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Titlebook: Optimization; Structure and Applic Charles Pearce,Emma Hunt Book 2009 Springer-Verlag New York 2009 Markov chain.Operations Research.SOIA.d

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Analysis of a simple control policy for stormwater management in two connected damsthe first dam and that there is regular demand from the second dam. We wish to choose a control policy from a simple class of control policies that releases an optimal flow of water from the first dam to the second dam. The cost of each policy is determined by the expected volume of water lost through overflow.
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Optimal design of linear consecutive–,–out–of–, systemsar consecutive–.–out–of–. system is an ordered sequence of . components that works if and only if at least . consecutive components work. This chapter establishes necessary conditions for the variant optimal design and procedures to improve designs not satisfying these conditions for linear consecutive systems with 2.≤ n ≤ 3..
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Pontryagin principle with a PDE: a unified approachA Pontryagin principle is obtained for a class of optimal control problems with dynamics described by a partial differential equation. The method, using Karush–Kuhn–Tucker necessary conditions for a mathematical program, is almost identical to that for ordinary differential equations.
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Computing the fundamental matrix of an M/G/1–type Markov chainA treatment is given of a probabilistic approach, Algorithm H, to the determination of the fundamental matrix of a block-structured .–type Markov chain. Comparison is made with the cyclic reduction algorithm.
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A comparison of probabilistic and invariant subspace methods for the block ,/,/1 Markov chainA suite of numerical experiments is used to compare Algorithm H and other probability-based algorithms with invariant subspace methods for determining the fundamental matrix of an M/G/1–type Markov chain.
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Interpolating maps, the modulus map and Hadamardard’s inequalityRefinements are derived for both parts of Hadamard’s inequality for a convex function. The main results deal with the properties of various mappings involved in the refinements.
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978-1-4614-1725-5Springer-Verlag New York 2009
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Charles Pearce,Emma HuntIncludes supplementary material:
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