Hamiltonian systems discrete-time approximation: Losslessness, passivity and composability

2017 ◽  
Vol 110 ◽  
pp. 9-14 ◽  
Author(s):  
Said Aoues ◽  
Michael Di Loreto ◽  
Damien Eberard ◽  
Wilfrid Marquis-Favre
Keyword(s):  
Hamiltonian Systems ◽  
Discrete Time ◽  
Time Approximation ◽  
Discrete Time Approximation

Finite state and discrete time approximation for filters

2001 ◽  
Vol 47 (4) ◽  
pp. 2485-2495 ◽  
Author(s):  
Anna Gerardi ◽  
Paola Tardelli
Keyword(s):  
Discrete Time ◽  
Time Approximation ◽  
Discrete Time Approximation ◽  
Finite State

scholarly journals A discrete-time approximation technique for the time-cost trade-off in PERT networks

2007 ◽  
Vol 41 (1) ◽  
pp. 61-81 ◽  
Author(s):  
Amir Azaron ◽  
Masatoshi Sakawa ◽  
Reza Tavakkoli-Moghaddam ◽  
Nima Safaei
Keyword(s):  
Discrete Time ◽  
Approximation Technique ◽  
Time Cost ◽  
Trade Off ◽  
Time Approximation ◽  
Discrete Time Approximation

Continuous-time allocation indices and their discrete-time approximation

1986 ◽  
Vol 18 (03) ◽  
pp. 724-746
Author(s):  
W. J. R. Eplett
Keyword(s):  
Markov Processes ◽  
Discrete Time ◽  
Time Allocation ◽  
Optimal Policy ◽  
Continuous Time ◽  
Bandit Problems ◽  
Time Approximation ◽  
Discrete Time Approximation ◽  
Strong Markov

The theory of allocation indices for defining the optimal policy in multi-armed bandit problems developed by Gittins is presented in the continuous-time case where the projects (or ‘arms’) are strong Markov processes. Complications peculiar to the continuous-time case are discussed. This motivates investigation of whether approximation of the continuous-time problems by discrete-time versions provides a valid technique with convergent allocation indices and optimal expected rewards. Conditions are presented under which the convergence holds.

Making evacuation decisions by using a discrete-time approximation methodology

2009 ◽  
Vol 164 (2-3) ◽  
pp. 490-496 ◽  
Author(s):  
G.L.L. Reniers ◽  
A. Audenaert ◽  
B.J.M. Ale ◽  
N. Pauwels ◽  
K. Soudan
Keyword(s):  
Discrete Time ◽  
Time Approximation ◽  
Discrete Time Approximation

Discrete-time approximationsfor continuous-time Markoviancontrol systems

1984 ◽  
Vol 16 (1) ◽  
pp. 15-16
Author(s):  
A. Hordijk ◽  
F. A. Van Der Duyn Schouten
Keyword(s):  
Decision Theory ◽  
Discrete Time ◽  
Continuous Time ◽  
Time System ◽  
Time Approximation ◽  
Discrete Time Systems ◽  
Discrete Time Approximation ◽  
And Control ◽  
Time Systems ◽  
Continuous Time System

The method of discrete-time approximation is widespread in control and decision theory. However, little attention has been paid to the conditions on parameters and control under which the discrete-time systems come close to the continuous-time system.

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