This paper studies several stochastic programming formulations of dynamic oligopolistic games under uncertainty. We argue that one of the models, namely Games with Probabilistic Scenarios (GPS), provides an appropriate formulation. For such games, we show that symmetric players earn greater expected profits as demand volatility increases. This result suggests that even in an increasingly volatile market players may have an incentive to participate in the market. The key to our approach is the...

Topics: DTIC Archive, ARIZONA UNIV TUCSON, *DYNAMIC PROGRAMMING, *STOCHASTIC PROCESSES, ADDITION, COMPUTER...

Many difficult problems can be viewed as search problems. However, given a new task with an embedded search problem, it is challenging to state and find a truly effective search approach. In this paper, the authors address the complex task of signal processing optimization. They first introduce and discuss the complexities of this domain. In general, a single signal processing algorithm can be represented by a very large number of different but mathematically equivalent formulas. Unfortunately,...

Topics: DTIC Archive, Singer, Bryan, CARNEGIE-MELLON UNIV PITTSBURGH PA SCHOOL OF COMPUTER SCIENCE,...

Random boolean networks (RBNs) have been studied theoretically and computationally in order to be able to use their remarkable self-healing and large basins of altercation properties as quantum computing architectures, especially focused on problems of physical interest which do not require universal computational structures. This preliminary study was limited primarily to ID strings, but eventually work should be directed beyond two state networks to multi-state ones. Available software was...

Topics: DTIC Archive, Allara, David L, PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF CHEMISTRY,...

Many sequential decision-making problems related to multi-agent robotic systems can be naturally posed as Markov Decision Processes (MDPs). An important advantage of the MDP framework is the ability to utilize stochastic system models, thereby allowing the system to make sound decisions even if there is randomness in the system evolution over time. Unfortunately, the curse of dimensionality prevents most MDPs of practical size from being solved exactly. One main focus of the thesis is on the...

Topics: DTIC Archive, MASSACHUSETTS INST OF TECH CAMBRIDGE, *MARKOV PROCESSES, DECISION MAKING, THESES,...

A generalized dynamic programming method for finding a set of pareto optimal solutions for a runway scheduling problem is introduced. The algorithm generates a set of runway fight sequences that are optimal for both runway throughput and delay. Realistic time-based operational constraints are considered, including miles-in-trail separation, runway crossings, and wake vortex separation. The authors also model divergent runway takeoff operations to allow for reduced wake vortex separation. A...

Topics: NASA Technical Reports Server (NTRS), AIRPORTS, RUNWAYS, SCHEDULING, DYNAMIC PROGRAMMING, HEURISTIC...

This paper presents a new approach to sensor management of distributed sensor networks (DSNs). Given the current proliferation of remote sensors and their inherent resource constraints, DSN managers face a growing problem of managing the tradeoff between DSN performance and resource consumption. Our model, the Sensor Network Optimal OPerations Simulator, or SNOOPS, addresses this tradeoff by identifying a DSN control strategy that reaches an acceptably certain representation of the search...

Topics: DTIC Archive, Bland, William S, ARMY RESEARCH LAB ADELPHI MD, *ADAPTIVE CONTROL SYSTEMS, *DYNAMIC...

Viewgraphs of a presention on MONARCH: a morphable networked micro-architecture.

Topics: DTIC Archive, Granacki, John, UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES INFORMATION SCIENCES...

The determination of a stopping rule for the detection of the time of an increase in the success probability of a sequence of independent Bernoulli trials is discussed. Both success probabilities are assumed unknown. A Bayesian approach is applied; the distribution of the location of the shift in the success probability is assumed geometric and the success probabilities are assumed to have a known joint prior distribution. The costs involved are penalties for late or early stoppings. The nature...

Topics: DTIC Archive, Zacks,S, GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS, *DYNAMIC...

The theory of n-person cooperative games presented by von Neumann and Morgenstern is a mathematical theory of coalition behaviour. A fundamental problem posed in game theory is to determine what outcomes are likely to occur if a game is played by rational players. Given an n-person cooperative game and assuming rational behaviour, it is natural to inquire which of the possible coalitions can be expected to form and what will be the final payoffs to each of the players. However, most of the...

Topics: DTIC Archive, Shenoy,Prakash P, CORNELL UNIV ITHACA N Y SCHOOL OF OPERATIONS RESEARCH AND...

This paper considers the lot-sizing problem in a multistage inventory system. External demand may occur at any stage, and is assumed to be known over a finite horizon. A heuristic iterative procedure is proposed and tested for finding a periodic review schedule to minimize inventory and setup costs. (Author)

Topics: DTIC Archive, Graves,Stephen C, MASSACHUSETTS INST OF TECH CAMBRIDGE OPERATIONS RESEARCH CENTER,...

A summary of the accomplishments of this project is given. A book has been published which contains chapters on can computers think, the digital computers, decision making, puzzles, uncertainty, simulation, learning, consciousness, humor, local logics, mathematical models of the mind, and communication and ambiguity. The summary also discusses fuzzy set theory in health delivery systems and in computers and linguistics. (Author)

Topics: DTIC Archive, Bellman,Richard, UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES, *COMPUTERS, DECISION...

This is a user's manual for computer program for the design of incoming quality level, process quality level and optimal interrelated lot-by-lot single sampling plans for a single-product multi-component multi-stage manufacturing system. Reference: Hassan, M. Z. and Knowles T. W., 'An Optimal Quality Control Design for a Single-Product Serial Manufacturing System', Journal of Quality Technology, Volume 11, Number 1, January, 1979. (Author)

Topics: DTIC Archive, Hassan,M Zia, HAROLD LEONARD STUART SCHOOL OF MANAGEMENT AND FINANCE CHICAGO IL DEPT...

Topics: DTIC Archive, Venttsel',Ye S, FOREIGN TECHNOLOGY DIV WRIGHT-PATTERSON AFB OH, *DYNAMIC PROGRAMMING,...

The USAF Interactive Pallet Loading System (IPLS) is a real-time system for the planning of loading pallets. The system used a combination of dynamic programming and heuristics, along with user interaction to accomplish the pallet loading task. The system is designed to be interfaced with the Base Automated Mobility System (BAMS). Examples are given. (Author)

Topics: DTIC Archive, Hodgson, Thom J, FLORIDA UNIV GAINESVILLE DEPT OF INDUSTRIAL AND SYSTEMS ENGINEERING,...

The USAF Interactive Pallet Loading System (IPLS) is a real-time system for the planning of loading pallets. The system used a combination of dynamic programming and heuristics, along with user interaction to accomplish the pallet loading task. The system is designed to be interfaced with the Base Automated Mobility System (BAMS). Examples are given. (Author)

Topics: DTIC Archive, Hodgson, Thom J, FLORIDA UNIV GAINESVILLE DEPT OF INDUSTRIAL AND SYSTEMS ENGINEERING,...

This final report summarizes the research contributions under AFOSR grant No. F49620-95-1-0219. The work covered two major research directions. The first is in the area of robust linear and nonlinear control. In the linear area, a complete computationally-based methodology was developed for designing controllers that can meet multiple performance objectives in both the time and frequency domain. The research culminated in a book on multi-objective control. In the nonlinear area, an alternative...

Topics: DTIC Archive, Dahleh, Munther A., MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND...

Given a system which operates for t units of time. A certain component is essential for its operation and must be replaced, when it fails, with a new component. The class of spare components is grouped into n categories with components of the ith category costing a positive amount Ci and functioning for an exponential length of time with rate lambda(i). The main problem of interest is, for a given t, to assign the initial component and subsequent replacements from among the n categories of...

Topics: DTIC Archive, Derman,C, Lieberman,Gerald J, Ross,S, STANFORD UNIV CALIF DEPT OF OPERATIONS...

A heuristic approach for planning multiple resource workloads in project networks is discussed, with particular attention to ship overhaul planning. Projects are modeled using a critical-path-analysis activity network. Activity resource requirements are taken as given and activity loading is assumed to be constant. Activity duration variables are defined which then determine the demand rates per resource per activity. An iterative nonlinear programming procedure assigns activity durations (and...

Topics: DTIC Archive, Leachman,Robert C, CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER, *SCHEDULING,...

This paper describes an approach to reasoning with incomplete information in a resource-limited environment. Approaches to date either assume infinite resources and proceed to enumerate a large inference space, or assume few resources and ignore the missing information. They do not reason about resource constraints and the inference methods admissable under them. A Hearsay- II-like system is described where each knowledge source is a separate production system. During rule evaluation, a rule...

Topics: DTIC Archive, Fox, Mark S, CARNEGIE-MELLON UNIV PITTSBURGH PA ROBOTICS INST, *ARTIFICIAL...

In stochastic scheduling and optimal maintenance problems that have been considered in the literature, the optimization criterion used has often been equivalent to minimizing the expected first passage times to a set of states. A typical method used in establishing the optimality of a certain policy is the method of successive approximations on the appropriate dynamic programming functional equations. As an intermediate result, this technique often involves the optimally of the pertinent policy...

Topics: DTIC Archive, Katehakis, Michael N, COLUMBIA UNIV NEW YORK, *OPTIMIZATION, *STOCHASTIC PROCESSES,...

The problem of determining the limiting performance characteristics of mechanical systems subject to random input is studied. A review is presented of the classical work in the optimal design of stochastic systems. Some recent results of stochastic optimal control theory are employed. The solution to the limiting performance problem is formulated in both the frequency and time domains. Both formulations require substantial, burdensome computations when applied to large scale systems.

Topics: NASA Technical Reports Server (NTRS), DYNAMIC PROGRAMMING, RANDOM PROCESSES, SYSTEMS ENGINEERING,...

A hydraulic control loading system for aircraft simulation was analyzed to find the causes of undesirable low frequency oscillations and loading effects in the output. The hypothesis of mechanical compliance in the control linkage was substantiated by comparing the behavior of a mathematical model of the system with previously obtained experimental data. A compensation scheme based on the minimum integral of the squared difference between desired and actual output was shown to be effective in...

Topics: NASA Technical Reports Server (NTRS), FLIGHT SIMULATORS, PAYLOADS, DYNAMIC PROGRAMMING, HYDRAULIC...

This study investigates the problem of real time low-level mission planning against highly transient targets within the Battlefield Air Interdiction (BAI) environment. The dual objective was to test the feasibility of a computerized mission planning aid and reducing computer memory requirements to a level that would allow implementation of the mission planning aid on a modern mini-computer system. The model is based on concept of using Multi-Attribute Decision Analysis (MADA) to capture the...

Topics: DTIC Archive, Whitney,Robert H, AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF...

A heuristic approach for planning multiple resource workloads in project networks is discussed, with particular attention to ship overhaul planning. Projects are modeled using a critical-path-analysis activity network. Activity resource requirements are taken as given and activity loading is assumed to be constant. Activity duration variables are defined which then determine the demand rates per resource per activity. An iterative nonlinear programming procedure assigns activity durations (and...

Topics: DTIC Archive, Leachman,Robert C, CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER, *SCHEDULING,...

In this paper the two-dimensional pallet loading problem is considered: that is, the problem of loading a rectangular pallet of size 'L' by 'W', drawing from a set of 'n' rectangular boxes. The objective is to maximize the area covered on the pallet by the boxes loaded. The problem is approached using a combination of Dynamic Programming and heuristics. The structured solutions resulting from the application of the 'dynamic program' have two serendipitous characteristics: any item may be placed...

Topics: DTIC Archive, Hodgson,Thom J, FLORIDA UNIV GAINESVILLE DEPT OF INDUSTRIAL AND SYSTEMS ENGINEERING,...

We present an algorithmic model for distributed computation of fixed points whereby several processors participate simultaneously in the calculations while exchanging information via communication links. We place essentially no assumptions on the ordering of computation and communication between processors thereby allowing for completely uncoordinated execution. We provide a general convergence theorem for algorithms of this type, and demonstrate its applicability to several classes of problems...

Topics: DTIC Archive, Bertsekas,Dimitri P, MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND...

An enumeration algorithm which synthesizes programs from example computations is presented. The algorithm, originally proposed by Alan W. Biermann of Duke University, assigns a labelling of the instructions contained in an example trace consistent with producing minimum state Moore machine representations for the synthesized programs. Techniques for processing the information to reduce enumeration are given. Biermann's algorithm is extended by trace preprocessing techniques which identify and...

Topics: DTIC Archive, Lape,Joseph Shawn, NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *COMPUTER AIDED DESIGN,...

The subjects of research under this contract were topics in linear programming and related problems. The problems we have investigated are quite diverse.

Topics: DTIC Archive, Megiddo, Nimrod, ARMY FOREIGN SCIENCE AND TECHNOLOGY CENTER CHARLOTTESVILLE VA,...

This project is intended to combine: pattern recognition, image understanding and artificial intelligence techniques for space-based image processing as well as: optical and digital processing methods. Optical feature extraction and sub-pixel target detection and tracking results are summarized. Scene representation and modeling work using: probabilistic graph matching, multiple resolution rotation-invariant operators and texture analysis are detailed. Image understanding techniques for 3D...

Topics: DTIC Archive, Casasent, David, CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF ELECTRICAL AND COMPUTER...

Topics: DTIC Archive, CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF COMPUTER SCIENCE, *ROBOTS, *AUTONOMOUS...

A digital computer program, DYGABCD, was developed that generates linearized, dynamic models of simulated turbofan and turbojet engines. DYGABCD is based on an earlier computer program, DYNGEN, that is capable of calculating simulated nonlinear steady-state and transient performance of one- and two-spool turbojet engines or two- and three-spool turbofan engines. Most control design techniques require linear system descriptions. For multiple-input/multiple-output systems such as turbine engines,...

Topics: NASA Technical Reports Server (NTRS), COMPUTER PROGRAMS, COMPUTERIZED SIMULATION, MATRICES...

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Determining fuel-optimum ascent trajectories in vacuum - classical calculus of variations, Pontryagin maximum principle, dynamic programming, and gradient method

Topics: ASCENT TRAJECTORIES, PONTRYAGIN PRINCIPLE, VARIATIONAL CALCULUS, CALCULUS OF VARIATIONS, DYNAMIC...

The U.S. Navy’s supply chain stretches globally, supporting the fleet in multiple theaters to enable sustained forward presence, security, and deterrence. However, supply chains are subject to disruptions that slow materiel movements throughout the network, and these disruptions may severely hinder the readiness of ships operating in distant theaters. A common culprit for peacetime supply chain disruptions is adverse weather, which is especially true in waters that are prone to major tropical...

Topics: optimization, supply chain disruption, stochastic optimization, linear programming, chance...

Topics: DTIC Archive, Brezis,H, WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER, *DYNAMIC PROGRAMMING,...

This report summarizes the research performed by the MIT Laboratory for Computer Science from July 1, 1978 to June 30, 1979. (Author)

Topics: DTIC Archive, Dertouzos,Michael L, MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR COMPUTER SCIENCE,...

The purpose of this paper is to show how the functional equation technique of the theory of dynamic programming yields a very simple computational algorithm for the solution of mathematical models arising in stock level studies. A numerical solution of these problems relying upon linear programming techniques had previously been given by Charnes and Cooper.

Topics: DTIC Archive, RAND CORP SANTA MONICA CA, *DYNAMIC PROGRAMMING, *INVENTORY CONTROL, *SCHEDULING,...

The subject of 'analytical support for defense planning' is discussed. Since World War II, an important development in defense planning has been the generation and use of new techniques for the systematic examination of alternative proposals for future military systems and forces, which is called 'systems analysis.' The context of this analysis is usually such that the time horizon is not 'the present,' but rather some 5, 10, or even 15 years into the future. This means that the focus is not so...

Topics: DTIC Archive, RAND CORP SANTA MONICA CA, *DEFENSE PLANNING, AERIAL WARFARE, DECISION MAKING,...

Advanced general-purpose computer organizations capable of parallel data processing were studied. The study resulted in the design of two computer organizations (designated Machine I and Machine II) capable of parallel data processing and fast sorting and table searching in memory. These machine organizations were possible because of the development of a special memory that permits many processing and input-output units to access memory simultaneously without conflict. The applications effort...

Topics: DTIC Archive, GOODYEAR AEROSPACE CORP AKRON OH, *COMPUTERS, ALGORITHMS, COMPUTER PROGRAMMING,...

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202 p. : 25 cm

Topics: Dynamic programming -- Congresses, Control theory -- Congresses

"NPS-52-82-001"--Cover

Topics: DYNAMIC PROGRAMMING., MATHEMATICAL OPTIMIZATION.

Pulsed-field Gel Electrophoresis (PFGE) is an important tool in genomic analysis. The result of PFGE is presented in an image. Each image contains several lanes. And each lane consists of bands. Two lanes are identical if the relative positions of bands are the same. We present a method that uses computer to extract the lanes and compare the lanes in the electrophoresis images. The presented method consists of two major steps. The first step is image processing and lane extraction. The second...

Topics: DTIC Archive, Cheng, Wei-Zen, NATIONAL CHIAO TUNG UNIV HSINCHU (TAIWAN), *ELECTROPHORESIS, IMAGE...

Viewgraphs of presentation on short vector SIMD code generation for digital signal processing algorithms.

Topics: DTIC Archive, Franchetti, Franz, CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF ELECTRICAL AND COMPUTER...

A method for the simultaneous localization and recognition of dynamic hand gestures is proposed. At the core of this method is a dynamic space-time warping (DSTW) algorithm, that aligns a pair of query and model gestures in both space and time. For every frame of the query sequence, feature detectors generate multiple hand region candidates. Dynamic programming is then used to compute both a global matching cost, which is used to recognize the query gesture, and warping path, which aligns the...

Topics: DTIC Archive, Alon, Jonathan, BOSTON UNIV MA DEPT OF COMPUTER SCIENCE, *TIME SERIES ANALYSIS,...

In this work we present an efficient environment representation based on the use of landmarks and language based motion programs. The approach is targeted towards applications involving expansive, imprecisely known terrain without a single global map. To handle the uncertainty inherent in real-world applications a partially-observed controlled Markov chain structure is used in which the state space is the set of landmarks and the control space is a set of motion programs. Using dynamic...

Topics: DTIC Archive, Andersson, Sean, MARYLAND UNIV COLLEGE PARK DEPT OF ELECTRICAL AND COMPUTER...

This paper presents a problem of optimal flow control for discrete-time MM1 queues, where the decision-maker seeks to maximize the throughput subject to a bound on the average queue size. The problem is cast as a constrained Markov decision process and solved via Lagrangian arguments. The optimal strategy is shown to be a threshold policy which saturates the constraint. The method of analysis proceeds through the discounted version of the Lagrangian problems whose value functions are shown to...

Topics: DTIC Archive, Ma, Dye-Jyun, MARYLAND UNIV COLLEGE PARK SYSTEMS RESEARCH CENTER, *QUEUEING THEORY,...

We consider the choice of technique in a continuous time infinite horizon optimal growth model. There are n+2 goods, output, labor and machines M(1),M(2), ..., Mn. We can convert one unit of labor to q units of output or r(i) units of M(i), for each i. Also, we can convert one unit of labor and one unit of M(i) to q(i) units of output. We prove under some sufficient and necessary conditions that we never build any machines for the general concave utility function. If the condition is not met,...

Topics: DTIC Archive, Wu,Chsz-Hyen, CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER, *LINEAR...

For MUC-7, BBN has for the first time fielded a fully-trained system for NE, TE, and TR; results are all the output of statistical language models trained on annotated data, rather than programs executing handwritten rules. Such trained systems have some significant advantages: 1. They can be easily ported to new domains by simply annotating data with semantic answers. 2. The complex interactions that make rule-based systems difficult to develop and maintain can here be learned automatically...

Topics: DTIC Archive, Miller, Scott, BBN SYSTEMS AND TECHNOLOGIES CORP CAMBRIDGE MA, *COMPUTATIONAL...

An introduction to the basic structure of lottery games is given. Several examples from modern state lotteries are included. Statistical considerations such as tests of randomness as required in the conduct of lottery games are discussed. (Author)

Topics: DTIC Archive, Rustagi, Jagdish S, OHIO STATE UNIV COLUMBUS DEPT OF STATISTICS, *STOCHASTIC...

This thesis develops a methodology to determine an optimal policy for maintaining a satellite constellation that degrades over time. Previous work has developed a methodology to compute an optimal replacement policy for a satellite constellation in which satellites were viewed as binary entities, either operational or failed. This research extends the previous models by developing an optimal maintenance policy for satellite constellations in which each satellite may operate in a finite number...

Topics: DTIC Archive, Cook, Timothy J, AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING...

AutoMap is software for computer-assisted Network Text Analysis (NTA). NTA encodes the links among words in a text and constructs a network of the linked words. AutoMap subsumes classical Content Analysis by analyzing the existence, frequencies, and covariance of terms and themes.

Topics: DTIC Archive, Carley, Kathleen M, CARNEGIE-MELLON UNIV PITTSBURGH PA INST OF SOFTWARE RESEARCH...