ALBERT

All Library Books, journals and Electronic Records Telegrafenberg

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Articles  (17)
  • Other Sources
  • Optimal control  (9)
  • Wiener process  (8)
  • Springer  (17)
  • Taylor & Francis
  • 1995-1999  (17)
  • 1985-1989
  • 1999  (17)
  • Mathematics  (17)
Collection
  • Articles  (17)
  • Other Sources
Source
Keywords
Publisher
  • Springer  (17)
  • Taylor & Francis
Years
  • 1995-1999  (17)
  • 1985-1989
Year
Topic
  • 1
    Electronic Resource
    Electronic Resource
    Measuring the Rarely Visited Sites of Brownian Motion (1999)
    Springer
    Journal of theoretical probability 12 (1999), S. 595-613 
    Details
    ISSN: 1572-9230
    Keywords: Wiener process ; local time ; hardly visited site ; law of the iterated logarithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study the almost sure asymptotic behaviors of the Lebesgue measure of the points which are hardly visited, in the sense of Földes and Révész,(7) by a linear Wiener process.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021615513008
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 2
    Electronic Resource
    Electronic Resource
    The Probabilistic Feynman–Kac Formula for an Infinite-Dimensional Schrödinger Equation with Exponential and Singular Potentials (1999)
    Springer
    Potential analysis 11 (1999), S. 157-181 
    Details
    ISSN: 1572-929X
    Keywords: Infinite-dimensional analysis ; Schrödinger equation ; Feynman–Kac formula ; Wiener process ; quantum field Hamiltonians ; Heisenberg uncertainty principle.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Using the probabilistic Feynman–Kac formula, the existence of solutions of the Schrödinger equation on an infinite dimensional space E is proven. This theorem is valid for a large class of potentials with exponential growth at infinity as well as for singular potentials. The solution of the Schrödinger equation is local with respect to time and space variables. The space E can be a Hilbert space or other more general infinite dimensional spaces, like Banach and locally convex spaces (continuous functions, test functions, distributions). The specific choice of the infinite dimensional space corresponds to the smoothness of the fields to which the Schrödinger equation refers. The results also express an infinite-dimensional Heisenberg uncertainty principle: increasing of the field smoothness implies increasing of divergence of the momentum part of the quantum field Hamiltonian.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1008601707361
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    How Big Are the Increments of a Two-Parameter Gaussian Process? (1999)
    Springer
    Journal of theoretical probability 12 (1999), S. 105-129 
    Details
    ISSN: 1572-9230
    Keywords: Lévy Brownian motion ; Wiener process ; Gaussian process ; regularly varying function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Some limit theorems on the increments of a two-parameter Gaussian process are obtained via estimating large deviation probability inequalities on the suprema of the Gaussian process which is a generalization of a two-parameter Lévy Brownian motion.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021796610843
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 4
    Electronic Resource
    Electronic Resource
    A Technique for Stochastic Control Problems with Unbounded Control Set (1999)
    Springer
    Journal of theoretical probability 12 (1999), S. 255-270 
    Details
    ISSN: 1572-9230
    Keywords: Optimal control ; stochastic differential equations ; convergence in law ; unbounded control set ; suboptimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We describe a change of time technique for stochastic control problems with unbounded control set. We demonstrate the technique on a class of maximization problems that do not have optimal controls. Given such a problem, we introduce an extended problem which has the same value function as the original problem and for which there exist optimal controls that are expressible in simple terms. This device yields a natural sequence of suboptimal controls for the original problem. By this we mean a sequence of controls for which the payoff functions approach the value function.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021761030407
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 5
    Electronic Resource
    Electronic Resource
    Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations (1999)
    Springer
    Statistical inference for stochastic processes 2 (1999), S. 31-56 
    Details
    ISSN: 1572-9311
    Keywords: delayed observation ; optimal stopping ; sequential test ; Wiener process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper proposes a sequential procedure for testing the null hypothesis ‘absence of a drift’ in the Wiener process against the hypothesis that the drift is present. The decision is taken on the basis of current and randomly delayed observations. For any given error probabilities, the optimal decision rule minimizes a certain convex combination of the mean durations corresponding to these hypotheses. By a special geometric result, a convex characterization of the risk is obtained, and the initial problem is reduced to the optimal stopping problem.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1009978810823
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 6
    Electronic Resource
    Electronic Resource
    Chung's Law and The Csáki Function (1999)
    Springer
    Journal of theoretical probability 12 (1999), S. 399-420 
    Details
    ISSN: 1572-9230
    Keywords: Large deviation ; Wiener process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We have found the limit $$L_h = \mathop {\lim \inf }\limits_{T \to \infty } (\log _2 T)^{{2 \mathord{\left/ {\vphantom {2 3}} \right. \kern-\nulldelimiterspace} 3}} \left\| {\frac{{W(T \cdot )}}{{(2T\log _2 T)^{{1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} }} - h} \right\|$$ for a Wiener process W and a class of twice weakly differentiable functions h∈C[0, 1], thus solving the problem of the convergence rate in Chung's functional law for the so-called “slowest points”. Our description is closely related to an interesting functional emerging from a large deviation problem for the Wiener process in a strip.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021678111442
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 7
    Electronic Resource
    Electronic Resource
    Small Ball Estimates for Gaussian Processes under Sobolev Type Norms (1999)
    Springer
    Journal of theoretical probability 12 (1999), S. 699-720 
    Details
    ISSN: 1572-9230
    Keywords: Gaussian process ; Wiener process ; fractional Brownian motion ; Sobolev norm ; Chung's LIL
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A sharp small ball estimate under Sobolev type norms is obtained for certain Gaussian processes in general and for fractional Brownian motions in particular. New method using the techniques in large deviation theory is developed for small ball estimates. As an application the Chung's LIL for fractional Brownian motions is given in this setting.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021675731663
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 8
    Electronic Resource
    Electronic Resource
    Limit Theorems for Logarithmic Averages of Fractional Brownian Motions (1999)
    Springer
    Journal of theoretical probability 12 (1999), S. 985-1009 
    Details
    ISSN: 1572-9230
    Keywords: Fractional Brownian motion ; α-mixing ; Wiener process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove almost sure invariance principles for logarithmic averages of fractional Brownian motions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021641020103
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 9
    Electronic Resource
    Electronic Resource
    On the Vervaat and Vervaat-Error Processes (1999)
    Springer
    Acta applicandae mathematicae 58 (1999), S. 91-105 
    Details
    ISSN: 1572-9036
    Keywords: Vervaat process ; Vervaat-error process ; empirical process ; quantile process ; Bahadur–Kiefer process ; Kiefer process ; Brownian bridge ; Wiener process ; strong approximations ; laws of the iterated logarithm ; convergence in distribution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract It has been known since the pioneering works of Wim Vervaat in the early 70"s that the appropriately normalized Vervaat process asymptotically behaves like one half times the squared empirical process. In this paper we present a survey of the results concerning various distances between the Vervaat process and one half times the squared empirical process. In particular, the pointwise, Lp-, and sup-distances between these two processes are given full consideration.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1006329502117
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 10
    Electronic Resource
    Electronic Resource
    Optimal Control of Linear Time-Varying Systems via Haar Wavelets (1999)
    Springer
    Journal of optimization theory and applications 103 (1999), S. 641-655 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; Haar wavelets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper introduces the application of Haar wavelets to the optimal control synthesis for linear time-varying systems. Based upon some useful properties of Haar wavelets, a special product matrix, a related coefficient matrix, and an operational matrix of backward integration are proposed to solve the adjoint equation of optimization. The results obtained by the proposed Haar approach are almost the same as those obtained by the conventional Riccati method.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021740209084
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 11
    Electronic Resource
    Electronic Resource
    Feasible Direction Algorithm for Optimal Control Problems with State and Control Constraints: Implementation (1999)
    Springer
    Journal of optimization theory and applications 101 (1999), S. 623-649 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; state-constrained problems ; numerical algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we describe the implementation aspects of an optimization algorithm for optimal control problems with control, state, and terminal constraints presented in our earlier paper. The important aspect of the implementation is that, in the direction-finding subproblems, it is necessary only to impose the state constraint at relatively few points in the time involved. This contributes significantly to the algorithmic efficiency. The algorithm is applied to solve several optimal control problems, including the problem of the abort landing of an aircraft in the presence of windshear.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021742204850
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 12
    Electronic Resource
    Electronic Resource
    Global State Space Approach for the Efficient Numerical Solution of State-Constrained Trajectory Optimization Problems (1999)
    Springer
    Journal of optimization theory and applications 103 (1999), S. 75-93 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; state inequality constraints ; global state space form ; differential-algebraic boundary-value problems ; minimal coordinates ; trajectory optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new approach based on a global state space form is introduced for solving trajectory optimization problems with state inequality constraints via indirect methods. The use of minimal coordinates on a boundary arc of the state constraint eliminates severe problems, which occur for standard methods and are due to the appearance of differential-algebraic boundary-value problems. Together with a hybrid approach and a careful treatment of some interior-point conditions, we obtain an efficient and reliable solution method.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021721316295
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 13
    Electronic Resource
    Electronic Resource
    State Analysis and Optimal Control of Time-Varying Discrete Systems via Haar Wavelets (1999)
    Springer
    Journal of optimization theory and applications 103 (1999), S. 623-640 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; discrete systems ; Haar wavelets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The state analysis and optimal control of time-varying discrete systems via Haar wavelets are the main tasks of this paper. First, we introduce the definition of discrete Haar wavelets. Then, a comparison between Haar wavelets and other orthogonal functions is given. Based upon some useful properties of the Haar wavelets, a special product matrix and a related coefficient matrix are proposed; also, a shift matrix and a summation matrix are derived. These matrices are very effective in solving our problems. The local property of the Haar wavelets is applied to shorten the calculation procedures.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021788125013
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 14
    Electronic Resource
    Electronic Resource
    Optimal Control for an Obstruction Problem (1999)
    Springer
    Journal of optimization theory and applications 100 (1999), S. 435-439 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; flow round obstacles ; Pontryagin principle ; discretization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A question of flow around an obstacle leads to an optimal control problem. If an optimum path exists, then it is calculable from the Pontryagin principle. The optimum is verified to be reached, using a discretization of the problem.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021746622539
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 15
    Electronic Resource
    Electronic Resource
    Dynamic Programming Method for Constrained Discrete-Time Optimal Control (1999)
    Springer
    Journal of optimization theory and applications 101 (1999), S. 259-283 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; dynamic programming ; interior-point methods ; sequential quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A dynamic programming method is presented for solving constrained, discrete-time, optimal control problems. The method is based on an efficient algorithm for solving the subproblems of sequential quadratic programming. By using an interior-point method to accommodate inequality constraints, a modification of an existing algorithm for equality constrained problems can be used iteratively to solve the subproblems. Two test problems and two application problems are presented. The application examples include a rest-to-rest maneuver of a flexible structure and a constrained brachistochrone problem.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021733425632
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 16
    Electronic Resource
    Electronic Resource
    Time-Varying Linear-Quadratic Control (1999)
    Springer
    Journal of optimization theory and applications 100 (1999), S. 515-525 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; linear-quadratic control ; time-varying feedback
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper discusses the performance of controlled linear dynamic systems that use time-varying feedforward signals and time-varying linear-quadratic (LQ) feedback gains. Such a time-varying LQ controller can bring a dynamic system to a desired final state in roughly half the time required by a time-invariant LQ controller, since it pushes at both ends, i.e., it uses significant control effort near the end of the maneuver, as well as at the beginning, to meet the specified end conditions; there is no overshoot and no settling time. This requires a more complex controller and some care with the high gains near the final time. A MATLAB3 code is listed that synthesizes and simulates zero-order-hold time-varying LQ controllers. The precision landing of a helicopter using four controls is treated as an example.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1022682305644
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 17
    Electronic Resource
    Electronic Resource
    Neighborhood Turnpike Theorem for Continuous-Time Optimization Models (1999)
    Springer
    Journal of optimization theory and applications 101 (1999), S. 651-676 
    Details
    ISSN: 1573-2878
    Keywords: Optimal control ; dynamic models ; optimal growth ; turnpike theorems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A neighborhood turnpike theorem is proved for continuous-time, infinite-horizon optimization models with positive discounting. Our approach is a primal one and no differentiability assumption is made. The basic hypothesis is a condition of uniform concavity at the point defining the undiscounted steady state. The main novelty here is that we formulate the theorem by taking the undiscounted steady state as the turnpike.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1021794221688
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...