In this paper, the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated. Under the condition of sequence-reachable discrete-time dynamic systems, the...In this paper, the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated. Under the condition of sequence-reachable discrete-time dynamic systems, the existence theorem of optimal viability strategy is given and the solving procedure of the optimal strategy is provided based on dynamic programming. A numerical example shows the effectiveness of the proposed methods.展开更多
Probability criterion has its practical significance, and its investment decision-making is determined by the expected discounted wealth. In a complete, standard financial market with short-selling allowed, this paper...Probability criterion has its practical significance, and its investment decision-making is determined by the expected discounted wealth. In a complete, standard financial market with short-selling allowed, this paper probes into the investment decision-making with probability criterion. The upper limit of criterion function is obtained. The corresponding discounted wealth process and hedging portfolio process are provided. Finally, an illustrative example of one-dimensional constant-coefficient financial market is given.展开更多
In this paper, we consider the inventory system with a bounded emergency order, using a probability criterion. It is shown that there exist two critical numbers x and x such that the optimal emergency order policy is ...In this paper, we consider the inventory system with a bounded emergency order, using a probability criterion. It is shown that there exist two critical numbers x and x such that the optimal emergency order policy is order-up-to-x with a bound and the optimal regular order policy is order-up-to-x.展开更多
To detect uncorrectable frames and terminate the decoding procedure early, a probability stopping criterion for iterative analog decoding of low density parity check （LDPC） codes is proposed in this paper. By using ...To detect uncorrectable frames and terminate the decoding procedure early, a probability stopping criterion for iterative analog decoding of low density parity check （LDPC） codes is proposed in this paper. By using probabilities of satisfied checks to detect uncorrectable frames and terminate decoding, the proposed criterion could be applied to analog decoders without much structure modifications. Simulation results show that the proposed criterion can reduce the average number of iterations and achieve a better balance in bit error ratio （BER） performance and decoding complexity than other stopping criteria using extrinsic information.展开更多
Digital low-density parity-check(LDPC) decoders can hardly meet the power-limits brought by the new application scenarios. The analog LDPC decoder, which is an application of the analog computation technology, is cons...Digital low-density parity-check(LDPC) decoders can hardly meet the power-limits brought by the new application scenarios. The analog LDPC decoder, which is an application of the analog computation technology, is considered to have the potential to address this issue to some extent. However, due to the lack of automation tools and analog stopping criteria, the analog LDPC decoders suffer from costly handcraft design and additional decoding delay, and are not feasible to practical applications. To address these issues, a decoder architecture using reusable building blocks is designed to lower the handcraft design, and a probability stopping criterion that is specially designed for analog decoder is further planned and implemented to reduce the decoding delay. Then, a(480,240) CMOS analog LDPC decoder is designed and fabricated in a 0.35-μm CMOS technology. Experimental results show that the decoder prototype can achieve 50 Mbps throughput when the power consumption is about 86.3m W, and the decoding delay can be reduced by at most 93% compared with using the preset maximum decoding delay in existing works.展开更多
基金supported by the National Natural Science Foundation of China (No.70471049)
文摘In this paper, the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated. Under the condition of sequence-reachable discrete-time dynamic systems, the existence theorem of optimal viability strategy is given and the solving procedure of the optimal strategy is provided based on dynamic programming. A numerical example shows the effectiveness of the proposed methods.
基金This project was supported by the National Natural Science Foundation of China(70171004)Tianjin Natural Science Foundation(013602611).
文摘Probability criterion has its practical significance, and its investment decision-making is determined by the expected discounted wealth. In a complete, standard financial market with short-selling allowed, this paper probes into the investment decision-making with probability criterion. The upper limit of criterion function is obtained. The corresponding discounted wealth process and hedging portfolio process are provided. Finally, an illustrative example of one-dimensional constant-coefficient financial market is given.
文摘In this paper, we consider the inventory system with a bounded emergency order, using a probability criterion. It is shown that there exist two critical numbers x and x such that the optimal emergency order policy is order-up-to-x with a bound and the optimal regular order policy is order-up-to-x.
基金supported by the National Natural Science Foundation of China(61601027)the Guangdong Provincial Science and Technology Project(2015B010101002)
文摘To detect uncorrectable frames and terminate the decoding procedure early, a probability stopping criterion for iterative analog decoding of low density parity check （LDPC） codes is proposed in this paper. By using probabilities of satisfied checks to detect uncorrectable frames and terminate decoding, the proposed criterion could be applied to analog decoders without much structure modifications. Simulation results show that the proposed criterion can reduce the average number of iterations and achieve a better balance in bit error ratio （BER） performance and decoding complexity than other stopping criteria using extrinsic information.
基金supported in part by the National Natural Science Foundation of China(No.61601027)the Opening Fund of the Space Objective Measure Key Laboratory(No.2016011)
文摘Digital low-density parity-check(LDPC) decoders can hardly meet the power-limits brought by the new application scenarios. The analog LDPC decoder, which is an application of the analog computation technology, is considered to have the potential to address this issue to some extent. However, due to the lack of automation tools and analog stopping criteria, the analog LDPC decoders suffer from costly handcraft design and additional decoding delay, and are not feasible to practical applications. To address these issues, a decoder architecture using reusable building blocks is designed to lower the handcraft design, and a probability stopping criterion that is specially designed for analog decoder is further planned and implemented to reduce the decoding delay. Then, a(480,240) CMOS analog LDPC decoder is designed and fabricated in a 0.35-μm CMOS technology. Experimental results show that the decoder prototype can achieve 50 Mbps throughput when the power consumption is about 86.3m W, and the decoding delay can be reduced by at most 93% compared with using the preset maximum decoding delay in existing works.
