Zobrazeno 1 - 10
of 196
pro vyhledávání: '"V. Nollau"'
Autor:
de Matos, P. L.
Publikováno v:
The Journal of the Operational Research Society, 2003 Oct 01. 54(10), 1117-1117.
Externí odkaz:
https://www.jstor.org/stable/4101686
Publikováno v:
Annales Geophysicae, Vol 26, Pp 231-241 (2008)
In this paper we develop a modern approach to solar cycle forecasting, based on the mathematical theory of nonlinear dynamics. We start from the design of a static curve fitting model for the experimental yearly sunspot number series, over a time
Externí odkaz:
https://doaj.org/article/097bb07425a545dda0c80038a6267d27
Publikováno v:
Annales Geophysicae, Vol 26, Pp 231-241 (2008)
Annales Geophysicae, Vol 26, Iss 2, Pp 231-241 (2008)
Annales Geophysicae, Vol 26, Iss 2, Pp 231-241 (2008)
In this paper we develop a modern approach to solar cycle forecasting, based on the mathematical theory of nonlinear dynamics. We start from the design of a static curve fitting model for the experimental yearly sunspot number series, over a time sca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3bb066d519a741d25cbe025abb77de3
https://www.ann-geophys.net/26/231/2008/
https://www.ann-geophys.net/26/231/2008/
Publikováno v:
Optimization. 53:339-353
In this article we consider the approximate solution for semi-Markov decision problems with infinite horizon, countable state space, discounted cost function and finite action space. We present converging sequences of lower and upper bounds for the v
Publikováno v:
Optimization. 48:429-451
In this paper it is shown that a modified Gauss-Seidel-Algorithm with exclusion of suboptimai actions can be used for approximative solving a continuously discounted Semi-Markovian decision problem. Moreover it is proved that the overrelaxation facto
Autor:
V. Nollau
Publikováno v:
Optimization. 39:85-97
In this paper it is shown that successive overrelaxation can be used for approximative solving a continuously discounted Semi-Markovian decision problem. The overrelaxation factor yielding minimum contraction factor is determined. This factor is at m
Autor:
V. Nollau
Publikováno v:
Optimization. 38:129-140
In this note a semi-Markovian dynamic programming model with vector-valued rewards will be considered. For the sets of maximal n-step–rewards with respect to a convex cone recurrence set relations are proved. It is shown that this set relations are
Publikováno v:
Optimization. 34:247-259
The paper deals with vector-valued semi-Markovian decision process (VSMDP). Thereby we derive a suitable definition of the optimal average reward of a VSMDP. We construct an algorithm for improving policies in the vector-valued case.
Autor:
D. Klatte, B. Luderer, J. Thierfelder, A. Göpfert, A. Wolf, M. Roth, P.H. Müller, V. Nollau, Ch Tammer, B. Marx, R. Lorentz
Publikováno v:
Optimization. 21:468-477