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
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.
