Discrete-time closed-form solution of timeoptimal seek control for hard disk drives

2005 ◽  
Author(s):  
Wonbo Shim ◽  
J.C. Morris
Keyword(s):  
Closed Form ◽  
Discrete Time ◽  
Hard Disk Drives ◽  
Closed Form Solution ◽  
Hard Disk ◽  
Form Solution ◽  
Disk Drives

scholarly journals Closed-form solution of discrete-time optimal control and its convergence

2018 ◽  
Vol 12 (3) ◽  
pp. 413-418 ◽  
Author(s):  
Hehong Zhang ◽  
Yunde Xie ◽  
Gaoxi Xiao ◽  
Chao Zhai
Keyword(s):  
Optimal Control ◽  
Closed Form ◽  
Discrete Time ◽  
Closed Form Solution ◽  
Form Solution ◽  
Time Optimal Control ◽  
Time Optimal

scholarly journals A Stochastic Analysis of Hard Disk Drives

2011 ◽  
Vol 2011 ◽  
pp. 1-21 ◽  
Author(s):  
Field Cady ◽  
Yi Zhuang ◽  
Mor Harchol-Balter
Keyword(s):  
Stochastic Analysis ◽  
Hard Disk Drives ◽  
Closed Form Solution ◽  
Hard Disk ◽  
Form Solution ◽  
Access Time ◽  
Analytical Technique ◽  
Wide Range ◽  
Average Access Time ◽  
Memory Request

We provide a stochastic analysis of hard disk performance, including a closed form solution for the average access time of a memory request. The model we use covers a wide range of types and applications of disks, and in particular it captures modern innovations like zone bit recording. The derivation is based on an analytical technique we call “shuffling”, which greatly simplifies the analysis relative to previous work and provides a simple, easy-to-use formula for the average access time. Our analysis can predict performance of single disks for a wide range of disk types and workloads. Furthermore, it can predict the performance benefits of several optimizations, including short stroking and mirroring, which are common in disk arrays.

THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH

2013 ◽  
Vol 43 (2) ◽  
pp. 97-121 ◽  
Author(s):  
Jeffrey T. Tsai ◽  
Larry Y. Tzeng
Keyword(s):  
Mortality Rate ◽  
Normal Distribution ◽  
Closed Form ◽  
Discrete Time ◽  
Closed Form Solution ◽  
Contingent Claims ◽  
Form Solution ◽  
Equilibrium Approach ◽  
Risk Free Rate ◽  
Free Rate

AbstractThis study introduces an equilibrium approach to price mortality-linked securities in a discrete time economy, assuming that the mortality rate has a transformed normal distribution. This pricing method complements current studies on the valuation of mortality-linked securities, which only have discrete trading opportunities and insufficient market trading data. Like the Wang transform, the valuation relationship is still risk-neutral (preference-free) and the mortality-linked security is priced as the expected value of its terminal payoff, discounted by the risk-free rate. This study provides an example of pricing the Swiss Re mortality bond issued in 2003 and obtains an approximated closed-form solution.

A Closed Form Solution for Discrete-Time Linear-Quadratic Nash Games

1987 ◽  
Vol 20 (9) ◽  
pp. 425-429
Author(s):  
H. Abou-kandil ◽  
P. Bertrand ◽  
M. Drouin
Keyword(s):  
Closed Form ◽  
Discrete Time ◽  
Closed Form Solution ◽  
Form Solution ◽  
Linear Quadratic ◽  
Nash Games ◽  
Time Linear
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