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最大值控制的多最小支持度关联规则挖掘算法 被引量:10
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作者 何朝阳 赵剑锋 江水 《计算机工程》 EI CAS CSCD 北大核心 2006年第11期103-105,共3页
大部分关联规则挖掘算法使用同一最小支持度阈值进行挖掘,但在实际使用中由于各项目发生频率的不同,理应有不同的最小支持度支持。该文提出了一种多最小支持度关联规则挖掘算法,为每一项目设置一最小支持度,同时在生成备选集和最大频繁... 大部分关联规则挖掘算法使用同一最小支持度阈值进行挖掘,但在实际使用中由于各项目发生频率的不同,理应有不同的最小支持度支持。该文提出了一种多最小支持度关联规则挖掘算法,为每一项目设置一最小支持度,同时在生成备选集和最大频繁集的过程中使用最大值控制来实现剪枝,有效地提高了该算法的效率,最后用一个超市销售物品的例子来说明该算法的使用。 展开更多
关键词 关联规则 最大值控制 多最小支持度 挖掘算法
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一种智能快速比例积分控制器的设计
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作者 邱建斌 王劭伯 《江苏电器》 2007年第6期7-9,共3页
采用常规比例积分PI控制算法的系统难以实现快速响应性能,综合最大值控制、PI控制、分段控制及专家控制的优点,设计了一种智能快速PI控制器。仿真研究表明,这种控制器能在被控对象模型参数或外界环境发生变化时,运用专家知识自动调整控... 采用常规比例积分PI控制算法的系统难以实现快速响应性能,综合最大值控制、PI控制、分段控制及专家控制的优点,设计了一种智能快速PI控制器。仿真研究表明,这种控制器能在被控对象模型参数或外界环境发生变化时,运用专家知识自动调整控制器的算法和参数,使系统既可快速响应,又无太大超调,还具有较强的自校正性能。 展开更多
关键词 智能 快速 最大值控制 比例积分PI控制 分段控制 专家控制
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THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS 被引量:4
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作者 Hua XIAO 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第6期1083-1099,共17页
This paper studies the problem of partially observed optimal control for forward-backward stochastic systems which are driven both by Brownian motions and an independent Poisson random measure. Combining forward-backw... This paper studies the problem of partially observed optimal control for forward-backward stochastic systems which are driven both by Brownian motions and an independent Poisson random measure. Combining forward-backward stochastic differential equation theory with certain classical convex variational techniques, the necessary maximum principle is proved for the partially observed optimal control, where the control domain is a nonempty convex set. Under certain convexity assumptions, the author also gives the sufficient conditions of an optimal control for the aforementioned optimal optimal problem. To illustrate the theoretical result, the author also works out an example of partial information linear-quadratic optimal control, and finds an explicit expression of the corresponding optimal control by applying the necessary and sufficient maximum principle. 展开更多
关键词 Forward-backward stochastic differential equations maximum principle partially observed optimal control random jumps.
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Maximum principle for optimal control of neutral stochastic functional differential systems 被引量:1
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作者 WEI WenNing 《Science China Mathematics》 SCIE CSCD 2015年第6期1265-1284,共20页
This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neut... This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neutral backward stochastic functional equation of Volterra type(VNBSFE). The existence and uniqueness of the solution are proved for the general nonlinear VNBSFEs. Under the convexity assumption of the Hamiltonian function, a sufficient condition for the optimality is addressed as well. 展开更多
关键词 neutral stochastic functional differential equation neutral backward stochastic functional equationof Volterra type stochastic optimal control Pontryagin maximum principle
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OPTIMAL PRICING, PRODUCTION, AND SALES POLICIES FOR NEW PRODUCT UNDER SUPPLY CONSTRAINT 被引量:3
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作者 YAN Xiaoming LIU Ke WANG Yong 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第2期289-306,共18页
This paper considers a firm that sells a durable product with a given market potential.The purpose of the firm is to maximize its profit by determining how much capacity to install before the sales horizon, how many p... This paper considers a firm that sells a durable product with a given market potential.The purpose of the firm is to maximize its profit by determining how much capacity to install before the sales horizon, how many products to produce in accordance with the capacity, and how many products to sell by pricing. Appealing to Pontryagin maximum principle in control theory, the authors obtain the closed-forms of all optimal decisions the firm should make. Furthermore, the optimal production rate and optimal sales rate are both equal to the demand rate, which is caused by the optimal pricing policy during the whole horizon, and the optimal pricing path is increasing with the cost of installing a unit of capacity. Furthermore, numerical analysis reveals the visual impression of the relationship of the parameters. 展开更多
关键词 Capacity constraint INVENTORY new product pricing.
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STOCHASTIC MAXIMUM PRINCIPLE FOR MIXED REGULAR-SINGULAR CONTROL PROBLEMS OF FORWARD-BACKWARD SYSTEMS 被引量:1
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作者 ZHANG Feng 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2013年第6期886-901,共16页
This paper considers a stochastic optimal control problem of a forward-backward system with regular-singular controls where the set of regular controls is not necessarily convex and the regular control enters the diff... This paper considers a stochastic optimal control problem of a forward-backward system with regular-singular controls where the set of regular controls is not necessarily convex and the regular control enters the diffusion coefficient.This control problem is difficult to solve with the classical method of spike variation.The authors use the approach of relaxed controls to establish maximum principle for this stochastic optimal control problem.Sufficient optimality conditions are also investigated. 展开更多
关键词 Forward-backward system maximum principle relaxed control singular control.
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A Maximum Principle for General Backward Stochastic Differential Equation
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作者 WU Shuang SHU Lan 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2016年第6期1505-1518,共14页
In this paper,the authors consider a stochastic control problem where the system is governed by a general backward stochastic differential equation.The control domain need not be convex,and the diffusion coefficient c... In this paper,the authors consider a stochastic control problem where the system is governed by a general backward stochastic differential equation.The control domain need not be convex,and the diffusion coefficient can contain a control variable.The authors obtain a stochastic maximum principle for the optimal control of this problem by virtue of the second-order duality method. 展开更多
关键词 Adjoint equations backward stochastic differential equation maximum principle varia-tional inequality.
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Some results on pointwise second-order necessary conditions for stochastic optimal controls 被引量:2
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作者 ZHANG HaiSen ZHANG Xu 《Science China Mathematics》 SCIE CSCD 2016年第2期227-238,共12页
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms.... The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms.When the control region is convex, a pointwise second-order necessary condition for stochastic singular optimal controls in the classical sense is established; while when the control region is allowed to be nonconvex, we obtain a pointwise second-order necessary condition for stochastic singular optimal controls in the sense of Pontryagin-type maximum principle. It is found that, quite different from the first-order necessary conditions,the correction part of the solution to the second-order adjoint equation appears in the pointwise second-order necessary conditions whenever the diffusion term depends on the control variable, even if the control region is convex. 展开更多
关键词 stochastic optimal control needle variation Pontryagin-type maximum principle pointwisesecond-order necessary condition Malliavin calculus
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Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints 被引量:1
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作者 WEI QingMeng 《Science China Mathematics》 SCIE CSCD 2016年第4期809-822,共14页
In this paper,we consider an optimal control problem with state constraints,where the control system is described by a mean-field forward-backward stochastic differential equation(MFFBSDE,for short)and the admissible ... In this paper,we consider an optimal control problem with state constraints,where the control system is described by a mean-field forward-backward stochastic differential equation(MFFBSDE,for short)and the admissible control is mean-field type.Making full use of the backward stochastic differential equation theory,we transform the original control system into an equivalent backward form,i.e.,the equations in the control system are all backward.In addition,Ekeland's variational principle helps us deal with the state constraints so that we get a stochastic maximum principle which characterizes the necessary condition of the optimal control.We also study a stochastic linear quadratic control problem with state constraints. 展开更多
关键词 mean-field forward-backward stochastic differential equations maximum principle state constraints
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Optimal harvest of an interval model of carbon sink fisheries with multi-trophic levels
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作者 Yi Zhang Qiaoling Zhang Lichun Zhao 《International Journal of Biomathematics》 2016年第3期21-38,共18页
Considering the uncertainty of kelp-abalone-sea cucumber population, an interval model of carbon sink fisheries with multi-trophic levels is proposed. The equilibria of the model are identified and the corresponding s... Considering the uncertainty of kelp-abalone-sea cucumber population, an interval model of carbon sink fisheries with multi-trophic levels is proposed. The equilibria of the model are identified and the corresponding stabilities are discussed. And the existence of bionomic equilibrium of the model is investigated. Next the optimal controller is designed to obtain the optimal harvest using Pontryagin's maximum principle. Numerical simulations are carried to prove the results. 展开更多
关键词 Carbon sink fisheries multi-trophic levels optimal harvest interval model.
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