In this paper, a general class of stochastic estimation and control problems is formulated from the Bayesian Decision-Theoretic viewpoint. A discussion as to how these can be solved step by in principle practice approach presented. As specific example, closed form Wiener-Kalman solution for linear Gaussian noise derived. The purpose paper show that provides; 1) unifying framework within which pursue further researches problems, 2) necessary computations difficulties must overcome problems....

In this paper it is shown that variational techniques can be applied to solve differential games. Conditions for capture and optimality are derived a class of optimal pursuit-evasion problems. Results used demonstrate the well-known proportional navigation law actually an intercept strategy.

In this paper, we present a complete and novel solution to the well known buffer storage design problem in serial production line. The key ingredient of is efficient calculation gradient vector throughput with respect various sizes. Analytical experimental results are presented.

An overview of discrete-event dynamic system (DEDSs) is given, explaining what they are and discussing their modeling. The types models outlined, factors to be taken into account in modeling examined. They are: the discontinuous nature discrete events; continuous most performance measures; importance probabilistic formulation; need for hierarchical analysis; presence dynamics; feasibility computational burden. It stressed that DEDS research must include experiment as well theory.< <ETX...

An extension of the concept perturbation analysis (PA) is introduced that can be applied to cases where sample path discontinuity with respect system parameters has prevented application simple PA rules. Both Markov and generalized semi-Markov processes are considered. The robustness extended examined it found sufficiently robust.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

Many new techniques for modeling discrete event dynamic systems have been developed in recent years; among them are Markov processes and their imbedded chains, Petri nets, queuing networks, automata finite-state machines, finitely recursive processes, min-max algebra models, simulation generalized semi-Markov processes. The authors demonstrate the main features of these models by applying to a simple example briefly compare features.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML"...

In this paper, we develop a complete and practical method for efficient compulation of the sensitivity information transfer line throughput. Our approach, which is combination analysis experimentation, fundamentally different from existing solution methods. Using approach gradient throughput with respect to various decision variables made available by single observation production history plus computation based on observed data. These calculations are simple enough be implemented...

Motivated by the importance of peak load problem faced electric utility industries; in this paper we analyze several different electricity pricing schemes from a game theoretic point view. Recognizing limit traditional formulation and persuasive breakthroughs microelectronic technology, introduce philosophy which supply demand respond to each other through prices consumptions, company sells power at "real-time" rates. We call it adaptive pricing. By itself, concept is not new. The...

The deregulation and reconstruction of the electric power industry worldwide raises many challenging issues related to economic reliable operation systems. Traditional unit commitment or hydrothermal scheduling problems have been integrated with generation resource bidding, but development optimization-based bidding strategies is only at a very preliminary stage. This paper presents strategy based on theory ordinal optimization that comparisons performance measures are robust respect noise...

Many challenging issues arise under the newly deregulated competitive electric power markets. Instead of centralized decision-making in a vertically integrated environment as past, is now decentralized and driven by market forces. Gaming price spikes have been observed almost every electricity but explicit analysis these phenomena rare. In this paper we study historical bidding behavior to see how suppliers demand service providers were actually California day-ahead energy market. Based on...

The optimal power flow (OPF) problem with discrete control variables is an NP-hard in its exact formulation. To cope the immense computational-difficulty of this problem, we propose ordinal optimization theory-based algorithm to solve for a good enough solution high probability. Aiming hard problems, theory, contrast heuristic methods, guarantee provide top n% among all probability more than 0.95. approach our consists three stages. First, select heuristically large set candidate solutions....

An earlier work on team theory [1], [2] is generalized to the case of nonlinear dynamic systems and non-Gaussian noises. In particular, a sufficient condition for equivalence static information structure discussed.