Search results for " OPTIMA"
showing 10 items of 220 documents
Optimal Impulse Control Problems and Linear Programming
2009
Optimal impulse control problems are, in general, difficult to solve. A current research goal is to isolate those problems that lead to tractable solutions. In this paper, we identify a special class of optimal impulse control problems which are easy to solve. Easy to solve means that solution algorithms are polynomial in time and therefore suitable to the on-line implementation in real-time problems. We do this by using a paradigm borrowed from the Operations Research field. As main result, we present a solution algorithm that converges to the exact solution in polynomial time. Our approach consists in approximating the optimal impulse control problem via a binary linear programming proble…
The linear saturated decentralized strategy for constrained flow control is asymptotically optimal
2013
We present an algorithm for constrained network flow control in the presence of an unknown demand. Our algorithm is decentralized in the sense that it is implemented by a team of agents, each controlling just the flow on a single arc of the network based only on the buffer levels at the nodes at the extremes of the arc, while ignoring the actions of other agents and the network topology. We prove that our algorithm is also stabilizing and steady-state optimal. Specifically, we show that it asymptotically produces the minimum-norm flow. We finally generalize our algorithm to networks with a linear dynamics and we prove that certain least-square optimality properties still hold.
Proximity and distance in spatial economic theory
1997
La proximité entre des éléments d’un ensemble évoque une certaine similitude entre un ou plusieurs de leurs attributs. Elle peut, en général, être évaluée par une distance. L’article revient d’abord sur l’idée de distance, son rôle et les modalités de son expression. Ensuite, il présente diverses représentations formalisées, il expose les contraintes qu’elles imposent dans la représentation de l’espace. Enfin, dans la mesure où la proximité d’un lieu est souvent définie par rapport à un ensemble d’autres sites, on met en évidence le rôle du choix d’une représentation de la distance dans la détermination du lieu qui offre la proximité optimale et l’influence du critère à partir duquel est dé…
Symmetry for positive critical points of Caffarelli–Kohn–Nirenberg inequalities
2022
Abstract We consider positive critical points of Caffarelli–Kohn–Nirenberg inequalities and prove a Liouville type result which allows us to give a complete classification of the solutions in a certain range of parameters, providing a symmetry result for positive solutions. The governing operator is a weighted p -Laplace operator, which we consider for a general p ∈ ( 1 , d ) . For p = 2 , the symmetry breaking region for extremals of Caffarelli–Kohn–Nirenberg inequalities was completely characterized in Dolbeault et al. (2016). Our results extend this result to a general p and are optimal in some cases.
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets
2004
We consider a quasilinear parabolic equation with quadratic gradient terms. It arises in the modeling of an optimal portfolio which maximizes the expected utility from terminal wealth in incomplete markets consisting of risky assets and non-tradable state variables. The existence of solutions is shown by extending the monotonicity method of Frehse. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution. The in influence of the non-tradable state variables on the optimal value function is illustrated by a numerical example.
Ultrafast critical ground state preparation via bang-bang protocols
2020
The fast and faithful preparation of the ground state of quantum systems is a challenging task but crucial for several applications in the realm of quantum-based technologies. Decoherence poses a limit to the maximum time-window allowed to an experiment to faithfully achieve such desired states. This is of particular significance in critical systems, where the vanishing energy gap challenges an adiabatic ground state preparation. We show that a bang-bang protocol, consisting of a time evolution under two different values of an externally tunable parameter, allows for a high-fidelity ground state preparation in evolution times no longer than those required by the application of standard opti…
3D digitization of transparent objects by polalization techniques in IR & by triangulation in UV
2011
Two non-conventional methods for the 3D digitization of transparent objects via non-contact measurement are reported in this thesis. 3D digitization is a well acknowledged technique for opaque objects and various commercial solutions based on different measurement approaches are available in the market offering different types of resolution at different prices. Since these techniques require a diffused or lambertian surface, their application to transparent surfaces fails. Indeed, rays reflected by the transparent surface are perturbed by diverse inter-reflections induced by the refractive properties of the object. Therefore, in industrial applications like quality control, the transparent …
Developement of new techniques of Optimal Control in Quantum Dynamics : from nuclear magnetic resonance to molecular physics
2011
The goal of this thesis is to apply the optimal control theory to the dynamics of quantum systems.The first part aim at introducing the tools of optimal control in quantum control which were initially developedin mathematics. This approch has been applied on different kinds of quantum system with small and largedimensions. The first part of this manuscript introduces the optimal control tools which are used with a pointof view suited to a public of physicists. In the second part these techniques are used to control the dynamics ofspins in NMR and MRI. The third part deals with the development of new iterative algorithms applied to thecontrol by laser fields of the rotational dynamics of lin…
A Posteriori Methods
1998
A posteriori methods could also be called methods for generating Pareto optimal solutions. After the Pareto optimal set (or a part of it) has been generated, it is presented to the decision maker, who selects the most preferred among the alternatives. The inconveniences here are that the generation process is usually computationally expensive and sometimes in part, at least, difficult. On the other hand, it is hard for the decision maker to select from a large set of alternatives. One more important question is how to present or display the alternatives to the decision maker in an effective way. The working order in these methods is: 1) analyst, 2) decision maker.
A Hierarchy of Twofold Resource Allocation Automata Supporting Optimal Sampling
2009
We consider the problem of allocating limited sampling resources in a "real-time" manner with the purpose of estimating multiple binomial proportions. More specifically, the user is presented with `n ' sets of data points, S 1 , S 2 , ..., S n , where the set S i has N i points drawn from two classes {*** 1 , *** 2 }. A random sample in set S i belongs to *** 1 with probability u i and to *** 2 with probability 1 *** u i , with {u i }. i = 1, 2, ...n , being the quantities to be learnt. The problem is both interesting and non-trivial because while both n and each N i are large, the number of samples that can be drawn is bounded by a constant, c . We solve the problem by first modelling it a…