๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Solution quality of random search methods for discrete stochastic optimization

โœ Scribed by Mahmoud H. Alrefaei; Ameen J. Alawneh

Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
145 KB
Volume
68
Category
Article
ISSN
0378-4754

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Time-inhomogeneous discrete stochastic s
Time-inhomogeneous discrete stochastic search methods for optimal Bernoulli parameters
โœ Ahmed, Mohamed A. ;Alkhamis, Talal M. ;Miller, Douglas R. ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 160 KB ๐Ÿ‘ 2 views

We present two time-inhomogeneous search processes for finding the optimal Bernoulli parameters, where the performance measure cannot be evaluated exactly but must be estimated through Monte Carlo simulation. At each iteration, two neighbouring alternatives are compared and the one that appears to b

New method for optimal control and filte
New method for optimal control and filtering of weakly coupled linear discrete stochastic systems
โœ Z. Aganovic; Z. Gajic; Xuemin Shen ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 680 KB

The algebraic regulator and filter Riccati equations of weakly coupled dticrere-rime stochastic linear control systems are completely and exactly decomposed into reduced-order continuous-time algebraic Riccati equations corresponding to the subsystems. That is, the exact solution of the global discr