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An efficiency analysis of the parallel multitransputer implementation of two-level optimization algorithms

Jan Sadecki (2003)

International Journal of Applied Mathematics and Computer Science

The paper presents an approach to improve the efficiency of some two-level optimization algorithms by their implementation in parallel MIMD multiprocessor systems. Diagonal decomposition dynamic programming and parametric optimization methods are considered, and some concepts of their parallelization are discussed. Results regarding the implementation of computations in a parallel multitransputer system are presented. For the analysed problems, the obtained values of speedup are close to the theoretical...

Approximate dynamic programming based on high dimensional model representation

Miroslav Pištěk (2013)

Kybernetika

This article introduces an algorithm for implicit High Dimensional Model Representation (HDMR) of the Bellman equation. This approximation technique reduces memory demands of the algorithm considerably. Moreover, we show that HDMR enables fast approximate minimization which is essential for evaluation of the Bellman function. In each time step, the problem of parametrized HDMR minimization is relaxed into trust region problems, all sharing the same matrix. Finding its eigenvalue decomposition, we...

Boundary-influenced robust controls: two network examples

Martin V. Day (2006)

ESAIM: Control, Optimisation and Calculus of Variations

We consider the differential game associated with robust control of a system in a compact state domain, using Skorokhod dynamics on the boundary. A specific class of problems motivated by queueing network control is considered. A constructive approach to the Hamilton-Jacobi-Isaacs equation is developed which is based on an appropriate family of extremals, including boundary extremals for which the Skorokhod dynamics are active. A number of technical lemmas and a structured verification theorem...

Calculating the variance in Markov-processes with random reward.

Francisco Benito (1982)

Trabajos de Estadística e Investigación Operativa

In this article we present a generalization of Markov Decision Processes with discreet time where the immediate rewards in every period are not deterministic but random, with the two first moments of the distribution given.Formulas are developed to calculate the expected value and the variance of the reward of the process, formulas which generalize and partially correct other results. We make some observations about the distribution of rewards for processes with limited or unlimited horizon and...

Contrôle dynamique de flux dans un système d'attente avec panne

A. Haqiq, N. Mikou (2010)

RAIRO - Operations Research

We consider two parallel M/M/1 queues. The server at one of the queues is subject to intermittent breakdowns. By the theory of dynamic programming, we determine a threshold optimal policy which consists to transfer, when it is necessary, the customers that arrive at the first queue towards the second queue in order to minimize an instantaneous cost depending of the two queue lengths.

Cotas inferiores para el QAP-árbol.

Enrique Benavent López (1985)

Trabajos de Estadística e Investigación Operativa

El QAP-Arbol es un caso especial del problema de asignación cuadrática en que los flujos distintos de cero forman un árbol. No se requiere ninguna condición para la matriz de distancias. En este artículo presentamos una formulación del QAP-Arbol como un problema de programación lineal entera. Basándonos en esta formulación hemos construido cuatro relajaciones lagrangianas distintas que nos permiten obtener una serie de cotas inferiores para este problema. Para resolver una de estas relajaciones,...

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