Displaying similar documents to “An algorithmic determination of optimal measure from data and some applications.”

Eigenspace of a three-dimensional max-Łukasiewicz fuzzy matrix

Imran Rashid, Martin Gavalec, Sergeĭ Sergeev (2012)

Kybernetika

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Eigenvectors of a fuzzy matrix correspond to stable states of a complex discrete-events system, characterized by a given transition matrix and fuzzy state vectors. Description of the eigenspace (set of all eigenvectors) for matrices in max-min or max-drast fuzzy algebra was presented in previous papers. In this paper the eigenspace of a three-dimensional fuzzy matrix in max-Łukasiewicz algebra is investigated. Necessary and sufficient conditions are shown under which the eigenspace restricted...

Relaxed stability conditions for interval type-2 fuzzy-model-based control systems

Tao Zhao, Jian Xiao, Jialin Ding, Xuesong Deng, Song Wang (2014)

Kybernetika

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This paper proposes new stability conditions for interval type-2 fuzzy-model-based (FMB) control systems. The type-1 T-S fuzzy model has been widely studied because it can represent a wide class of nonlinear systems. Many favorable results for type-1 T-S fuzzy model have been reported. However, most of conclusions for type-1 T-S fuzzy model can not be applied to nonlinear systems subject to parameter uncertainties. In fact, Most of the practical applications are subject to parameters...

An optimality system for finite average Markov decision chains under risk-aversion

Alfredo Alanís-Durán, Rolando Cavazos-Cadena (2012)

Kybernetika

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This work concerns controlled Markov chains with finite state space and compact action sets. The decision maker is risk-averse with constant risk-sensitivity, and the performance of a control policy is measured by the long-run average cost criterion. Under standard continuity-compactness conditions, it is shown that the (possibly non-constant) optimal value function is characterized by a system of optimality equations which allows to obtain an optimal stationary policy. Also, it is shown...

Chance constrained bottleneck transportation problem with preference of routes

Yue Ge, Minghao Chen, Hiroaki Ishii (2012)

Kybernetika

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This paper considers a variant of the bottleneck transportation problem. For each supply-demand point pair, the transportation time is an independent random variable. Preference of each route is attached. Our model has two criteria, namely: minimize the transportation time target subject to a chance constraint and maximize the minimal preference among the used routes. Since usually a transportation pattern optimizing two objectives simultaneously does not exist, we define non-domination...

On products of Radon measures

C. Gryllakis, S. Grekas (1999)

Fundamenta Mathematicae

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Let X = [ 0 , 1 ] Γ with card Γ ≥ c (c denotes the continuum). We construct two Radon measures μ,ν on X such that there exist open subsets of X × X which are not measurable for the simple outer product measure. Moreover, these measures are strikingly similar to the Lebesgue product measure: for every finite F ⊆ Γ, the projections of μ and ν onto [ 0 , 1 ] F are equivalent to the F-dimensional Lebesgue measure. We generalize this construction to any compact group of weight ≥ c, by replacing the Lebesgue product...

Algorithm for turnpike policies in the dynamic lot size model

Stanisław Bylka (1996)

Applicationes Mathematicae

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This article considers optimization problems in a capacitated lot sizing model with limited backlogging. Nothing is assumed about the cost function in the case of finite restrictions of the size on the stock and backlogs. The holding and backlogging costs are functions assumed to be stationary or nearly stationary in time. In both cases, it is shown that there exists an optimal infinite inverse policy and a periodical turnpike policy. Some forward and backward procedures are adopted...