stochastic optimal control the discrete time case - dimitri p bertsekas

Ngày tải lên: 08/04/2014, 12:26

... accomplish a minimum cost transfer from the supply to the demand points. • Important special cases: Shortest path, max- flow, transportation, assignment problems. UNIMODULARITY PROPERTY • The minimum ... cost flow problem has an inter- esting property: If the s i and c ij are integer, the optimal solutions of the integer-constrained prob- lem also solve the relaxed problem, obta...

Ngày tải lên: 26/10/2013, 17:15

Ngày tải lên: 06/03/2014, 17:20

... Yϕ n ]≥0. This proves the claim that ξ · Y ≥ 0 P -a.s. and completes the proof of Theorem 1.6 in case E[|Y |]< ∞. If Y is not P -integrable, then we simply replace the probability measure P by a suitable ... is equivalent to  P and whose density dP ∗ /d  P is bounded. Then P ∗ ∈ P , and dP ∗ dP = dP ∗ d  P · d  P dP is bounded. Hence, P ∗ is as desired, and...

Ngày tải lên: 08/03/2014, 23:20

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Ngày tải lên: 24/03/2014, 20:22

... on the prey population and vice versa the shadow prices of the predators occur as part of the direct effect in the shadow price of the prey and vice versa. In the case ξ R this term reflects the ... Age-Structured Predator- Prey Model. Applied Mathemathics and Optimization 54, 1-1 5. [10] Gazis, D.C., Montroll, E.W., Ryniker, J.E., 1973. Age-specific, Deterministic Model of P...

Ngày tải lên: 28/03/2014, 16:20

... system. 12 The earliest (circa 196 9-7 0) ran on the Digital Equipment Corporation PDP-7 and -9 computers. The second version ran on the unprotected PDP-11/20 computer. The third incorporated multiprogramming ... reopens the appropriate input and output files and types another log-in message. Thus a user may log out simply by typing the end-of-file sequence to the shell....

Ngày tải lên: 12/09/2012, 15:05

... 0.5 -4 0 -3 0 -2 0 -1 0 0 10 wrapped unwrapped Phase (radians) 100 ' PHASE UNWRAPPING 110 ' 120 DIM PHASE[256] 'PHASE[ ] holds the original phase 130 DIM UWPHASE[256] 'UWPHASE[ ... 0.4 0.5 -5 -4 -3 -2 -1 0 1 2 3 4 5 b. Phase X[ ] Amplitude Phase (radians) . Again, Eq. 8-6 provides the values of andIm X[k] ' &1 Mag X[k] ' 1.4...

Ngày tải lên: 13/09/2012, 09:49

... modified Poisson process. In this process, the time axis is divided into bins, and the probability of an arrival in a bin is partially dependent on whether there was an arrival in the previous bin. Their ... modified version of the time- of- arrival model outlined in Chapter 2, and incorporates an angle-of-arrival model. The time and amplitude of arrival portion of the combined...

Ngày tải lên: 20/11/2012, 11:32

... between the external market and internal capabilities of the company; between the company’s inputs into the product and the influences on the consumer perception; between the short-term need ... important. These supporting services partly showed the way of doing business of the AVS Companies. From these supporting services, consumers could evaluate whether the compani...

Ngày tải lên: 13/04/2013, 10:29