Control under Complete Observation

Author(s):  
Ratnesh Kumar ◽  
Vijay K. Garg
Keyword(s):  
2009 ◽  
Vol 123 (3) ◽  
pp. 260 ◽  
Author(s):  
J. W. Sheldon ◽  
Gregory Reed ◽  
A. Cheyenne Burnett ◽  
Kevin Li ◽  
Robert L. Crabtree

We observed a single adult male Coyote (Canis latrans) kill a Bison (Bison bison) calf in Yellowstone National Park. The predation is, to our knowledge, the only direct and complete observation of a lone Coyote capturing and killing a Bison calf. The bison calf had unsuccessfully attempted to ford a river with a group and subsequently become stranded alone in the territory of a six-year-old alpha male Coyote.


PLoS ONE ◽  
2021 ◽  
Vol 16 (1) ◽  
pp. e0245344
Author(s):  
Jianye Zhou ◽  
Yuewen Jiang ◽  
Biqing Huang

Background Outbreaks of infectious diseases would cause great losses to the human society. Source identification in networks has drawn considerable interest in order to understand and control the infectious disease propagation processes. Unsatisfactory accuracy and high time complexity are major obstacles to practical applications under various real-world situations for existing source identification algorithms. Methods This study attempts to measure the possibility for nodes to become the infection source through label ranking. A unified Label Ranking framework for source identification with complete observation and snapshot is proposed. Firstly, a basic label ranking algorithm with complete observation of the network considering both infected and uninfected nodes is designed. Our inferred infection source node with the highest label ranking tends to have more infected nodes surrounding it, which makes it likely to be in the center of infection subgraph and far from the uninfected frontier. A two-stage algorithm for source identification via semi-supervised learning and label ranking is further proposed to address the source identification issue with snapshot. Results Extensive experiments are conducted on both synthetic and real-world network datasets. It turns out that the proposed label ranking algorithms are capable of identifying the propagation source under different situations fairly accurately with acceptable computational complexity without knowing the underlying model of infection propagation. Conclusions The effectiveness and efficiency of the label ranking algorithms proposed in this study make them be of practical value for infection source identification.


1869 ◽  
Vol 17 ◽  
pp. 427-429

A single reading of one end of a dipping-needle placed in a dip-circle provided with microscopes for observing is liable to a variety of instrumental errors, which are eliminated by taking the mean of the sixteen readings of the two ends in the eight different positions included in a complete observation. Nevertheless it is found that with the best modern instruments a mean value results from these sixteen observations different for each different needle, and that the difference between the results obtained with two different needles is not the same at all times. The irregularities in the values of the dip observed at Bombay with two needles of excellent character made by Barrow of London, led the author to investigate the effect of a hypothetical irregularity in the shape of the axle of the needle, such that a section of the axle by a plane perpendicular to its axis would be elliptical instead of circular in form. Another source of error, which was brought to the notice of the Royal Society many years ago in a paper published in the Proceedings, is the displacement of the centre of gravity of the needle from the centre of the axle, combined with inequality in the magnetization of the needle when the poles are direct and reversed. Experience has led the author to the conclusion that the usual method of magnetization, by a definite number of passes of the same pair of bar-magnets, communicates magnetism to the needle very unequally when the one end of the needle is made north and when the other end is made north. Consequently it is advisable to investigate the effects of ellipticity of the axle and of displacement of the centre of gravity at the same time, which the author proceeds to do.


1869 ◽  
Vol 17 ◽  
pp. 426-427

The observations made by the author were of the three usual elements —the Dip, Declination, and Intensity of the Horizontal Component of the Force. They were taken with instruments supplied to the Colaba Observatory in the year 1867 through the Kew Committee of the British Association, after having been tested at the Kew Observatory. The dip-circle was made by Barrow of London, and is furnished with two needles; the other instrument, the unifilar magnetometer, which serves both for observations of declination and horizontal force, was made by Elliott Brothers of London. The results of the observations for dip only have as yet been received from the author. A complete observation consists of thirty-two readings, each end of the needle being read twice in each different position of the needle and circle; and the mean of the thirty-two is taken as the result of the observation. The observations were 178 in number, commencing on the 29th of April 1867, and extending to the 29th of December 1868. They were generally taken, with the two needles alternately, on particular days of the week. Up to August 17, 1867, the observations commenced with either end (A or B) of the needle dipping, and without remagnetizing the needle; i. e . the magnetization for the latter half of one observation was made to serve for the first half of the next observation with the same needle, the two needles having been kept during the interval with contrary poles adjacent in a zinc box; but after August 17, 1867, the needle was always remagnetized, so as to make the end A dip during the first half of the observation. The effect of this change of practice was to produce a marked increase in the accordance of successive observations. Tables are given containing every complete observation made up to the end of 1868, and showing, as well as the mean dip, the partial results in each position of the circle, and with each end of the needle dipping, and also the mean weekly and mean monthly values. The mean dip obtained for the months April to December 1867 was 19° 2'.00, and for the year 1868 was 19° 3'.87. The period embraced by the observations is too limited to allow of an exact determination of the rate of secular change; nevertheless the observations show distinctly that the dip is increasing. The author takes + l'.3 as the rate of annual change.


2005 ◽  
Vol 42 (2) ◽  
pp. 362-378 ◽  
Author(s):  
Ulrich Rieder ◽  
Nicole Bäuerle

We study portfolio optimization problems in which the drift rate of the stock is Markov modulated and the driving factors cannot be observed by the investor. Using results from filter theory, we reduce this problem to one with complete observation. In the cases of logarithmic and power utility, we solve the problem explicitly with the help of stochastic control methods. It turns out that the value function is a classical solution of the corresponding Hamilton-Jacobi-Bellman equation. As a special case, we investigate the so-called Bayesian case, i.e. where the drift rate is unknown but does not change over time. In this case, we prove a number of interesting properties of the optimal portfolio strategy. In particular, using the likelihood-ratio ordering, we can compare the optimal investment in the case of observable drift rate to that in the case of unobservable drift rate. Thus, we also obtain the sign of the drift risk.


2005 ◽  
Vol 42 (02) ◽  
pp. 362-378 ◽  
Author(s):  
Ulrich Rieder ◽  
Nicole Bäuerle

We study portfolio optimization problems in which the drift rate of the stock is Markov modulated and the driving factors cannot be observed by the investor. Using results from filter theory, we reduce this problem to one with complete observation. In the cases of logarithmic and power utility, we solve the problem explicitly with the help of stochastic control methods. It turns out that the value function is a classical solution of the corresponding Hamilton-Jacobi-Bellman equation. As a special case, we investigate the so-called Bayesian case, i.e. where the drift rate is unknown but does not change over time. In this case, we prove a number of interesting properties of the optimal portfolio strategy. In particular, using the likelihood-ratio ordering, we can compare the optimal investment in the case of observable drift rate to that in the case of unobservable drift rate. Thus, we also obtain the sign of the drift risk.


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