Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userDynamic programming using radial basis functions
141
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepards moving least squares approximation method. We prove convergence of the approximate optimal value function to the true one and present several numerical experiments.
rate research
Read More
This paper addresses the issue of data injection attacks on control systems. We consider attacks which aim at maximizing system disruption while staying undetected in the finite horizon. The maximum possible disruption caused by such attacks is formulated as a non-convex optimization problem whose dual problem is a convex semi-definite program. We show that the duality gap is zero using S-lemma. To determine the optimal attack vector, we formulate a soft-constrained optimization problem using the Lagrangian dual function. The framework of dynamic programming for indefinite cost functions is used to solve the soft-constrained optimization problem and determine the attack vector. Using the Karush-Kuhn-Tucker conditions, we also provide necessary and sufficient conditions under which the obtained attack vector is optimal to the primal problem.
We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-dimensional, discrete state-spaces for direct computation of the value function from the Bellman equation. For the case that the value function of the dynamic program is concave extensible and submodular in its state-space, we present a new algorithm that computes deterministic upper and stochastic lower bounds of the value function similar to dual dynamic programming. We then show that the proposed algorithm terminates after a finite number of iterations. Finally, we demonstrate the efficacy of our approach on a high-dimensional numerical example from delivery slot pricing in attended home delivery.
In this paper we consider two sources of enhancement for the meshfree Lagrangian particle method smoothed particle hydrodynamics (SPH) by improving the accuracy of the particle approximation. Namely, we will consider shape functions constructed using: moving least-squares approximation (MLS); radial basis functions (RBF). Using MLS approximation is appealing because polynomial consistency of the particle approximation can be enforced. RBFs further appeal as they allow one to dispense with the smoothing-length -- the parameter in the SPH method which governs the number of particles within the support of the shape function. Currently, only ad hoc methods for choosing the smoothing-length exist. We ensure that any enhancement retains the conservative and meshfree nature of SPH. In doing so, we derive a new set of variationally-consistent hydrodynamic equations. Finally, we demonstrate the performance of the new equations on the Sod shock tube problem.
Three-dimensional object recognition has recently achieved great progress thanks to the development of effective point cloud-based learning frameworks, such as PointNet and its extensions. However, existing methods rely heavily on fully connected layers, which introduce a significant amount of parameters, making the network harder to train and prone to overfitting problems. In this paper, we propose a simple yet effective framework for point set feature learning by leveraging a nonlinear activation layer encoded by Radial Basis Function (RBF) kernels. Unlike PointNet variants, that fail to recognize local point patterns, our approach explicitly models the spatial distribution of point clouds by aggregating features from sparsely distributed RBF kernels. A typical RBF kernel, e.g. Gaussian function, naturally penalizes long-distance response and is only activated by neighboring points. Such localized response generates highly discriminative features given different point distributions. In addition, our framework allows the joint optimization of kernel distribution and its receptive field, automatically evolving kernel configurations in an end-to-end manner. We demonstrate that the proposed network with a single RBF layer can outperform the state-of-the-art Pointnet++ in terms of classification accuracy for 3D object recognition tasks. Moreover, the introduction of nonlinear mappings significantly reduces the number of network parameters and computational cost, enabling significantly faster training and a deployable point cloud recognition solution on portable devices with limited resources.
This paper discusses the odds problem, proposed by Bruss in 2000, and its variants. A recurrence relation called a dynamic programming (DP) equation is used to find an optimal stopping policy of the odds problem and its variants. In 2013, Buchbinder, Jain, and Singh proposed a linear programming (LP) formulation for finding an optimal stopping policy of the classical secretary problem, which is a special case of the odds problem. The proposed linear programming problem, which maximizes the probability of a win, differs from the DP equations known for long time periods. This paper shows that an ordinary DP equation is a modification of the dual problem of linear programming including the LP formulation proposed by Buchbinder, Jain, and Singh.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
