Search results for "DYNAMIC PROGRAMMING"

showing 10 items of 61 documents

Cotas inferiores para el QAP-Arbol

1985

The Tree-QAP is a special case of the Quadratic Assignment Problem where the flows not equal zero form a tree. No condition is required for the distance matrix. In this paper we present an integer programming formulation for the Tree-QAP. We use this formulation to construct four Lagrangean relaxations that produce several lower bounds for this problem. To solve one of the relaxed problems we present a Dynamic Programming algorithm which is a generalization of the algorithm of this type that gives a lower bound for the Travelling Salesman Problem. A comparison is given between the lower bounds obtained by each ralaxation for examples with size from 12 to 25.

Statistics and ProbabilityDynamic programmingCombinatoricsDistance matrixGeneralizationQuadratic assignment problemStatistics Probability and UncertaintySpecial caseUpper and lower boundsTravelling salesman problemInteger programmingMathematicsTrabajos de Estadistica y de Investigacion Operativa
researchProduct

Consensus in Noncooperative Dynamic Games: a Multi-Retailer Inventory Application

2008

We focus on Nash equilibria and Pareto optimal Nash equilibria for a finite horizon noncooperative dynamic game with a special structure of the stage cost. We study the existence of these solutions by proving that the game is a potential game. For the single-stage version of the game, we characterize the aforementioned solutions and derive a consensus protocol that makes the players converge to the unique Pareto optimal Nash equilibrium. Such an equilibrium guarantees the interests of the players and is also social optimal in the set of Nash equilibria. For the multistage version of the game, we present an algorithm that converges to Nash equilibria, unfortunately, not necessarily Pareto op…

TheoryofComputation_MISCELLANEOUSComputer Science::Computer Science and Game TheoryCorrelated equilibriumSequential gameComputer scienceDynamic programmingSubgame perfect equilibriumsymbols.namesakeCoordination gameElectrical and Electronic EngineeringRisk dominanceFolk theoremPrice of stabilityNon-credible threatGame theoryCentipede gameImplementation theoryNon-cooperative gameInventoryNormal-form gameStochastic gameComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALComputer Science ApplicationsConsensus protocols; Dynamic programming; Game theory; InventoryConsensus protocolsZero-sum gameControl and Systems EngineeringNash equilibriumEquilibrium selectionBest responsesymbolsRepeated gameEpsilon-equilibriumConsensus protocols; Dynamic programming; Game theory; Inventory;Potential gameSolution conceptMathematical economicsGame theory
researchProduct

Noncooperative dynamic games for inventory applications: A consensus approach

2008

We focus on a finite horizon noncooperative dynamic game where the stage cost of a single player associated to a decision is a monotonically nonincreasing function of the total number of players making the same decision. For the single-stage version of the game, we characterize Nash equilibria and derive a consensus protocol that makes the players converge to the unique Pareto optimal Nash equilibrium. Such an equilibrium guarantees the interests of the players and is also social optimal in the set of Nash equilibria. For the multi-stage version of the game, we present an algorithm that converges to Nash equilibria, unfortunately not necessarily Pareto optimal. The algorithm returns a seque…

TheoryofComputation_MISCELLANEOUSDynamic gamesComputer Science::Computer Science and Game TheoryMathematical optimizationCorrelated equilibriumSequential gameConsensus ProtocolsComputer scienceA-priori; Consensus protocols; Dynamic games; Finite horizons; Inventory; Inventory systems; Joint decisions; Multi stages; Nash equilibrium; Pareto-optimal; Single stages; Unilateral improvementsSymmetric equilibriumOutcome (game theory)Joint decisionsNash equilibriumFinite horizonsMulti stagessymbols.namesakeBayesian gameSettore ING-INF/04 - AutomaticaPareto-optimalA-prioriCoordination gameFolk theoremPrice of stabilityRisk dominanceNon-credible threatConsensus Protocols Dynamic Programming Game Theory InventoryInventory systemsTraveler's dilemmaNormal-form gameStochastic gameInventoryComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALMinimaxConsensus protocolsEquilibrium selectionNash equilibriumBest responseSingle stagesRepeated gamesymbolsEpsilon-equilibriumSettore MAT/09 - Ricerca OperativaSolution conceptDynamic Programming Game TheoryUnilateral improvementsMathematical economicsGame theoryConsensus Protocols; Dynamic Programming Game Theory; Inventory
researchProduct

A methodology and algorithms for an optimal identification of Tourist Local Systems

2007

In last years, despite the emphasis on the importance of tourism as a leading industry in the development of a country’s economy, there is a lack of criteria and methodologies for the identification, the promotion and the governance of Tourism Local Systems (TLS). Moreover, nowadays an important debate is more and more emerging on the sustainable tourism development which involve three interconnected aspects: environmental, socio-cultural and economic. To this end, in this paper, a rigorous mathematical model is proposed for the optimal identification and dimensioning of TLS. The model here presented consists of a two stage methodology: at first, all the factors that characterize a geograph…

Tourist Local Systems Markov Chain Decision Trees Dynamic Programming
researchProduct

D-Optimal Design for Parameter Estimation in Discrete-Time Nonlinear Dynamic Systems

2012

Published version of an article from the journal: Mathematical Problems in Engineering. Also available from the publisher:http://dx.doi.org/10.1155/2012/296701 An optimal input design method for parameter estimation in a discrete-time nonlinear system is presented in the paper to improve the observability and identification precision of model parameters. Determinant of the information matrix is used as the criterion function which is generally a nonconvex function about the input signals to be designed. To avoid the locally optimizing problem, a randomized designmethod is proposed bywhich a globally optimizing test plan other than input signals may be obtained. Then the randomized design ca…

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413Optimal designMathematical optimizationArticle SubjectComputer scienceEstimation theoryIterative methodlcsh:MathematicsGeneral MathematicsGeneral EngineeringFunction (mathematics)lcsh:QA1-939Dynamic programmingNonlinear systemDiscrete time and continuous timelcsh:TA1-2040Control theoryObservabilitylcsh:Engineering (General). Civil engineering (General)Mathematical Problems in Engineering
researchProduct

Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation

2008

We propose a new approach to the issue of existence and uniqueness of solutions to the Bellman equation, exploiting an emerging class of methods, called monotone map methods, pioneered in the work of Krasnosel’skii (1964) and Krasnosel’skii-Zabreiko (1984). The approach is technically simple and intuitive. It is derived from geometric ideas related to the study of fixed points for monotone concave operators defined on partially order spaces.

[ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]Dynamic programmingBellman equationUnbounded returnsjel:C61JEL: C61 O41[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC][SHS.ECO]Humanities and Social Sciences/Economics and FinanceDynamic programmingjel:O41Bellman equationUnbounded returnsDynamic Programming; Bellman Equation; Unbounded Returns[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC][SHS.ECO] Humanities and Social Sciences/Economics and Finance
researchProduct

Weeds sampling for map reconstruction: a Markov random field approach

2012

In the past 15 years, there has been a growing interest for the study of the spatial repartition of weeds in crops, mainly because this is a prerequisite to herbicides use reduction. There has been a large variety of statistical methods developped for this problem ([5], [7], [10]). However, one common point of all of these methods is that they are based on in situ collection of data about weeds spatial repartition. A crucial problem is then to choose where, in the eld, data should be collected. Since exhaustive sampling of a eld is too costly, a lot of attention has been paid to the development of spatial sampling methods ([12], [4], [6] [9]). Classical spatial stochastic model of weeds cou…

[SDE.BE] Environmental Sciences/Biodiversity and EcologyBiodiversity and Ecology[ SDE.BE ] Environmental Sciences/Biodiversity and Ecology[STAT.TH] Statistics [stat]/Statistics Theory [stat.TH][MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]Biodiversité et EcologieStatistiques (Mathématiques)[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST][STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]Markov decision process;dynamic programming;reinforcement learning;adaptive sampling;Markov random field;batch;sampling cost;field approach;weed[SDE.BE]Environmental Sciences/Biodiversity and Ecology[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST][ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]
researchProduct

Échantillonnage adaptatif optimal dans les champs de Markov, application à l’échantillonnage d’une espèce adventice

2012

This work is divided into two parts: (i) the theoretical study of the problem of adaptive sampling in Markov Random Fields (MRF) and (ii) the modeling of the problem of weed sampling in a crop field and the design of adaptive sampling strategies for this problem. For the first point, we first modeled the problem of finding an optimal sampling strategy as a finite horizon Markov Decision Process (MDP). Then, we proposed a generic algorithm for computing an approximate solution to any finite horizon MDP with known model. This algorithm, called Least-Squared Dynamic Programming (LSDP), combines the concepts of dynamic programming and reinforcement learning. It was then adapted to compute adapt…

[SDE] Environmental Sciencesdynamic programmingreinforcement learningMarkov random field[SDV]Life Sciences [q-bio]pprentissage par renforcement[SDV] Life Sciences [q-bio]batchprogrammation dynamiquesampling costprocessus décisionnel de Markov[SDE]Environmental Sciencescoût d'échantillonnageMarkov decision processchamp de Markovadventiceweedéchantillonage adaptatif
researchProduct

Fusion of CNN and sparse representation for threat estimation near power lines and poles infrastructure using aerial stereo imagery

2021

Abstract Fires or electrical hazards and accidents can occur if vegetation is not controlled or cleared around overhead power lines, resulting in serious risks to people and property and significant costs to the community. There are numerous blackouts due to interfering the trees with the power transmission lines in hilly and urban areas. Power distribution companies are facing a challenge to monitor the vegetation to avoid blackouts and flash-over threats. Recently, several methods have been developed for vegetation monitoring; however, existing methods are either not accurate or could not provide better disparity map in the textureless region. Moreover, are not able to handle depth discon…

business.industryComputer science020209 energy05 social sciences02 engineering and technologySparse approximationBelief propagationConvolutional neural networkDynamic programmingDiscontinuity (linguistics)Electric power transmissionManagement of Technology and Innovation0502 economics and business0202 electrical engineering electronic engineering information engineeringmedicineOverhead (computing)Computer visionArtificial intelligenceBusiness and International Managementmedicine.symptombusinessVegetation (pathology)050203 business & managementApplied PsychologyTechnological Forecasting and Social Change
researchProduct

A mate to die for? A model of conditional monogyny in cannibalistic spiders.

2012

Monogynous males in various species actively limit themselves to mating with a single female in their lifetime. Whereas previous models have considered monogyny as an obligate mating strategy, here we explore the potential of monogyny to evolve as a context-specific (conditional) behavior. Using a state-dependent dynamic game model based on the biology of the cannibalistic spider Argiope bruennichi, we confirm that conditional monogyny can evolve under broad conditions, including an even sex ratio. We predict that males should make a terminal investment when mating with large, virgin females, especially if population density is low and the encounter occurs late in the season. We encourage e…

dynamic programmingEcologybiologyObligateEcologyArgiopeMonogynybiology.organism_classificationmonogynyArgiope bruennichisexual cannibalismEvolutionary biologymonogamySexual selectionSexual cannibalismta1181sexual selectionmating strategiesArgiopeMatingterminal investmentEcology Evolution Behavior and SystematicsSex ratioNature and Landscape ConservationOriginal ResearchEcology and evolution
researchProduct