dynamic programming
در نشریات گروه ریاضی-
Let $G=(V,E)$ be a graph. A double Roman dominating function (DRDF) of $G $ is a function $f:Vto {0,1,2,3}$ such that, for each $vin V$ with $f(v)=0$, there is a vertex $u $ adjacent to $v$ with $f(u)=3$ or there are vertices $x$ and $y $ adjacent to $v$ such that $f(x)=f(y)=2$ and for each $vin V$ with $f(v)=1$, there is a vertex $u $ adjacent to $v$ with $f(u)>1$. The weight of a DRDF $f$ is $ f (V) =sum_{ vin V} f (v)$. Let $n$ and $k$ be integers such that $3leq 2k+ 1 leq n$. The generalized Petersen graph $GP (n, k)=(V,E) $ is the graph with $V={u_1, u_2,ldots, u_n}cup{v_1, v_2,ldots, v_n}$ and $E={u_iu_{i+1}, u_iv_i, v_iv_{i+k}: 1 leq i leq n}$, where addition is taken modulo $n$. In this paper, we firstly prove that the decision problem associated with double Roman domination is NP-omplete even restricted to planar bipartite graphs with maximum degree at most 4. Next, we give a dynamic programming algorithm for computing a minimum DRDF (i.e., a DRDF with minimum weight along all DRDFs) of $GP(n,k )$ in $O(n81^k)$ time and space and so a minimum DRDF of $GP(n,O(1))$ can be computed in $O( n)$ time and space.Keywords: Double Roman dominating function, Algorithm, Dynamic programming, generalized Petersen graph
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این پژوهش روشی جدید در استفاده از داده های تعاملی عامل و محیط برای تنظیم اولیه ی معماری یادگیری تقویتی فازی ارایه می دهد. کندی سرعت آموزش و نحوه ی تعیین مقدار توابع عضویت ورودی دو چالش مهم در معماری یادگیری تقویتی فازی هستند. تنظیم اولیه ی پارامترهای سیستم با استفاده از داده های تعاملی می تواند راهکار مناسبی برای رفع چالش های اشاره شده باشد. در این پژوهش ابتدا با تعامل عامل با محیط و جمع آوری داده آموزشی، ماتریس احتمال انتقال حالت-عمل به حالت بعدی و امید پاداش آنی حالت-عمل به حالت بعدی محاسبه می شود. با توجه به پیوسته بودن فضای مورد بررسی، جهت تولید دو ماتریس مذکور از خوشه بندی استفاده می شود. هر خوشه یک حالت از محیط لحاظ شده و بدین صورت یک تقریب احتمال گذر از یک خوشه به خوشه ی دیگر با توجه به داده ها تعیین می شود. سپس پارامترهای سیستم فازی با تعمیم روش تکرار ارزش برنامه سازی پویا برای فضای پیوسته تنظیم می گردد. نحوه ی استفاده از روش پیشنهادی با یک مثال به طور کامل شرح داده شده است. استفاده از این روش می تواند منجر به افزایش سرعت یادگیری و کمک در تنظیم توابع عضویت ورودی سیستم فازی گردد.کلید واژگان: سیستم فازی، یادگیری تقویتی، برنامه سازی پویا، خوشه بندیThis research presents a new method of coarse-tuning the fuzzy reinforcement learning architecture using agent-environment interactive data. This method solves two main challenges the fuzzy reinforcement learning: the low-speed training process and determining the input membership functions of the fuzzy structure. First, the agent interacts with the environment to gather training data. Then, the transition probability matrix and the expected return matrix are calculated by applying a clustering algorithm due to the continuous space. Each cluster is a state of the environment, and an approximation of the transition probability from one cluster to another is calculated using the gathered data. Finally, the parameters of the fuzzy system are adjusted using the modified value iteration method of dynamic programming for the continuous space. The proposed method is fully described with an example. This method increases the learning speed and adjusts the input membership functions of the fuzzy system.Keywords: Fuzzy System, Reinforcement Learning, Dynamic programming, Clustering
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In this paper, we aim to propose a new hybrid version of the Longstaff and Schwartz algorithm under the exponential Levy Jump-diffusion model using Random Forest regression. For this purpose, we will build the evolution of the option price according to the number of paths. Further, we will show how this approach numerically depicts the convergence of the option price towards an equilibrium price when the number of simulated trajectories tends to a large number. In the second stage, we will compare this hybrid model with the classical model of the Longstaff and Schwartz algorithm (as a benchmark widely used by practitioners in pricing American options) in terms of computation time, numerical stability and accuracy. At the end of this paper, we will test both approaches on the Microsoft share “MSFT” as an example of a real market.Keywords: Monte Carlo simulation, Levy jump-diffusion model, Longstaff, Schwartz algorithm, American option, Random Forest RI regression, Microsoft ``MSFT put option, Dynamic programming
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International Journal Of Nonlinear Analysis And Applications, Volume:13 Issue: 2, Summer-Autumn 2022, PP 1649 -1661
We use some recent developments in Dynamics Programming Method to obtain a rigorous solution of the epidemic model formulated in E. Trélat [Controle optimal: théorie et applications, (online version 2020)] as an unsolved problem. In fact, this problem is proposed in the context of using Pontryagin’s Maximum Principle. We use a certain refinement of Cauchy’s Method of characteristics for stratified Hamilton-Jacobi equations to describe a large set of admissible trajectories and identify a domain on which the value function exists and is generated by a certain admissible control. The optimality is justified by using of one of the well-known verification theorems as an argument for sufficient optimality conditions.
Keywords: Optimal control, Dynamic programming, Maximum principle, Differential inclusion, Hamiltonian flow, Value function -
International Journal Of Nonlinear Analysis And Applications, Volume:13 Issue: 1, Winter-Spring 2022, PP 1985 -1998
The order picking problem is one of the key elements in warehouse management. The challenge increases during the new norm when orders can be made by going to the shop and also via online that results in high uncertainty in order volume. Despite that, customer expectation remains on fast delivery which requires the selling organizations to be able to provide fast and efficient service to meet the demand from customers. In achieving this, among the contributing factors is efficient warehouse management especially in order picking, storage assignment, sufficient resource allocation, adequate manpower handling and proper tasking allocation. Thus, in this paper, a model for order picking is modified by considering the limited picking capacity of the Order Pickers (OP), the S-shaped route in the warehouse plan and the need for complete order (all demanded items are picked). The modified model is adapted as a Dynamic Programming problem with the objective of minimizing the time taken (through minimizing distance travelled) in picking each order. The results show that testing with a set of secondary data, the modified model shows a reduction of 24.19\% in travel distance compared to using Shortest Path Problem (SPP) and Traveling Salesman Problem (TSP). At the same time, the application of the modified model using the real data shows a reduction of 11.6\% in the travelled distance as well as more quality task allocation among the OPs.
Keywords: Order picking, dynamic programming, shortest path, warehouse routing, inner warehouse transportation -
International Journal Of Nonlinear Analysis And Applications, Volume:12 Issue: 2, Summer-Autumn 2021, PP 1947 -1964
In this paper, we develop the notion of $(psi, F)$-contraction mappings introduced in cite{wad1} in $b$-metric spaces. To achieve this, we introduce the notion of generalized multi-valued $(psi, S, F)$-contraction type I mapping with respect to generalized dynamic process $D(S, T, x_0),$ generalized multi-valued $(psi, S, F)$-contraction type II mapping with respect to generalized dynamic process $D(S, T, x_0),$ and establish common fixed point results for these classes of mappings in complete $b$-metric spaces. As an application, we obtain the existence of solutions of dynamic programming and integral equations. The results presented in this paper extends and complements some related results in the literature.
Keywords: fixed point, dynamic process, generalized multi-valued (ψ, S, F)-contraction type, b-metric space, integral equations, dynamic programming -
International Journal Of Nonlinear Analysis And Applications, Volume:12 Issue: 2, Summer-Autumn 2021, PP 399 -413
The aim of this paper is to prove a nonunique common fixed point theorem of Rhoades type for two self-mappings in complete b-metric spaces. This theorem extends the results of [17] and [49]. Examples are furnished to illustrate the validity of our results. We apply our theorem to establish the existence of common solutions of a system of two nonlinear integral equations and a system of two functional equations arising in dynamic programming.
Keywords: b-metric space, Common fixed point, Picard sequence, Nonlinear integral equations, Dynamic programming -
International Journal Of Nonlinear Analysis And Applications, Volume:12 Issue: 1, Winter-Spring 2021, PP 847 -860
The Iraqi Ministry of Defense decided that there would be no escape for the terrorist gang members from the death which it proceeded to it with a false doctrine until it is eradicated from Iraq which can never be an incubator of terrorism, accordingly and with the capabilities available to the ministry, the ministry has developed two strategies: The first is allocating ten regiments from the Iraqi Special Operations Forces (ISOF) to maximize the performance of the Iraqi armed forces (IAF) in defending the homeland and maintaining its security and stability from terrorist gangs in four border regions in Iraq. The second is to reduce the arrival time of the ISOF to the battlefield by determining the optimal possible paths using an efficient scientific approach which is the dynamic programming (DP). The results of this study after solving a real-life problem proved that the proposed approach is an effective mathematical approach for taking a series of related decisions by finding maximization level of performance of ISOF and the shortest time for them to reach the battlefield.
Keywords: Allocating, Maximizing the performance, Optimal path, Reducing arrival time, Dynamic programming, DP -
در اکثر کاربردهای صنعتی یکی از مهمترین تصمیمات در مسائل اندازه انباشته تعیین بهترین مقدار تولید می باشد. در این مقاله، یک مدل برنامه ریزی ریاضی عدد صحیح برای مسئله اندازه انباشته با در نظر گرفتن زمان آماده سازی، موجودی اطمینان، هزینه کمبود و روش های مختلف تولید ارائه می شود. هدف کمینه کردن مجموع هزینه های تولید، راه اندازی، نگهداری موجودی و کمبود موجودی است. برای حل مدل ارائه شده، یک روش برنامه ریزی پویای پیش رو ارایه شده و کارایی آن با روش برنامه ریزی پویای کلاسیک پس رو مورد مقایسه قرار گرفته است. در نهایت، چندین مسئله آزمایشی با ابعاد مختلف تولید شده است. تجزیه و تحلیل آماری بر روی نتایج محاسباتی بدست آمده، نشان می دهد که روش برنامه ریزی پویای پیشنهادی از نقطه نظر زمان محاسباتی به مراتب عملکرد بهتری نسبت به برنامه ریزی پویای کلاسیک دارد.کلید واژگان: برنامه ریزی ریاضی، مسئله بهینه سازی اندازه انباشته، برنامه ریزی پویاIn most industrial applications, determining production quantities are one of the most key decision making. In this paper, an integer mathematical programming model for lot-sizing problem with considering set-up time, safety stock, shortage cost, and different production manners, is presented. The objective is to minimize summation of production, set up, holding, and shortage costs. To solve the model, a forward dynamic programming (DP) approach is presented and compared with classical backward DP method. Finally, different numerical illustrations with different dimension are generated. The statistical analysis on computational results showed that the proposed DP approach is more applicable than the classical DP in terms of computational time.Keywords: Mathematical Programming, Lot, sizing optimization problem, Dynamic programming
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