Control of Finite-State, Finite Memory Stochastic Systems

A generalized problem of stochastic control is discussed in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite state, finite memory (FSFM) stochastic control problem. Optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. A FSFM minimum principle is obtained via the equivalent deterministic problem. The minimum principle suggests the development of a numerical optimization algorithm, the min-H algorithm. The relationship between the sufficiency of the minimum principle and the informational properties of the problem are investigated. A problem of hypothesis testing with 1-bit memory is investigated to illustrate the application of control theoretic techniques to information processing problems

Multi-Period Stochastic Resource Planning: Models, Algorithms and Applications

This research addresses the problem of sequential decision making in the presence of uncertainty in the professional service industry. Specifically, it considers the problem of dynamically assigning resources to tasks in a stochastic environment with both the uncertainty of resource availability due to attrition, and the uncertainty of job availability due to unknown project bid outcome. This problem is motivated by the resource planning application at the Hewlett Packard (HP) Enterprises. The challenge is to provide resource planning support over a time horizon under the influence of internal resource attrition and demand uncertainty. To ensure demand is satisfied, the external contingent resources can be engaged to make up for internal resource attrition. The objective is to maximize profitability by identifying the optimal mix of internal and contingent resources and their assignments to project tasks under explicit uncertainty. While the sequential decision problems under uncertainty can often be modeled as a Markov decision process (MDP), the classical dynamic programming (DP) method using the Bellman’s equation suffers the well-known curses-of-dimensionality and only works for small size instances. To tackle the challenge of curses-of-dimensionality this research focuses on developing computationally tractable closed-loop Approximate Dynamic Programming (ADP) algorithms to obtain near-optimal solutions in reasonable computational time. Various approximation schemes are developed to approximate the cost-to-go function. A comprehensive computational experiment is conducted to investigate the performance and behavior of the ADP algorithm. The performance of ADP is also compared with that of a rolling horizon approach as a benchmark solution. Computational results show that the optimization model and algorithm developed in this thesis are able to offer solutions with higher profitability and utilization of internal resource for companies in the professional service industry

Decision-making and problem-solving methods in automation technology

The state of the art in the automation of decision making and problem solving is reviewed. The information upon which the report is based was derived from literature searches, visits to university and government laboratories performing basic research in the area, and a 1980 Langley Research Center sponsored conferences on the subject. It is the contention of the authors that the technology in this area is being generated by research primarily in the three disciplines of Artificial Intelligence, Control Theory, and Operations Research. Under the assumption that the state of the art in decision making and problem solving is reflected in the problems being solved, specific problems and methods of their solution are often discussed to elucidate particular aspects of the subject. Synopses of the following major topic areas comprise most of the report: (1) detection and recognition; (2) planning; and scheduling; (3) learning; (4) theorem proving; (5) distributed systems; (6) knowledge bases; (7) search; (8) heuristics; and (9) evolutionary programming

Bibliography of Soviet and Western European Publications on Large-Scale Linear Programming

This bibliography originates from the Workshop on Large-Scale Linear Programming held at IIASA over the period June 2-6 1980. The Proceedings of this Workshop (edited by G.B. Dantzig, M.A.H. Dempster and M. Kallio, IIASA CP-81-S1) contains a bibliography covering North American and Western European publications. This bibliography is a supplement which covers Eastern European work on large-scale linear programming. As some important work may still be missing, further contributions (with English translations of titles published in other languages) are most welcome. Such contributions should be sent to H. Gasking at IIASA, where a computerized bibliography is maintained. Revised versions will be issued from time to time

HARP: A Dynamic Inertial Spectral Partitioner

Partitioning unstructured graphs is central to the parallel solution of computational science and engineering problems. Spectral partitioners, such recursive spectral bisection (RSB), have proven effecfive in generating high-quality partitions of realistically-sized meshes. The major problem which hindered their wide-spread use was their long execution times. This paper presents a new inertial spectral partitioner, called HARP. The main objective of the proposed approach is to quickly partition the meshes at runtime in a manner that works efficiently for real applications in the context of distributed-memory machines. The underlying principle of HARP is to find the eigenvectors of the unpartitioned vertices and then project them onto the eigerivectors of the original mesh. Results for various meshes ranging in size from 1000 to 100,000 vertices indicate that HARP can indeed partition meshes rapidly at runtime. Experimental results show that our largest mesh can be partitioned sequentially in only a few seconds on an SP2 which is several times faster than other spectral partitioners while maintaining the solution quality of the proven RSB method. A parallel WI version of HARP has also been implemented on IBM SP2 and Cray T3E. Parallel HARP, running on 64 processors SP2 and T3E, can partition a mesh containing more than 100,000 vertices into 64 subgrids in about half a second. These results indicate that graph partitioning can now be truly embedded in dynamically-changing real-world applications

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008