This paper is concerned with the relationship between maximum principle and dynamic programming in zero-sum stochastic differential games. Under the assumption that the value function is enough smooth, relations among...This paper is concerned with the relationship between maximum principle and dynamic programming in zero-sum stochastic differential games. Under the assumption that the value function is enough smooth, relations among the adjoint processes, the generalized Hamiltonian function and the value function are given. A portfolio optimization problem under model uncertainty in the financial market is discussed to show the applications of our result.展开更多
This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking （DTN） architecture. Specifically, this paper proposes a methodol...This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking （DTN） architecture. Specifically, this paper proposes a methodology for calculating the maximum network throughput of multiple transmission tasks under storage and delay constraints over a space network. A mixed-integer linear programming （MILP） is formulated to solve this problem. Simula- tions results show that the proposed methodology can successfully calculate the optimal throughput of a space network under storage and delay constraints, as well as a clear, monotonic relationship between end-to-end delay and the maximum network throughput under storage constraints. At the same time, the optimization re- sults shine light on the routing and transport protocol design in space communication, which can be used to obtain the optimal network throughput.展开更多
The scheduling problem on a single batching machine with family jobs was proposed.The single batching machine can process a group of jobs simultaneously as a batch.Jobs in the same batch complete at the same time.The ...The scheduling problem on a single batching machine with family jobs was proposed.The single batching machine can process a group of jobs simultaneously as a batch.Jobs in the same batch complete at the same time.The batch size is assumed to be unbounded.Jobs that belong to different families can not be processed in the same batch.The objective function is minimizing maximum lateness.For the problem with fixed number of m families and n jobs,a polynomial time algorithm based on dynamic programming with time complexity of O(n(n/m+1)m)was presented.展开更多
Aircraft designers strive to achieve optimal weight-reliability tradeoffs while designing an aircraft. Since aircraft wing skins account for more than fifty percent of their structural weight, aircraft wings must be d...Aircraft designers strive to achieve optimal weight-reliability tradeoffs while designing an aircraft. Since aircraft wing skins account for more than fifty percent of their structural weight, aircraft wings must be designed with utmost care and attention in terms of material types and thickness configurations. In particular, the selection of thickness at each location of the aircraft wing skin is the most consequential task for aircraft designers. To accomplish this, we present discrete mathematical programming models to obtain optimal thicknesses either to minimize weight or to maximize reliability. We present theoretical results for the decomposition of these discrete mathematical programming models to reduce computer memory requirements and facilitate the use of dynamic programming for design purposes. In particular, a decomposed version of the weight minimization problem is solved for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location to yield an optimal minimum weight design.展开更多
A light and reliable aircraft has been the major goal of aircraft designers. It is imperative to design the aircraft wing skins as efficiently as possible since the wing skins comprise more than fifty percent of the s...A light and reliable aircraft has been the major goal of aircraft designers. It is imperative to design the aircraft wing skins as efficiently as possible since the wing skins comprise more than fifty percent of the structural weight of the aircraft wing. The aircraft wing skin consists of many different types of material and thickness configurations at various locations. Selecting a thickness for each location is perhaps the most significant design task. In this paper, we formulate discrete mathematical programming models to determine the optimal thicknesses for three different criteria: maximize reliability, minimize weight, and achieve a trade-off between maximizing reliability and minimizing weight. These three model formulations are generalized discrete resource-allocation problems, which lend themselves well to the dynamic programming approach. Consequently, we use the dynamic programming method to solve these model formulations. To illustrate our approach, an example is solved in which dynamic programming yields a minimum weight design as well as a trade-off curve for weight versus reliability for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location.展开更多
On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘prob...On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘probacent’-probability equation, Equation (1) and death rate (mortality probability) equation, Equation (2) derivable from Equation (1) that may be applica-ble as a general approximation method to make use-ful predictions of probable outcomes in a variety of biomedical phenomena [1-4]. Equations (1) and (2) contain a constant, γ and c, respectively. In the pre-vious studies, the author used the least maximum- difference principle to determine these constants that were expected to best fit reported data, minimizing the deviation. In this study, the author uses the method of computer-assisted least sum of squares to determine the constants, γ and c in constructing the ‘probacent’-related formulas best fitting the NCHS- reported data on survival probabilities and death rates in the US total adult population for 2001. The results of this study reveal that the method of com-puter-assisted mathematical analysis with the least sum of squares seems to be simple, more accurate, convenient and preferable than the previously used least maximum-difference principle, and better fit-ting the NCHS-reported data on survival probabili-ties and death rates in the US total adult population. The computer program of curved regression for the ‘probacent’-probability and death rate equations may be helpful in research in biomedicine.展开更多
Let be an undirected graph. The maximum cycle packing problem in G then is to find a collection of edge-disjoint cycles C<sub>i</sup>in G such that s is maximum. In general, the maximum cycle packing probl...Let be an undirected graph. The maximum cycle packing problem in G then is to find a collection of edge-disjoint cycles C<sub>i</sup>in G such that s is maximum. In general, the maximum cycle packing problem is NP-hard. In this paper, it is shown for even graphs that if such a collection satisfies the condition that it minimizes the quantityon the set of all edge-disjoint cycle collections, then it is a maximum cycle packing. The paper shows that the determination of such a packing can be solved by a dynamic programming approach. For its solution, an-shortest path procedure on an appropriate acyclic networkis presented. It uses a particular monotonous node potential.展开更多
文摘This paper is concerned with the relationship between maximum principle and dynamic programming in zero-sum stochastic differential games. Under the assumption that the value function is enough smooth, relations among the adjoint processes, the generalized Hamiltonian function and the value function are given. A portfolio optimization problem under model uncertainty in the financial market is discussed to show the applications of our result.
基金supported by the National Natural Sciences Foundation of China(6113200261321061+3 种基金6123101161201183)the National Basic Research Program of China(2014CB340206)the Tsinghua University Initiative Scientific Research Program(2011Z05117)
文摘This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking （DTN） architecture. Specifically, this paper proposes a methodology for calculating the maximum network throughput of multiple transmission tasks under storage and delay constraints over a space network. A mixed-integer linear programming （MILP） is formulated to solve this problem. Simula- tions results show that the proposed methodology can successfully calculate the optimal throughput of a space network under storage and delay constraints, as well as a clear, monotonic relationship between end-to-end delay and the maximum network throughput under storage constraints. At the same time, the optimization re- sults shine light on the routing and transport protocol design in space communication, which can be used to obtain the optimal network throughput.
基金National Natural Science Foundation of China(No.70832002)Graduate Student Innovation Fund of Fudan University,China
文摘The scheduling problem on a single batching machine with family jobs was proposed.The single batching machine can process a group of jobs simultaneously as a batch.Jobs in the same batch complete at the same time.The batch size is assumed to be unbounded.Jobs that belong to different families can not be processed in the same batch.The objective function is minimizing maximum lateness.For the problem with fixed number of m families and n jobs,a polynomial time algorithm based on dynamic programming with time complexity of O(n(n/m+1)m)was presented.
文摘Aircraft designers strive to achieve optimal weight-reliability tradeoffs while designing an aircraft. Since aircraft wing skins account for more than fifty percent of their structural weight, aircraft wings must be designed with utmost care and attention in terms of material types and thickness configurations. In particular, the selection of thickness at each location of the aircraft wing skin is the most consequential task for aircraft designers. To accomplish this, we present discrete mathematical programming models to obtain optimal thicknesses either to minimize weight or to maximize reliability. We present theoretical results for the decomposition of these discrete mathematical programming models to reduce computer memory requirements and facilitate the use of dynamic programming for design purposes. In particular, a decomposed version of the weight minimization problem is solved for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location to yield an optimal minimum weight design.
文摘A light and reliable aircraft has been the major goal of aircraft designers. It is imperative to design the aircraft wing skins as efficiently as possible since the wing skins comprise more than fifty percent of the structural weight of the aircraft wing. The aircraft wing skin consists of many different types of material and thickness configurations at various locations. Selecting a thickness for each location is perhaps the most significant design task. In this paper, we formulate discrete mathematical programming models to determine the optimal thicknesses for three different criteria: maximize reliability, minimize weight, and achieve a trade-off between maximizing reliability and minimizing weight. These three model formulations are generalized discrete resource-allocation problems, which lend themselves well to the dynamic programming approach. Consequently, we use the dynamic programming method to solve these model formulations. To illustrate our approach, an example is solved in which dynamic programming yields a minimum weight design as well as a trade-off curve for weight versus reliability for an aircraft wing with thirty locations (or panels) and fourteen thickness choices for each location.
文摘On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘probacent’-probability equation, Equation (1) and death rate (mortality probability) equation, Equation (2) derivable from Equation (1) that may be applica-ble as a general approximation method to make use-ful predictions of probable outcomes in a variety of biomedical phenomena [1-4]. Equations (1) and (2) contain a constant, γ and c, respectively. In the pre-vious studies, the author used the least maximum- difference principle to determine these constants that were expected to best fit reported data, minimizing the deviation. In this study, the author uses the method of computer-assisted least sum of squares to determine the constants, γ and c in constructing the ‘probacent’-related formulas best fitting the NCHS- reported data on survival probabilities and death rates in the US total adult population for 2001. The results of this study reveal that the method of com-puter-assisted mathematical analysis with the least sum of squares seems to be simple, more accurate, convenient and preferable than the previously used least maximum-difference principle, and better fit-ting the NCHS-reported data on survival probabili-ties and death rates in the US total adult population. The computer program of curved regression for the ‘probacent’-probability and death rate equations may be helpful in research in biomedicine.
文摘Let be an undirected graph. The maximum cycle packing problem in G then is to find a collection of edge-disjoint cycles C<sub>i</sup>in G such that s is maximum. In general, the maximum cycle packing problem is NP-hard. In this paper, it is shown for even graphs that if such a collection satisfies the condition that it minimizes the quantityon the set of all edge-disjoint cycle collections, then it is a maximum cycle packing. The paper shows that the determination of such a packing can be solved by a dynamic programming approach. For its solution, an-shortest path procedure on an appropriate acyclic networkis presented. It uses a particular monotonous node potential.
