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Energy-Optimal Uplink Scheduling in Mobile Cloud Systems

WIRELESS PERSONAL COMMUNICATIONS 2018年第1期102卷 125-148页

作者： Pan, Su Wang, Shengping Chen, Yuqing Zhou, Weiwei Nanjing Univ Posts & Telecommun Coll Telecommun & Informat Engn Nanjing 210003 Jiangsu Peoples R China Nanjing Univ Posts & Telecommun Minist Educ Key Lab Broadband Wireless Commun & Sensor Networ Nanjing Jiangsu Peoples R China

This paper investigates the energy-optimal uplink scheduling in mobile cloud systems. We establish a framework to optimize the energy consumption of the terminal using OFDM technology. We first consider the fixed overhead of RRC state promotion, then, we optimize the energy consumption in slow-start stage and normal transmission stage respectively. In normal data transmission stage, we consider both single-channel transmission scenario and multi-channel transmission scenario. In single-channel transmission scenario, we present an uplink scheduling algorithm which uses dynamic programming method to adjust the transmission rate in accordance with the fluctuating multistates channel gain. In multi-channel transmission scenario, we propose four different algorithms respectively. Two algorithms of them allocate the transmission rate only among sub-channels and the other two allocate the transmission rate among both time slots and sub-channels. The numerical results show that when the average transmission rate is low, significant amount of energy can be saved by the presented algorithms. The results provide a method for mobile terminals to save energy, i.e., uploading applications to the cloud when data size is small or when the terminal is allocated with wide spectral bandwidth.

关键词： Mobile cloud computing Energy optimization Uplink scheduling dynamic programming method OFDM

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An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches

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APPLIED MATHEMATICS LETTERS 2013年第4期26卷 481-486页

作者： Koo, Jung Lim Koo, Byung Lim Shin, Yong Hyun Xiamen Univ Wang Yanan Inst Studies Econ Xiamen 361005 Fujian Peoples R China Sookmyung Womens Univ Dept Math Seoul 140742 South Korea

We consider an optimal consumption, leisure, investment, and voluntary retirement problem for an agent with a Cobb Douglas utility function. Using dynamic programming, we derive closed form solutions for the value function and optimal strategies for consumption, leisure, investment, and retirement. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： Consumption and leisure Voluntary retirement Cobb-Douglas utility dynamic programming method Portfolio selection

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Convergence of a Numerical method for Solving the Optimal Control Problem of Panel Forming under Creep Conditions

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COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS 2024年第1期64卷 45-55页

作者： Bormotin, K. S. Komsomolsk On Amur State Tech Univ Komsomolsk On Amur 681013 Russia

A dynamic programming method is used for the numerical solution of optimal control problems for forming structural elements under creep conditions. The method is implemented in a finite-element software package. The s... 详细信息

关键词： optimal control problems forming process dynamic programming method finite-element method creep

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Numerical Optimization of the Kinematic Scheme of Multi-Point Forming of Panel in the Creep Mode

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MECHANICS OF SOLIDS 2022年第5期57卷 1086-1096页

作者： Bormotin, K. S. Krivenok, A. A. Komsomolsk Na Amure State Univ Komsomolsk Na Amure 681013 Khabarovsky Kra Russia

In the technological processes of manufacturing thin-walled parts for aircraft industry, the stages of shaping in the creep mode are used. Such modes make it possible to control damage by choosing a kinematic deformation scheme. An optimal control problem, which is solved by the dynamic programming method, is formulated. The implementation of the numerical optimization method has been carried out using the Marc finite element software package. To analyze deformation schemes, modeling of the panel shaping process in a reconfigurable core punch is considered. High-strength alloys can manifest the properties of anisotropy and multimodulus behavior to tension and compression. According to the obtained results, these properties correspond to different kinematic deformation schemes.

关键词： creep anisotropy multimodulus behavior damage shaping finite element method optimal control problem dynamic programming method

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Optimal control for uncertain random continuous-time systems

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OPTIMIZATION 2023年第6期72卷 1385-1428页

作者： Chen, Xin Zhu, Yuanguo Li, Bo Nanjing Univ Sci & Technol Sch Math & Stat Nanjing Jiangsu Peoples R China Nanjing Univ Finance & Econ Sch Appl Math Nanjing Peoples R China

Chance theory is a useful tool to deal with the analysis of indeterminacy, including both uncertainty and randomness. Based on chance theory, an optimal control for uncertain random continuous-time systems is introduced to design dynamic optimization problems. Applying the method of dynamic programming, the principle of optimality is presented and then the equation of optimality is provided to solve the proposed problem. Meanwhile, three special cases of optimal control problems are discussed by using the equation obtained. Finally, a numerical example and an optimal cash balance problem are given to show the effectiveness of the results achieved.

关键词： Optimal control chance theory dynamic programming method continuous-time systems

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An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach

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JOURNAL OF INEQUALITIES AND APPLICATIONS 2015年第1期2015卷 1页

作者： Lee, Ho-Seok Shin, Yong Hyun POSTECH Res Inst Finance & Risk Management Pohang 37673 South Korea Sookmyung Womens Univ Dept Math Seoul 04310 South Korea

In this paper, we study an optimal portfolio, consumption-leisure and retirement choice problem for an infinitely lived economic agent with a CES utility function. Using the dynamic programming method, we obtain the value function and optimal investment, consumption, leisure, and retirement strategies in analytic form. Numerically we observe that the threshold retirement wealth level is an increasing function with respect to the elasticity of substitution.

关键词： consumption and leisure portfolio selection voluntary retirement CES utility dynamic programming method free boundary value problem

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Optimal Control Synthesis in Therapy of Solid Tumor Growth

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COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS 2008年第6期48卷 892-911页

作者： Bratus', A. S. Chumerina, E. S. Moscow State Transport Univ MIIT Moscow 101475 Russia

A mathematical model of tumor growth therapy is considered. The total amount of a drug is bounded and fixed. The problem is to choose an optimal therapeutic strategy, i.e., to choose an amount of the drug permanently affecting the tumor that minimizes the number of tumor cells by a given time. The problem is solved by the dynamic programming method. Exact and approximate solutions to the corresponding Hamilton-Jacobi-Bellman equation are found. An error estimate is proved. Numerical results are presented.

关键词： optimal therapy dynamic programming method avascular tumor optimal control synthesis

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A stochastic Nash equilibrium portfolio game between two DC pension funds

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INSURANCE MATHEMATICS & ECONOMICS 2016年第0期70卷 237-244页

作者： Guan, Guohui Liang, Zongxia Tsinghua Univ Dept Math Sci Beijing 100084 Peoples R China

In this paper, we study the stochastic Nash equilibrium portfolio game between two pension funds under inflation risks. The financial market consists of cash, bond and two stocks. It is assumed that the price index is derived through a generalized Fisher equation while the bond is related to the price index to hedge the risk of inflation. Besides, these two pension managers can invest in their familiar stocks. The goal of the pension managers is to maximize the utility of the weighted terminal wealth and relative wealth. dynamic programming method is employed to derive the Nash equilibrium strategies. In the end, a numerical analysis is presented to reveal the economic behaviors of the two DC pension funds. (C) 2016 Elsevier B.V. All rights reserved.

关键词： Defined contribution pension plan Stochastic portfolio game Nash equilibrium Inflation risk dynamic programming method

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Comparative Study of SDP and DP methods for Optimal Water Release from Reservoirs: A Case Study on the Dez Dam, Iran

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JORDAN JOURNAL OF CIVIL ENGINEERING 2018年第1期12卷 22-34页

作者： Adib, Arash Ahmadeanfar, Iman Shahid Chamran Univ Ahvaz Iran

Due to increase in population and occurrence of extreme droughts in recent years, correct management and planning of water resources are essential and considered vital needs in the Middle East countries. Optimal water release from reservoirs is part of water resource management. For optimization of water release from reservoirs, different methods can be applied. In this research, dynamic programming (DP) method (a discrete method for optimization) and stochastic discrete programming (SDP) method (a stochastic discrete method for optimization) are considered for optimal operation of Dez dam reservoir. The Dez dam locates in the southwest of Iran. Useful storage of the reservoir of the Dez dam is 2993.27 Mcm. This dam was constructed in 1963. This research shows that reliability and resiliency of SDP method are higher than those of DP method, whereas vulnerability of SDP method is less than that of DP method. Also, SDP method can show months in which deficits occur correctly. The number of deficits in SDP method is less than that in DP method. In addition, in this research, variations of the number of deficits are evaluated in relation to variations of inflow to the reservoir. Sensitivity of DP method to variations of inflow to the reservoir is higher than that of SDP method.

关键词： dynamic programming method Optimization Stochastic programming method

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Optimal consumption-investment with critical wealth level

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JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 2016年第2期443卷 913-925页

作者： Choi, Sungsub Kim, Sungjun Shim, Gyoocheol Pohang Univ Sci & Technol Dept Math Pohang 790784 South Korea Ajou Univ Dept Financial Engn Suwon 443749 South Korea

We consider a consumption-investment problem in which the relevant economic conditions change, depending on whether the wealth exceeds a critical level or not. We propose a dynamic programming method to solve the problem by dividing the problem into subproblems split by wealth levels, and imposing a freeze condition at the boundaries. We then join the solutions of the subproblems so that the resulting value function is piecewise C-2. The methodology is illustrated through an application to a problem with nonnegative life insurance constraint. (C) 2016 Elsevier Inc. All rights reserved.

关键词： Consumption Investment Critical wealth dynamic programming method Nonnegative insurance premium constraint

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