Search results for "Stochastic Proce"
showing 10 items of 349 documents
Achieving Fair Load Balancing by Invoking a Learning Automata-Based Two-Time-Scale Separation Paradigm.
2020
Author's accepted manuscript. © 2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. In this article, we consider the problem of load balancing (LB), but, unlike the approaches that have been proposed earlier, we attempt to resolve the problem in a fair manner (or rather, it would probably be more appropriate to describe it as an ε-fair manner because, although the LB…
A parsimonious model for generating arbitrage-free scenario trees
2016
Simulation models of economic, financial and business risk factors are widely used to assess risks and support decision-making. Extensive literature on scenario generation methods aims at describing some underlying stochastic processes with the least number of scenarios to overcome the ‘curse of dimensionality’. There is, however, an important requirement that is usually overlooked when one departs from the application domain of security pricing: the no-arbitrage condition. We formulate a moment matching model to generate multi-factor scenario trees for stochastic optimization satisfying no-arbitrage restrictions with a minimal number of scenarios and without any distributional assumptions.…
On the Bias and Performance of the Edge-Set Encoding
2009
The edge-set encoding of trees directly represents trees as sets of their edges. Nonheuristic operators for edge-sets manipulate trees' edges without regard for their weights, while heuristic operators consider edges' weights when including or excluding them. In the latter case, the operators generally favor edges with lower weights, and they tend to generate trees that resemble minimum spanning trees. This bias is strong, which suggests that evolutionary algorithms (EAs) that employ heuristic operators will succeed when optimum solutions resemble minimum spanning trees (MSTs) but fail otherwise. The one-max tree problem is a scalable test problem for trees where the optimum solution can be…
Approximation-Based Adaptive Fuzzy Tracking Control for a Class of Nonstrict-Feedback Stochastic Nonlinear Time-Delay Systems
2015
This paper focuses on the problem of approximation-based adaptive fuzzy tracking control for a class of stochastic nonlinear time-delay systems with a nonstrict-feedback structure. A variable separation approach is introduced to overcome the design difficulty from the nonstrict-feedback structure. Mamdani-type fuzzy logic systems are utilized to model the unknown nonlinear functions in the process of controller design, and an adaptive fuzzy tracking controller is systematically designed by using a backstepping technique. It is shown that the proposed controller guarantees that all signals in the closed-loop system are fourth-moment semiglobally uniformly ultimately bounded, and the tracking…
Average flow constraints and stabilizability in uncertain production-distribution systems
2009
We consider a multi-inventory system with controlled flows and uncertain demands (disturbances) bounded within assigned compact sets. The system is modelled as a first-order one integrating the discrepancy between controlled flows and demands at different sites/nodes. Thus, the buffer levels at the nodes represent the system state. Given a long-term average demand, we are interested in a control strategy that satisfies just one of two requirements: (i) meeting any possible demand at each time (worst case stability) or (ii) achieving a predefined flow in the average (average flow constraints). Necessary and sufficient conditions for the achievement of both goals have been proposed by the aut…
Stabilization of discrete-time systems with stochastic sampling
2012
This paper is concerned with the stabilization problem of discrete-time systems with stochastic sampling. It is assumed that there are a single-rate sampling in the plant input and two stochastic sampling rates in the controller input whose occurrence probabilities are given constants and satisfy a Bernoulli distribution. By Lyapunov function approach, a new sufficient condition is presented for the mean square asymptotic stability of the system. Based on this, the design procedure for stabilization controllers is proposed. Finally, an example is given to demonstrate the effectiveness of the proposed techniques.
On the Characterization of Dynamic Properties of Random Processes by Spectral Parameters
2000
This paper deals with the general problem of directly relating the distribution of ranges of wide band random processes to the power spectral density (PSD) by means of closed-form expressions. Various attempts to relate the statistical distribution of ranges to the PSD by means of the irregularity factor or similar parameters have been done by several authors but, unfortunately, they have not been fully successful. In the present study, introducing the so-called analytic processes, the reasons for which these parameters are insufficient to an unambiguous determination of the range distribution and the fact that parameters regarding the time-derivative processes are needed have been explaine…
A Highly Flexible Trajectory Model Based on the Primitives of Brownian Fields—Part I: Fundamental Principles and Implementation Aspects
2015
A fundamental drawback of synthetic mobility models is that the spatial configuration of the path is determined by the temporal features of the mobile station (MS), such as its speed. This is, however, not true in reality. This first part of our paper establishes a new approach for generating fully spatial random trajectory (mobility) models to which different speed scenarios can be applied. We employ the new approach to the proposal of a highly flexible trajectory model based on the primitives (integrals) of Brownian fields (BFs). We construct a drifted partial random bridge from a given starting point to a random terminating point in the 2D plane. If the bridge is partially established, a…
Random walks and random numbers from supercontinuum generation
2012
International audience; We report a numerical study showing how the random intensity and phase fluctuations across the bandwidth of a broadband optical supercontinuum can be interpreted in terms of the random processes of random walks and L´evy flights. We also describe how the intensity fluctuations can be applied to physical random number generation. We conclude that the optical supercontinuum provides a highly versatile means of studying and generating a wide class of random processes at optical wavelengths.
Novel 3D bio-macromolecular bilinear descriptors for protein science: Predicting protein structural classes
2015
In the present study, we introduce novel 3D protein descriptors based on the bilinear algebraic form in the ℝn space on the coulombic matrix. For the calculation of these descriptors, macromolecular vectors belonging to ℝn space, whose components represent certain amino acid side-chain properties, were used as weighting schemes. Generalization approaches for the calculation of inter-amino acidic residue spatial distances based on Minkowski metrics are proposed. The simple- and double-stochastic schemes were defined as approaches to normalize the coulombic matrix. The local-fragment indices for both amino acid-types and amino acid-groups are presented in order to permit characterizing fragme…