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81.
82.
This paper is concerned with partial-information mixed optimal stochastic continuous–singular control problem for mean-field stochastic differential equation driven by Teugels martingales and an independent Brownian motion, where the Teugels martingales are a family of pairwise strongly orthonormal martingales associated with Lévy processes. The control variable has two components; the first being absolutely continuous, and the second singular. Partial-information necessary and sufficient conditions of optimal continuous–singular control for these mean-field models are investigated. As an illustration, this paper studies a partial-information linear quadratic control problem of mean-field type involving continuous–singular control. 相似文献
83.
84.
本文提供了一种检测操作系统中死锁的方法.该方法包含三个步骤:(1)通过检测进程加锁与解锁是否匹配来获得锁的持有者;(2)从异常进程中筛选出锁的等待者;(3)通过检查锁的持有者与等待者是否会形成循环等待图来判定死锁.通过实验发现,该方法对系统性能的影响小于l%,而且不需要修改内核源码和源程序. 相似文献
85.
Creating coordinated multiagent policies in environments with uncertainty is a challenging problem, which can be greatly simplified if the coordination needs are known to be limited to specific parts of the state space. In this work, we explore how such local interactions can simplify coordination in multiagent systems. We focus on problems in which the interaction between the agents is sparse and contribute a new decision-theoretic model for decentralized sparse-interaction multiagent systems, Dec-SIMDPs, that explicitly distinguishes the situations in which the agents in the team must coordinate from those in which they can act independently. We relate our new model to other existing models such as MMDPs and Dec-MDPs. We then propose a solution method that takes advantage of the particular structure of Dec-SIMDPs and provide theoretical error bounds on the quality of the obtained solution. Finally, we show a reinforcement learning algorithm in which independent agents learn both individual policies and when and how to coordinate. We illustrate the application of the algorithms throughout the paper in several multiagent navigation scenarios. 相似文献
86.
Yoshito Ohta Author vitae 《Automatica》2011,47(5):1001-1006
This paper studies the system transformation using generalized orthonormal basis functions that include the Laguerre basis as a special case. The transformation of the deterministic systems is studied in the literature, which is called the Hambo transform. The aim of the paper is to develop a transformation theory for stochastic systems. The paper establishes the equivalence of continuous and transformed-discrete-time stochastic systems in terms of solutions. The method is applied to the continuous-time system identification problem. It is shown that using the transformed signals the PO-MOESP subspace identification algorithm yields consistent estimates for system matrices. An example is included to illustrate the efficacy of the proposed identification method, and to make a comparison with the method using the Laguerre filter. 相似文献
87.
Fractional advection–dispersion equation (FADE) is a generalization of the classical ADE in which the first order time derivative and first and second order space derivatives are replaced by Caputo derivatives of orders 0<α?1, 0<β?1 and 1<γ?2, respectively. We use Caputo definition to avoid (i) mass balance error, (ii) hyper-singular improper integral, (iii) non-zero derivative of constant, and (iv) fractional derivative involved in the initial condition which is often ill-defined. We present an analytic algorithm to solve FADE based on homotopy analysis method (HAM) which has the advantage of controlling the region and rate of convergence of the solution series via the auxiliary parameter ? over the variational iteration method (VIM) and homotopy perturbation method (HPM). We find that the proposed method converges to the numerical/exact solution of the ADE as the fractional orders α, β, γ tend to their integral values. Numerical examples are given to illustrate the proposed algorithm. Example 5 describes the intermediate process between advection and dispersion via Caputo fractional derivative. 相似文献
88.
Ton HellingsJohan S.H. van Leeuwaarden Sem C. Borst Dee Denteneer 《Performance Evaluation》2011,68(8):728-746
CSMA is the predominant distributed access protocol for wireless mesh networks. Originally designed for single-hop settings, CSMA can exhibit severe performance problems in multi-hop networks in terms of stability and end-to-end throughput. To ensure a smoother flow of packets, we examine an enhancement referred to as Extra Back-off (EB) flow control. In this enhanced scheme a node remains silent for a certain extra back-off time (imposed on top of the usual back-off time that is part of CSMA) after it has transmitted a packet, to give both the downstream and upstream neighbors the opportunity to transmit. EB flow control entails only a small modification to CSMA, preserving its distributed character. In order to examine the performance of EB flow control, we analyze a novel class of Markov models at the interface between classical tandem queues and interacting particle systems. The results demonstrate that EB flow control provides an effective mechanism for improving the end-to-end throughput performance. 相似文献
89.
We consider a class of time-varying
-valued control models, and with possibly unbounded costs. The processes evolve according to the system equation xn+1=Gn(xn,an)+ξn (
), where {ξn} are i.i.d. random vectors and {Gn} a sequence of known functions converging to some function G∞. Under suitable hypotheses, we show the existence of an α-discount optimal policy for the limiting system xn+1=G∞(xn,an)+ξn. 相似文献
90.
German Shegalov Michael Gillmann Gerhard Weikum 《The VLDB Journal The International Journal on Very Large Data Bases》2001,10(1):91-103
Advanced e-services require efficient, flexible, and easy-to-use workflow technology that integrates well with mainstream
Internet technologies such as XML and Web servers. This paper discusses an XML-enabled architecture for distributed workflow
management that is implemented in the latest version of our Mentor-lite prototype system. The key asset of this architecture
is an XML mediator that handles the exchange of business and flow control data between workflow and business-object servers
on the one hand and client activities on the other via XML messages over http. Our implementation of the mediator has made
use of Oracle's XSQL servlet. The major benefit of the advocated architecture is that it provides seamless integration of
client applications into e-service workflows with scalable efficiency and very little explicit coding, in contrast to an earlier,
Java-based, version of our Mentor-lite prototype that required much more code and exhibited potential performance problems.
Received: 30 October 2000 / Accepted: 19 December 2000 Published online: 27 April 2001 相似文献