Results 11 to 20 of about 60,956 (265)
Optimal Control with Partially Observed Regime Switching: Discounted and Average Payoffs
Mathematics, 2022 We consider an optimal control problem with the discounted and average payoff. The reward rate (or cost rate) can be unbounded from above and below, and a Markovian switching stochastic differential equation gives the state variable dynamic.
Beatris Adriana Escobedo-Trujillo +3 more
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Algorithms, 2022 The multiple knapsack problem (0/1-mKP) is a valuable NP-hard problem involved in many science-and-engineering applications. In current research, there exist two main approaches: 1.
Patcharin Buayen, Jeeraporn Werapun
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Mathematics, 2022 The object under investigation is a controllable linear stochastic differential system affected by some external statistically uncertain piecewise continuous disturbances.
Alexey Bosov, Andrey Borisov
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Optimal Real-Time Filters for Linear Prediction Problems [PDF]
Journal of Time Series Econometrics, 2016 Abstract The classic model-based paradigm in time series analysis is rooted in the Wold decomposition of the data-generating process into an uncorrelated white noise process. By design, this universal decomposition is indifferent to particular features of a specific prediction problem (e.
Wildi, Marc, McElroy, Tucker
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Advances in Difference Equations, 2019 In this paper, the robust optimal filtering problem is discussed for time-varying networked systems with randomly occurring quantized measurements via the variance-constrained method. The stochastic nonlinearity is considered by statistical form.
Chaoqing Jia, Jun Hu
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A Sliding Window Optimal Tracking Differentiator Filtering Method for Satellite Telemetry Data
Xibei Gongye Daxue Xuebao, 2020 The initial satellite telemetry data acquired by ground stations usually contain noise and outlier interference. In order to ensure the accurate analysis of satellite status, the telemetry data need to be filtered. In this paper, a sliding window optimal
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Dual-Channel Feature Enhanced Collaborative Filtering Recommendation Algorithm
Future Internet, 2023 The dual-channel graph collaborative filtering recommendation algorithm (DCCF) suppresses the over-smoothing problem and overcomes the problem of expansion in local structures only in graph collaborative filtering.
Yuanyou Ou, Baoning Niu
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Mean-Variance Hedging and Forward-Backward Stochastic Differential Filtering Equations
Abstract and Applied Analysis, 2011 This paper is concerned with a mean-variance hedging problem with partial information, where the initial endowment of an agent may be a decision and the contingent claim is a random variable.
Guangchen Wang, Zhen Wu
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Bayesian Nonlinear Filtering via Information Geometric Optimization
Entropy, 2017 In this paper, Bayesian nonlinear filtering is considered from the viewpoint of information geometry and a novel filtering method is proposed based on information geometric optimization.
Yubo Li +5 more
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Известия высших учебных заведений России: Радиоэлектроника, 2022 Introduction. The growth in the volume of information transmitted through communication channels leads to their significant congestion. Almost all methods conventionally used to increase the data transfer rate in given frequency bands have been exhausted.
S. B. Makarov +2 more
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