In this paper,a self-adaptive method for the Maxwell’s Equations Derived Optimization(MEDO)is proposed.It is implemented by applying the Sequential Model-Based Optimization(SMBO)algorithm to the iterations of the MED...In this paper,a self-adaptive method for the Maxwell’s Equations Derived Optimization(MEDO)is proposed.It is implemented by applying the Sequential Model-Based Optimization(SMBO)algorithm to the iterations of the MEDO,and achieves the automatic adjustment of the parameters.The proposed method is named as adaptive Maxwell’s equations derived optimization(AMEDO).In order to evaluate the performance of AMEDO,eight benchmarks are used and the results are compared with the original MEDO method.The results show that AMEDO can greatly reduce the workload of manual adjustment of parameters,and at the same time can keep the accuracy and stability.Moreover,the convergence of the optimization can be accelerated due to the dynamical adjustment of the parameters.In the end,the proposed AMEDO is applied to the side lobe level suppression and array failure correction of a linear antenna array,and shows great potential in antenna array synthesis.展开更多
Testing is the premise and foundation of realizing equipment health management (EHM). To address the problem that the static periodic test strategy may cause deficient test or excessive test, a dynamic sequential te...Testing is the premise and foundation of realizing equipment health management (EHM). To address the problem that the static periodic test strategy may cause deficient test or excessive test, a dynamic sequential test strategy (DSTS) for EHM is presented. Considering the situation that equipment health state is not completely observable in reality, a DSTS optimization method based on partially observable semi-Markov decision pro- cess (POSMDP) is proposed. Firstly, an equipment health state degradation model is constructed by Markov process, and the control limit maintenance policy is also introduced. Secondly, POSMDP is formulated in great detail. And then, POSMDP is converted to completely observable belief semi-Markov decision process (BSMDP) through belief state. The optimal equation and the corresponding optimal DSTS, which minimize the long-run ex- pected average cost per unit time, are obtained with BSMDP. The results of application in complex equipment show that the proposed DSTS is feasible and effective.展开更多
This paper concerns the weak solutions of some Monge-Amp^re type equa- tions in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampere typ...This paper concerns the weak solutions of some Monge-Amp^re type equa- tions in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampere type equations is discussed. A uniform estimate for solution of the Dirichlet problem with homogeneous boundary value is obtained.展开更多
Under complex currents, the motion governing equations of marine cables are complex and nonlinear, and the calculations of cable configuration and tension become difficult compared with those under the uniform or simp...Under complex currents, the motion governing equations of marine cables are complex and nonlinear, and the calculations of cable configuration and tension become difficult compared with those under the uniform or simple currents. To obtain the numerical results, the usual Newton-Raphson iteration is often adopted, but its stability depends on the initial guessed solution to the governing equations. To improve the stability of numerical calculation, this paper proposed separated the particle swarm optimization, in which the variables are separated into several groups, and the dimension of search space is reduced to facilitate the particle swarm optimization. Via the separated particle swarm optimization, these governing nonlinear equations can be solved successfully with any initial solution, and the process of numerical calculation is very stable. For the calculations of cable configuration and tension of marine cables under complex currents, the proposed separated swarm particle optimization is more effective than the other particle swarm optimizations.展开更多
This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an u...This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an uncertain price process described by an uncertain differential equation. An optimization problem is assumed that its objective is a nonlinear function of decision variable. By deriving the equation of optimality, an analytical solution is obtained for the optimal delay investment strategy, and the optimal delay value function. Finally, an economic analysis and numerical sensitivity analysis are conducted to evaluate the research results.展开更多
This paper studies the limit average variance criterion for continuous-time Markov decision processes in Polish spaces. Based on two approaches, this paper proves not only the existence of solutions to the variance mi...This paper studies the limit average variance criterion for continuous-time Markov decision processes in Polish spaces. Based on two approaches, this paper proves not only the existence of solutions to the variance minimization optimality equation and the existence of a variance minimal policy that is canonical, but also the existence of solutions to the two variance minimization optimality inequalities and the existence of a variance minimal policy which may not be canonical. An example is given to illustrate all of our conditions.展开更多
The q-profile control problem in the ramp-up phase of plasma discharges is consid- ered in this work. The magnetic diffusion partial differential equation (PDE) models the dynamics of the poloidal magnetic flux prof...The q-profile control problem in the ramp-up phase of plasma discharges is consid- ered in this work. The magnetic diffusion partial differential equation (PDE) models the dynamics of the poloidal magnetic flux profile, which is used in this work to formulate a PDE-constrained op-timization problem under a quasi-static assumption. The minimum surface theory and constrained numeric optimization are then applied to achieve suboptimal solutions. Since the transient dy- namics is pre-given by the minimum surface theory, then this method can dramatically accelerate the solution process. In order to be robust under external uncertainties in real implementations, PID (proportional-integral-derivative) controllers are used to force the actuators to follow the computational input trajectories. It has the potential to implement in real-time for long time discharges by combining this method with the magnetic equilibrium update.展开更多
The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented. Existence and uniqueness of ...The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented. Existence and uniqueness of optimal solutions is proved.A collective Gauss-Seidel scheme and a multigrid scheme are discussed. Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.展开更多
This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain (ADI-FDTD) method which is a popular scheme for solving...This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain (ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell's equations. Precisely, for the case with a perfectly electric conducting (PEC) boundary condition we establish the optimal second-order error estimates in both space and time in the discrete Hi-norm for the ADI-FDTD scheme, and prove the approximate divergence preserving property that if the divergence of the initial electric and magnetic fields are zero, then the discrete L2-norm of the discrete divergence of the ADI-FDTD solution is approximately zero with the second-order accuracy in both space and time. The key ingredient is two new discrete modified energy norms which are second-order in time perturbations of two new energy conservation laws for the Maxwell's equations introduced in this paper. ~rthermore, we prove that, in addition to two known discrete modified energy identities which are second-order in time perturbations of two known energy conservation laws, the ADI-FDTD scheme also satisfies two new discrete modified energy identities which are second-order in time perturbations of the two new energy conservation laws. This means that the ADI-FDTD scheme is unconditionally stable under the four discrete modified energy norms. Experimental results which confirm the theoretical results are presented.展开更多
The arbitrary space-shape free form deformation (FFD) method developed in this paper is based on non-uniform rational B-splines (NURBS) basis function and used for the integral parameterization of nacelle-pylon ge...The arbitrary space-shape free form deformation (FFD) method developed in this paper is based on non-uniform rational B-splines (NURBS) basis function and used for the integral parameterization of nacelle-pylon geometry. The multi-block structured grid deformation technique is established by Delaunay graph mapping method. The optimization objects of aerodynamic characteristics are evaluated by solving NavierStokes equations on the basis of multi-block structured grid. The advanced particle swarm optimization (PSO) is utilized as search algorithm, which com-bines the Kriging model as surrogate model during optimization. The optimization system is used for optimizing the nacelle location of DLR-F6 wing-body-pylon-nacelle. The results indicate that the aerodynamic interference between the parts is significantly reduced. The optimization design system established in this paper has extensive applications and engineering value.展开更多
In this paper, the theory of constructing optimal dynamical systems based on weighted residual presented by Wu & Sha is applied to three-dimensional Navier-Stokes equations, and the optimal dynamical system modeli...In this paper, the theory of constructing optimal dynamical systems based on weighted residual presented by Wu & Sha is applied to three-dimensional Navier-Stokes equations, and the optimal dynamical system modeling equations are derived. Then the multiscale global optimization method based on coarse graining analysis is presented, by which a set of approximate global optimal bases is directly obtained from Navier-Stokes equations and the construction of optimal dynamical systems is realized. The optimal bases show good properties, such as showing the physical properties of complex flows and the turbulent vortex structures, being intrinsic to real physical problem and dynamical systems, and having scaling symmetry in mathematics, etc.. In conclusion, using fewer terms of optimal bases will approach the exact solutions of Navier-Stokes equations, and the dynamical systems based on them show the most optimal behavior.展开更多
This paper considers the variational discretization for the constrained optimal control problem governed by linear parabolic equations.The state and co-state are approximated by RaviartThomas mixed finite element spac...This paper considers the variational discretization for the constrained optimal control problem governed by linear parabolic equations.The state and co-state are approximated by RaviartThomas mixed finite element spaces,and the authors do not discretize the space of admissible control but implicitly utilize the relation between co-state and control for the discretization of the control.A priori error estimates are derived for the state,the co-state,and the control.Some numerical examples are presented to confirm the theoretical investigations.展开更多
The one-dimensional optimal system for the Lie symmetry group of the(2+1)-dimensional Wu–Zhan equation is constructed by the general and systematic approach. Based on the optimal system, the complete and inequivalent...The one-dimensional optimal system for the Lie symmetry group of the(2+1)-dimensional Wu–Zhan equation is constructed by the general and systematic approach. Based on the optimal system, the complete and inequivalent symmetry reduction systems are presented in the form of table. It is noteworthy that a new Painlev integrable equation with constant coefficient is in the table besides the classic Boussinesq equation and the steady cas of the Wu–Zhang equation.展开更多
For quantum fluids governed by the compressible quantum Navier-Stokes equations in R;with viscosity and heat conduction, we prove the optimal L;- L;decay rates for the classical solutions near constant states. The pro...For quantum fluids governed by the compressible quantum Navier-Stokes equations in R;with viscosity and heat conduction, we prove the optimal L;- L;decay rates for the classical solutions near constant states. The proof is based on the detailed linearized decay estimates by Fourier analysis of the operators, which is drastically different from the case when quantum effects are absent.展开更多
The quasi-Newton equation has played a central role in the quasi-Newton methods for solving systems of nonlinear equations and/or unconstrained optimization problems. Insteady Pan suggested a new equation, and showed ...The quasi-Newton equation has played a central role in the quasi-Newton methods for solving systems of nonlinear equations and/or unconstrained optimization problems. Insteady Pan suggested a new equation, and showed that it is of the second order while the traditional of the first order, in certain approximation sense [12]. In this paper, we make a generalization of the two equations to include them as special cases. The generalized equation is analyzed, and new updates are derived from it. A DFP-like new update outperformed the traditional DFP update in computational experiments on a set of standard test problems.展开更多
This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processe...This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.展开更多
In this paper we study the average sample-path cost (ASPC) problem for continuous-time Markov decision processes in Polish spaces. To the best of our knowledge, this paper is a first attempt to study the ASPC criter...In this paper we study the average sample-path cost (ASPC) problem for continuous-time Markov decision processes in Polish spaces. To the best of our knowledge, this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces. The corresponding transition rates are allowed to be unbounded, and the cost rates may have neither upper nor lower bounds. Under some mild hypotheses, we prove the existence of (ε〉 0)-ASPC optimal stationary policies based on two different approaches: one is the "optimality equation" approach and the other is the "two optimality inequalities" approach.展开更多
This paper deals with the optimal transportation for generalized Lagrangian L = L(x, u, t), and considers the following cost function: c(x, y) = inf x(0)=x x(1)=y u∈U∫0^1 L(x(s), u(x(s), s), s)ds, w...This paper deals with the optimal transportation for generalized Lagrangian L = L(x, u, t), and considers the following cost function: c(x, y) = inf x(0)=x x(1)=y u∈U∫0^1 L(x(s), u(x(s), s), s)ds, where U is a control set, and x satisfies the ordinary equation x(s) = f(x(s), u(x(s), s)).It is proved that under the condition that the initial measure μ0 is absolutely continuous w.r.t. the Lebesgue measure, the Monge problem has a solution, and the optimal transport map just walks along the characteristic curves of the corresponding Hamilton-Jacobi equation:Vt(t, x) + sup u∈U = 0,V(0, x) = Φ0(x).展开更多
基金the National Nature Science Foundation of China(No.61427803).
文摘In this paper,a self-adaptive method for the Maxwell’s Equations Derived Optimization(MEDO)is proposed.It is implemented by applying the Sequential Model-Based Optimization(SMBO)algorithm to the iterations of the MEDO,and achieves the automatic adjustment of the parameters.The proposed method is named as adaptive Maxwell’s equations derived optimization(AMEDO).In order to evaluate the performance of AMEDO,eight benchmarks are used and the results are compared with the original MEDO method.The results show that AMEDO can greatly reduce the workload of manual adjustment of parameters,and at the same time can keep the accuracy and stability.Moreover,the convergence of the optimization can be accelerated due to the dynamical adjustment of the parameters.In the end,the proposed AMEDO is applied to the side lobe level suppression and array failure correction of a linear antenna array,and shows great potential in antenna array synthesis.
基金supported by the National Natural Science Foundation of China (51175502)
文摘Testing is the premise and foundation of realizing equipment health management (EHM). To address the problem that the static periodic test strategy may cause deficient test or excessive test, a dynamic sequential test strategy (DSTS) for EHM is presented. Considering the situation that equipment health state is not completely observable in reality, a DSTS optimization method based on partially observable semi-Markov decision pro- cess (POSMDP) is proposed. Firstly, an equipment health state degradation model is constructed by Markov process, and the control limit maintenance policy is also introduced. Secondly, POSMDP is formulated in great detail. And then, POSMDP is converted to completely observable belief semi-Markov decision process (BSMDP) through belief state. The optimal equation and the corresponding optimal DSTS, which minimize the long-run ex- pected average cost per unit time, are obtained with BSMDP. The results of application in complex equipment show that the proposed DSTS is feasible and effective.
基金supported by National Natural Science Foundation of China(11071119)
文摘This paper concerns the weak solutions of some Monge-Amp^re type equa- tions in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampere type equations is discussed. A uniform estimate for solution of the Dirichlet problem with homogeneous boundary value is obtained.
基金supported by the National Natural Science Foundation of China(Grant Nos.51009092 and 51279107)the Scientific Research Foundation of State Education Ministry for the Returned Overseas Chinese Scholars
文摘Under complex currents, the motion governing equations of marine cables are complex and nonlinear, and the calculations of cable configuration and tension become difficult compared with those under the uniform or simple currents. To obtain the numerical results, the usual Newton-Raphson iteration is often adopted, but its stability depends on the initial guessed solution to the governing equations. To improve the stability of numerical calculation, this paper proposed separated the particle swarm optimization, in which the variables are separated into several groups, and the dimension of search space is reduced to facilitate the particle swarm optimization. Via the separated particle swarm optimization, these governing nonlinear equations can be solved successfully with any initial solution, and the process of numerical calculation is very stable. For the calculations of cable configuration and tension of marine cables under complex currents, the proposed separated swarm particle optimization is more effective than the other particle swarm optimizations.
文摘This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an uncertain price process described by an uncertain differential equation. An optimization problem is assumed that its objective is a nonlinear function of decision variable. By deriving the equation of optimality, an analytical solution is obtained for the optimal delay investment strategy, and the optimal delay value function. Finally, an economic analysis and numerical sensitivity analysis are conducted to evaluate the research results.
基金supported by the National Natural Science Foundation of China(10801056)the Natural Science Foundation of Ningbo(2010A610094)
文摘This paper studies the limit average variance criterion for continuous-time Markov decision processes in Polish spaces. Based on two approaches, this paper proves not only the existence of solutions to the variance minimization optimality equation and the existence of a variance minimal policy that is canonical, but also the existence of solutions to the two variance minimization optimality inequalities and the existence of a variance minimal policy which may not be canonical. An example is given to illustrate all of our conditions.
基金supported partially by the US NSF CAREER award program (ECCS-0645086)National Natural Science Foundation of China (No.F030119)+2 种基金Zhejiang Provincial Natural Science Foundation of China (Nos.Y1110354, Y6110751)the Fundamental Research Funds for the Central Universities of China (No.1A5000-172210101)the Natural Science Foundation of Ningbo (No.2010A610096)
文摘The q-profile control problem in the ramp-up phase of plasma discharges is consid- ered in this work. The magnetic diffusion partial differential equation (PDE) models the dynamics of the poloidal magnetic flux profile, which is used in this work to formulate a PDE-constrained op-timization problem under a quasi-static assumption. The minimum surface theory and constrained numeric optimization are then applied to achieve suboptimal solutions. Since the transient dy- namics is pre-given by the minimum surface theory, then this method can dramatically accelerate the solution process. In order to be robust under external uncertainties in real implementations, PID (proportional-integral-derivative) controllers are used to force the actuators to follow the computational input trajectories. It has the potential to implement in real-time for long time discharges by combining this method with the magnetic equilibrium update.
文摘The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented. Existence and uniqueness of optimal solutions is proved.A collective Gauss-Seidel scheme and a multigrid scheme are discussed. Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.
基金supported by Natural Science Foundation of Shandong Province (GrantNo. Y2008A19)Research Reward for Excellent Young Scientists from Shandong Province (Grant No. 2007BS01020)National Natural Science Foundation of China (Grant No. 11071244)
文摘This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain (ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell's equations. Precisely, for the case with a perfectly electric conducting (PEC) boundary condition we establish the optimal second-order error estimates in both space and time in the discrete Hi-norm for the ADI-FDTD scheme, and prove the approximate divergence preserving property that if the divergence of the initial electric and magnetic fields are zero, then the discrete L2-norm of the discrete divergence of the ADI-FDTD solution is approximately zero with the second-order accuracy in both space and time. The key ingredient is two new discrete modified energy norms which are second-order in time perturbations of two new energy conservation laws for the Maxwell's equations introduced in this paper. ~rthermore, we prove that, in addition to two known discrete modified energy identities which are second-order in time perturbations of two known energy conservation laws, the ADI-FDTD scheme also satisfies two new discrete modified energy identities which are second-order in time perturbations of the two new energy conservation laws. This means that the ADI-FDTD scheme is unconditionally stable under the four discrete modified energy norms. Experimental results which confirm the theoretical results are presented.
文摘The arbitrary space-shape free form deformation (FFD) method developed in this paper is based on non-uniform rational B-splines (NURBS) basis function and used for the integral parameterization of nacelle-pylon geometry. The multi-block structured grid deformation technique is established by Delaunay graph mapping method. The optimization objects of aerodynamic characteristics are evaluated by solving NavierStokes equations on the basis of multi-block structured grid. The advanced particle swarm optimization (PSO) is utilized as search algorithm, which com-bines the Kriging model as surrogate model during optimization. The optimization system is used for optimizing the nacelle location of DLR-F6 wing-body-pylon-nacelle. The results indicate that the aerodynamic interference between the parts is significantly reduced. The optimization design system established in this paper has extensive applications and engineering value.
基金supported by the National Natural Science Foundation of China(Grant Nos.11372068 and 11572350)the National Basic Research Program of China(Grant No.2014CB744104)
文摘In this paper, the theory of constructing optimal dynamical systems based on weighted residual presented by Wu & Sha is applied to three-dimensional Navier-Stokes equations, and the optimal dynamical system modeling equations are derived. Then the multiscale global optimization method based on coarse graining analysis is presented, by which a set of approximate global optimal bases is directly obtained from Navier-Stokes equations and the construction of optimal dynamical systems is realized. The optimal bases show good properties, such as showing the physical properties of complex flows and the turbulent vortex structures, being intrinsic to real physical problem and dynamical systems, and having scaling symmetry in mathematics, etc.. In conclusion, using fewer terms of optimal bases will approach the exact solutions of Navier-Stokes equations, and the dynamical systems based on them show the most optimal behavior.
基金supported by the National Natural Science Foundation of Chinaunder Grant No.11271145Foundation for Talent Introduction of Guangdong Provincial University+3 种基金Fund for the Doctoral Program of Higher Education under Grant No.20114407110009the Project of Department of Education of Guangdong Province under Grant No.2012KJCX0036supported by Hunan Education Department Key Project 10A117the National Natural Science Foundation of China under Grant Nos.11126304 and 11201397
文摘This paper considers the variational discretization for the constrained optimal control problem governed by linear parabolic equations.The state and co-state are approximated by RaviartThomas mixed finite element spaces,and the authors do not discretize the space of admissible control but implicitly utilize the relation between co-state and control for the discretization of the control.A priori error estimates are derived for the state,the co-state,and the control.Some numerical examples are presented to confirm the theoretical investigations.
基金Supported by the Global Change Research Program of China under Grant No.2015CB953904National Natural Science Foundation of China under Grant Nos.11375090,11275072 and 11435005+3 种基金Research Fund for the Doctoral Program of Higher Education of China under Grant No.20120076110024the Network Information Physics Calculation of Basic Research Innovation Research Group of China under Grant No.61321064Shanghai Collaborative Innovation Center of Trustworthy Software for Internet of Things under Grant No.ZF1213the Zhejiang Provincial Natural Science Foundation of China under Grant No.LY14A010005
文摘The one-dimensional optimal system for the Lie symmetry group of the(2+1)-dimensional Wu–Zhan equation is constructed by the general and systematic approach. Based on the optimal system, the complete and inequivalent symmetry reduction systems are presented in the form of table. It is noteworthy that a new Painlev integrable equation with constant coefficient is in the table besides the classic Boussinesq equation and the steady cas of the Wu–Zhang equation.
基金supported in part by NSFC(11471057)Natural Science Foundation Project of CQ CSTC(cstc2014jcyjA50020)the Fundamental Research Funds for the Central Universities(Project No.106112016CDJZR105501)
文摘For quantum fluids governed by the compressible quantum Navier-Stokes equations in R;with viscosity and heat conduction, we prove the optimal L;- L;decay rates for the classical solutions near constant states. The proof is based on the detailed linearized decay estimates by Fourier analysis of the operators, which is drastically different from the case when quantum effects are absent.
基金Project 10371017 supported by National Natural Science Foundation of China.
文摘The quasi-Newton equation has played a central role in the quasi-Newton methods for solving systems of nonlinear equations and/or unconstrained optimization problems. Insteady Pan suggested a new equation, and showed that it is of the second order while the traditional of the first order, in certain approximation sense [12]. In this paper, we make a generalization of the two equations to include them as special cases. The generalized equation is analyzed, and new updates are derived from it. A DFP-like new update outperformed the traditional DFP update in computational experiments on a set of standard test problems.
基金This research was supported in part by the National Natural Science Foundation of China under Grant Nos. 70971023 and 71001089 and in part by the Natural Science Foundation of Zhejiang Province under Grant No. Y60860040.
文摘This paper studies multi-period risk management problems by presenting a dynamic risk measure. This risk measure is the sum of conditional value-at-risk of each period. The authors model it by Markov decision processes and derive its optimality equation. This equation is further transformed equivalently to an analytically tractable one. The authors then use the model and its results to a multi-period portfolio optimization when the return rate vectors at each period form a Markov chain.
基金Supported by the National Natural Science Foundation of China (No.10801056)the Natural Science Foundation of Ningbo (No. 2010A610094)K.C. Wong Magna Fund in Ningbo University
文摘In this paper we study the average sample-path cost (ASPC) problem for continuous-time Markov decision processes in Polish spaces. To the best of our knowledge, this paper is a first attempt to study the ASPC criterion on continuous-time MDPs with Polish state and action spaces. The corresponding transition rates are allowed to be unbounded, and the cost rates may have neither upper nor lower bounds. Under some mild hypotheses, we prove the existence of (ε〉 0)-ASPC optimal stationary policies based on two different approaches: one is the "optimality equation" approach and the other is the "two optimality inequalities" approach.
文摘This paper deals with the optimal transportation for generalized Lagrangian L = L(x, u, t), and considers the following cost function: c(x, y) = inf x(0)=x x(1)=y u∈U∫0^1 L(x(s), u(x(s), s), s)ds, where U is a control set, and x satisfies the ordinary equation x(s) = f(x(s), u(x(s), s)).It is proved that under the condition that the initial measure μ0 is absolutely continuous w.r.t. the Lebesgue measure, the Monge problem has a solution, and the optimal transport map just walks along the characteristic curves of the corresponding Hamilton-Jacobi equation:Vt(t, x) + sup u∈U = 0,V(0, x) = Φ0(x).