamilton-Jacobi-Bellmansystem.Wealsoconstructanoptimalcontrolfortheoriginalproblemviathevaluefunctionu(·).
简介:1.IntroductionManyphysicalsystems,suchajsthemodynamics,electrodynamics,populationbiology,aregovernedbydifferentialequations,integrodifferentialequationsormoregenerallyfunctionaldifferentialevolutionequationsonBanachspace.Associatedoptimalcontrolprobl...
简介:Inthispaper,forzero-failuredata(ti,ni),atmomentti,ifthepriordistributionofthefailureprobabilitypi=P{T<ti}isincompleteFisher-Zdistribution:Fisher-Z(0,λi;a,b),theauthorgivespihierarchicalBiyesianestimationandtheestimationofreliabilityunderzero-failuredataconditionisobtainedalso.Theauthoralsogivesapracticalcalculatingexampleusingthetheory.
简介:Inthispaper,Usingthedailystockreturndata,weshowthatShanghaistockmarketpricesexhibitlongmemoryprocess,andestimatethelong-memoryparametersbywavelet.Usingthesparsewaveletrepresentationofamatrixoperator,weareabletoapproximateanARFIMAmodelslikelihoodfunctionwiththeseries'swaveletcoefficientsandtheirvariances.MaximizationofthisapproximatelikelihoodfunctionoverthelongmemoryparameterspaceresultsintheapproximatewaveletmaximumlikelihoodestimatesoftheARFIMAmodel.
简介:Thispaperpresentsanewapproachoftheboundaryparameteridentificationofadiffusionsystem.Thesystemmodelisgovernedbyatwo-dimensionalparabolicproblem,whichinvolvesanunknownboundaryparameter.Identifiabilityoftheboundaryparameterandthenewapproacharediscussedbriefly,whichshowthatthenewapproachcanovercomenotonlytheill-posednessofthenonlinearoutputleastsquaremethodbutalsothedifficultyofnumericalcomputationofthenonlinearoutputleastsquareestimateduetotheexistenceofthelocalminimaoftheperformancefunctional,Finally,somenumericalexamplesaregiven.
简介:Thispaperdealswithon-linestateandparameterestimationofareasonablylargeclassofnonlinearcontinuous-timesystemsusingastep-by-stepslidingmodeobserverapproach.Themethodproposedcanalsobeusedforadaptationtoparametersthatvarywithtime.Theotherinterestingfeatureofthemethodisthatitiseasilyimplementableinreal-time.Theefficiencyofthistechniqueisdemonstratedviatheon-lineestimationoftheelectricalparametersandrotorfluxofaninductionmotor.Thisapplicationisbasedonthestandardmodeloftheinductionmotorexpressedinrotorcoordinateswiththestatorcurrentandvoltageaswellastherotorspeedassumedtobemeasurable.Real-timeimplementationresultsarethenreportedandtheabilityofthealgorithmtorapidlyestimatethemotorparametersisdemonstrated.Theseresultsshowtherobustnessofthisapproachwithrespecttomeasurementnoise,discretizationeffects,parameteruncertaintiesandmodelinginaccuracies.Comparisonsbetweentheresultsobtainedandthoseoftheclassicalrecursiveleastsquarealgorithmarealsopresented.Thereal-timeimplementationresultsshowthattheproposedalgorithmgivesbetterperformancethantherecursiveleastsquaremethodintermsoftheconvergencerateandtherobustnesswithrespecttomeasurementnoise.
简介:这份报纸为改变系统由延期建模的延期的交换非线性的时间的一个班处理稳定性问题微分方程。旁边在箭头形式下面并且用新构造Lyapunov功能转变系统表示,聚集技术,Borne-Gentina实际稳定性标准与性质联系了,考虑系统的新延期无关的稳定性条件被建立。与在这的存在结果相比区域,获得的结果是明确的,对使用简单并且允许我们避免寻找普通Lyapunov的问题功能。最后,一个例子被提供,与数字模拟,到表明建议方法的有效性。
简介:Inthispaper,theexponentialstabilityanalysisforODEswitchedsystemswithtimedelayisextendedtodistributedparameterswitchedsystems(DPSS)inHilbertspace.Foragivenfamilyofexponentialstablesubsystems,thispaperfocusesonfindingconditionstoguaranteetheoverallDPSS'exponentialstability.Basedonsemigrouptheory,byapplyingpiecewiseLyapunov-Krasovskiifunctionalsmethodincorporatedaveragedwelltimeapproach,sufficientconditionsforexponentialstabilityarederived.Theseconditionsaregivenintheformoflinearoperatorinequalities(LOIs)wherethedecisionvariablesareoperatorsinHilbertspace,andthestabilitypropertiesdependonswitchingrule.Beingappliedtoheatswitchedpropagationequations,theseLOIsarereducedtostandardLinearMatrixInequalities(LMIs).Finally,anumericalexampleisgiventoillustratetheeffectivenessoftheproposedresult.
简介:Thispaper,throughthediscountedcashflow(DCF)approach,considersinventoryreplenishmentproblemsfordeterioratingitemswithgeneraltime-varyingdemandoverafiniteplanninghorizonunderinflation.Theoptimalreplenishmentpoliciesforthetotalprofitofsystemtobemaximumarepresentedwithpartialbacklogging.Moreover,thefractionofdemandbackloggedisassumedtobeanon-increasingfunctionofwaitingtime.Firstly,themodelswithafixedfractionbackorderandcompletebackorderareprovided.Thenthemodelispresentedwithassumingthatthefractionofdemandbackloggedisanexponentiallydecreasingfunctionofwaitingtime.Thesolutionproceduresofmodelsareproposed.Theeffectofinflationontheoptimalpoliciesisshown.Themodelsareillustratedthroughnumericalexamplesandsensitivityanalysisofparametersisgiven.
简介:同样质量增加了的为系统的要求,对的需要高,系统可靠性也正在增加。软件系统是极其重要的,以提高的可靠性和稳定性,为提供高质量为顾客的服务。因为软件系统的复杂性,然而,软件开发能费时间、昂贵。许多统计模型在过去的年里被开发了估计软件可靠性。在这份报纸,我们与操作环境的无常建议一个新三参数的差错察觉软件可靠性模型。建议模型的明确的吝啬的值函数解决方案被介绍。例子被介绍给基于三说明建议模型和几个存在非同类的泊松进程(NHPP)模型的goodness-of-fit从软件应用程序收集的失败数据设定。建议模型适合的结果表演显著地好与其它存在NHPP基于三当模特儿比标准象均方差(MSE)那样,预兆的比率风险(PRR),和预兆的力量(PP)。
简介:Intheanalysisoneconomicgrowthfactors,researchersusuallyusetheproductionfunctionmodeltocalculateandmeasureinfluencingfactors’contributionratestoeconomicgrowth.CommonproductionfunctionsincludetheCD(Cobb-Douglas)productionfunction,theCES(ConstantElasticityofSubstitution)productionfunction,theVES(VariableElasticityofSubstitution)productionfunction,andsoon.Inconsiderationofthediversityandcomplementarityofmodels,thepapercombinestheCDproductionfunctionwiththeCESproductionfunctionandthenproposesamixedproductionfunction.Withregardtotheparameterestimationofmodel,thepapergivesanimprovedfireflyalgorithmwiththehighprecisionandafastrateofconvergence.Withregardtothecalculationoffactors’contributionrates,traditionalmethodsgenerallyhavebigerrorsandarenotapplicabletocomplicatedmodels,sothepaperoffersanewmethodwhichcancalculatecontributionratesscientifically.Finally,thepapercalculatesthecontributionratesoffactorsaffectingChineseeconomicgrowthandgetsagoodresult.
简介:不可思议地使不安的传送对流散开方程的Acoupled系统被考虑。每个方程的领先的条款被一个小积极参数乘,但是这些参数可以有不同大小。系统的答案有重叠并且交往的边界层。这些层的结构被分析,并且这导致是平常的Shishkin网孔的变体的一个piecewise制服网孔的构造。在一个迎风的差别计划被证明几乎一阶精确的这个网孔上,一致地在两个小参数。我们在场数字实验到的结果证实我们的理论结果。