Search results for "MEAN"
showing 10 items of 2320 documents
Decomposition and Mean-Field Approach to Mixed Integer Optimal Compensation Problems
2016
Mixed integer optimal compensation deals with optimization problems with integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls could lead to intractability in problems of large dimensions. To address this challenge, we introduce a decomposition method which turns the original n-dimensional optimization problem into n independent scalar problems of lot sizing form. Each of these problems can be viewed as a two-player zero-sum game, which introduces some element of conservatism. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon, a step that mirro…
JOINT TOPOLOGY LEARNING AND GRAPH SIGNAL RECOVERY VIA KALMAN FILTER IN CAUSAL DATA PROCESSES
2018
In this paper, a joint graph-signal recovery approach is investigated when we have a set of noisy graph signals generated based on a causal graph process. By leveraging the Kalman filter framework, a three steps iterative algorithm is utilized to predict and update signal estimation as well as graph topology learning, called Topological Kalman Filter or TKF. Similar to the regular Kalman filter, we first predict the a posterior signal state based on the prior available data and then this prediction is updated and corrected based on the recently arrived measurement. But contrary to the conventional Kalman filter algorithm, we have no information of the transition matrix and hence we relate t…
Strategic Thinking under social influence: Scalability, stability and robustness of allocations
2016
This paper studies the strategic behavior of a large number of game designers and studies the scalability, stability and robustness of their allocations in a large number of homogeneous coalitional games with transferable utilities (TU). For each TU game, the characteristic function is a continuous-time stochastic process. In each game, a game designer allocates revenues based on the extra reward that a coalition has received up to the current time and the extra reward that the same coalition has received in the other games. The approach is based on the theory of mean-field games with heterogeneous groups in a multi-population regime.
Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension
2016
We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd-averse.” Motivations for this model are analyzed and discussed in three main contexts: a stock market application, a production engineering example, and a dynamic demand management problem in power systems. For th…
Consensus via multi-population robust mean-field games
2017
In less prescriptive environments where individuals are told ‘what to do’\ud but not ‘how to do’, synchronization can be a byproduct of strategic thinking,\ud prediction, and local interactions. We prove this in the context of multipopulation\ud robust mean-field games. The model sheds light on a multi-scale\ud phenomenon involving fast synchronization within the same population and\ud slow inter-cluster oscillation between different populations.
Robust Mean Field Games with Application to Production of an Exhaustible Resource
2012
International audience; In this paper, we study mean field games under uncertainty. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is three-fold: First, we establish a mean field system for such robust games. Second, we apply the methodology to an exhaustible resource production. Third, we show that the dimension of the mean field system can be significantly reduced by considering a functional of the first moment of the mean field process.
Opinion dynamics in social networks through mean field games
2016
Emulation, mimicry, and herding behaviors are phenomena that are observed when multiple social groups interact. To study such phenomena, we consider in this paper a large population of homogeneous social networks. Each such network is characterized by a vector state, a vector-valued controlled input, and a vector-valued exogenous disturbance. The controlled input of each network aims to align its state to the mean distribution of other networks' states in spite of the actions of the disturbance. One of the contributions of this paper is a detailed analysis of the resulting mean-field game for the cases of both polytopic and $mathcal L_2$ bounds on controls and disturbances. A second contrib…
New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates
2015
This paper investigates the delay-dependent stability problem for neutral Markovian jump systems with generally unknown transition rates GUTRs. In this neutral GUTR model, each transition rate is completely unknown or only its estimate value is known. Based on the study of expectations of the stochastic cross-terms containing the integral, a new stability criterion is derived in terms of linear matrix inequalities. In the mathematical derivation process, bounding stochastic cross-terms, model transformation and free-weighting matrix are not employed for less conservatism. Finally, an example is provided to demonstrate the effectiveness of the proposed results.
P-FCM: a proximity-based fuzzy clustering for user-centered web applications
2003
Abstract In last years, the Internet and the web have been evolved in an astonishing way. Standard web search services play an important role as useful tools for the Internet community even though they suffer from a certain difficulty. The web continues its growth, making the reliability of Internet-based information and retrieval systems more complex. Nevertheless there has been a substantial analysis of the gap between the expected information and the returned information, the work of web search engine is still very hard. There are different problems concerning web searching activity, one among these falls in the query phase. Each engine provide an interface which the user is forced to le…
Associations between breastfeeding mode and duration and food neophobia in toddlerhood : A cross-sectional study among Norwegian toddlers
2020
Background Research on the association between breastfeeding duration and food neophobia is inconclusive. Breastfeeding and measures to reduce food neophobia are highly recommended to ensure a healthy diet early in life. Objective The aim of this study was to evaluate the association between breastfeeding duration and food neophobia in young Norwegian children. Design Participants (n = 246) were recruited through kindergartens in four Norwegian counties in 2017. The parents of 1-year-olds filled in questionnaires, including standardized questions on breastfeeding and food neophobia. Cross-sectional results are presented. Comparisons of child neophobia score at 16 months of age according to …