LIMIT THEOREMS AND OPTIMAL DESIGN WITH ADAPTIVE URN MODELS

In this paper we study urn model, using some available estimates of successes probabilities, and adding particle parameter, we establish adaptive models. We obtain some strong convergence theorems, rates of convergence, asymptotic normality of components in the urn, and estimates. With these asymptotical results, we show that the adaptive designs given in this paper are asymptotically optimal designs.     

ON CONVERGENCE AND RATE OF CONVERGENCE OF ALGORITHMS IN THE MOVER－STAYER MODEL

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THE RATE OF UNIFORM CONVERGENCE OF THE SURVIVAL FUNCTION ESTIMATOR FOR TRUNCATED AND CENSORED DATA

1 Illtroduction and Main ResultsIn medical follow-up or engineering life testing studies one may not be able to observethe variable of inferest, referred to hereafter as the lifetime. Among the differellt forms inwhich incomplete data appears right censoring and left truncation are two common ones. Lefttruncation mad occur if the time origin of the lifetime precedes the time origin of the study.Only subjects that fail after the start of the study are being followed, otherwise they are lefttru…     

ASYMPTOTIC ANALYSIS OF THE OPTIMAL CONTROL OF AN ELASTODYNAMIC SYSTEM

Based on the idea of the reduction of optimal control systems in singularperturbations of Lions and a priori estimates in [4], we prove the convergence of theoptimal control, state and the cost function between a singular linear elastodynamic systemand a limit system. Our asymptotic analysis is applicable to the optimal control of flexiblerobotic manipulators.     

SINGULARLY PERTURBED MARKOV DECISION PROCESSES WITH INCLUSION OF TRANSIENT STATES

1 IntroductionMarkov decision processes (MDP) have drawn much sttention because of their capabilityin dealing with a wide range of application under UnCertainty. Many problems in operationsresearch such as resource allocation, queueing networks, and maChine replaCement etc., fit wellin the framework of Markov decision processes. Classical aPProaChes of discrete-time MDPmodels can be foUnd in Dermanll], RDssIZ], and ~e[3] among others.Because most of the systems in real life are large a…     

基于整体退火遗传算法的不等间距天线阵的综合

将一类非时齐（整体退火选择）、保证收敛且易于判断收敛的新型遗传算法应用于不等间距天线阵的综合，对天线阵的位置及加权系数进行了优化。实验实例表明：该算法收敛速度快，有极强的避免过早收敛及避免局部极值的全局优化的能力。本文为大型天线阵的优化设计提供了方法。     

ANISOTROPIC BIQUADRATIC ELEMENT WITH SUPERCLOSE RESULT

The main aim of this paper is to study the convergence of biquadratic finite element forthe second order problem on anisotropic meshes.By using some novel approaches and techniques,theoptimal error estimates are obtained.At the same time,the anisotropic superclose results are alsoachieved.Furthermore,the numerical results are given to demonstrate our theoretical analysis.     

STOCHASTIC ADAPTIVE CONTROL FOR SYSTEMS WITH NOISE BEING AN ARMA PROCESS

Stochastic adaptive control is considered for the discrete-time multi-input and multi-output system of multi-delay with noise expressed by an ARMA process.The CARIMA model isa special case of the system in question.The optimal adaptive control law is given and it is shown thata quadratic cost function is minimized and the closed-loop system is stable.Further,when the systemis of minimum phase,the convergence rates of parameter estimates and of the cost-function are alsoderived.     

STRONG CONVERGENCE OF MONOTONE HYBRID METHOD FOR FIXED POINT ITERATION PROCESSES*

K. Nakajo and W. Takahashi in 2003 proved the strong convergence theorems for nonex-pansive mappings, nonexpansive semigroups, and proximal point algorithm for zero point of monotone operators in Hilbert spaces by using the hybrid method in mathematical programming. The purpose of this paper is to modify the hybrid iteration method of K. Nakajo and W. Takahashi through the monotone hybrid method, and to prove strong convergence theorems. The convergence rate of iteration process of the monotone hybrid method is faster than that of the iteration process of the hybrid method of K. Nakajo and W. Takahashi. In the proofs in this article, Cauchy sequence method is used to avoid the use of the demiclosedness principle and Opial＇s condition.     

LOCAL ASYMPTOTIC PROPERTIES OF HAZARD RATE ESTIMATORS FOR TRUNCATED AND CENSORED DATA

1 IntroductionLet (X, T, Y) denote random variables where X is the variab1e of interest, called the lifetimevariab1e, with distribution function (d.f.) F; T is the random 1eft truncation time with arbitraryd.f G and Y is the random right censoring time with arbitrary d.f. H. It is assumed that Xis independent Of (T, Y), bnt T and Y may be dePendent and, Without 1oss of generality thatthey are nonnegative. In the random 1eft truncation and right censoring (LTRC) model oneobserves (Z, T…     

BEHAVIOR OF STOCHASTIC APPROXIMATIONALGORITHM IN ROOT SET OF REGRESSIONFUNCTION

1.IntroductionStochasticapproximation(SA)iswidelyappliedinoptimization,systemindelltification,adaptivecontrolandsignalprocessing.ThebasicproblemofSAistoseektherootsoreXtremaofafunctionf(.)calledregressionfunctionwhichcanbeestimateattimekandletthe(k 1)thobservationi,e,Yk 1~f(Xk) ek 1,(1)whereek 1istheobservationnoise.RobbinsandMonroll]in1951proposedthefollowingalgorithmxk l=xk akyk 1,(2)toestimatetherootsofj(.),whereahisthestepsize.ThisalgorithmisnowcalledRobbinsMonro(RM)algorithm.Denoteb…     

FIR systems identification under quantized output observations and a large class of persistently exciting quantized inputs

This paper investigates the FIR systems identification with quantized output observations and a large class of quantized inputs. The limit inferior of the regressors' frequencies of occurrences is employed to characterize the input's persistent excitation, under which the strong convergence and the convergence rate of the two-step estimation algorithm are given. As for the asymptotical efficiency,with a suitable selection of the weighting matrix in the algorithm, even though the limit of the product of the Cram′er-Rao(CR) lower bound and the data length does not exist as the data length goes to infinity, the estimates still can be asymptotically efficient in the sense of CR lower bound. A numerical example is given to demonstrate the effectiveness and the asymptotic efficiency of the algorithm.     

AN EXTRAPOLATION METHODFOR FINITE ELEMENT APPROXIMATION OF INTEGRODIFFERENTIAL EQUATIONS WITH PARAMETERS

In this paper,we discuss the accelerating convergence method for finite elementapproximation of integro-differential equations with parameters.As applications,we give theerror estimates of finite element for the first kind of Fredholm integral equation,particularlyfor the Volterra integral equation with kernel condition k(x,x)=0.     

A CLASS OF REVISED BROYDEN ALGORITHMS

In this paper, we discuss the convergence of the Broyden algorithms with revised search direction. Under some inexact llne searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of convergence of the algorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.     

CONVERGENCE PROPERTIES OF DFP METHOD WITH MODIFIED QUASI-NEWTON EQUATIONS

1 IntroductionWe know that in order to obtain a superlinearly convergent method it is necessary to approximate the Newton step asymptotically (see [ll). How can we do this without actually evaluatingthe Hessian matrix by ally approximate to the Hessian matrix at every iteration? The answerwas discovered by Davidonl2] and was subsequently developed and popularized by Fletcher andPowell[3l. It consists of starting with any approximation to the Hessian matrir, and at eachiteration, updating th…     

A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL

In many situations,we are interested in selection of important variables whichare adequate for prediction under a linear regression model.In this paper,a fast selectionprocedure is proposed and is proved to be strongly consistent.Also,the convergence rate ofmisjudgement probability is given.     

An anisotropic nonconforming finite element scheme with moving grids for parabolic integro-differential equations

A Crank-Nicolson scheme based on nonconforming finite element with moving grids is discussed for a class of parabolic integro-differential equations under anisotropic meshes. The corresponding convergence analysis is presented and the error estimates are obtained by using the interpolation operator instead of the conventional elliptic projection which is an indispensable tool in the convergence analysis of traditional finite element methods in previous literature.     

ACCURACY ANALYSIS OF 12-PARAMETER RECTANGULAR PLATE ELEMENTS WITH GEOMETRIC SYMMETRY

1. IntroductionAs for triangular thin plate element, it is observed in practice that the numerical accuxacyof the two unconventional plate elemellts, namely, the nine parameter quasi--conforming[1] andgeneralized conforming elements[2], is better than that of the usual Zienkiewicz's elemellt andSpecht's element[3], although all these elements have the same asymptotical rate of convergenceO(h) in the energy norm. How to explain the discrepancy between the theoretical analysis andnumerical comp…     

Chaotic migration-based pseudo parallel genetic algorithm and its application in inventory optimization

1.INTRODUCTION Geneticalgorithm(GA)isacomputationmodelsimulat ingevolutionprocessofcreatures.Inspiteofitsremark ableprogress,thetroublecausedbyprematureduring evolutionhasbroughtdifficultyforGAapplications.A sortofmulti populationGAishighlyregardedformaking thebestofparallelstructureandgroupevolvementofGA witheasyimplementation[1].ButPGAhasahighrequest forhardwareenvironmentofmultiprocessorsuchlike Transputernetwork,MIMD,SIMDorLAN[2,3].For thoseoptimizationproblemsoflowerrequestf…     

OPTIMAL GLOBAL RATES OF CONVERGENCE OF M－ESTIMATES FOR NONPARAMETRIC REGRESSION

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