• Title/Summary/Keyword: Minimax problem

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Quasi-Deadbeat Minimax Estimation for Deterministic Generic Linear Models

  • Lee, Kwan-Ho;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.45.5-45
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    • 2002
  • In this paper, a quasi-deadbeat minimax estimation (QME) is proposed as a new class of time-domain parameter estimations for deterministic generic linear models. Linearity, quasi-deadbeat property, FIR structure, and independency of the initial parameter information will be required in advance, in addition to a new performance criterion of a worst case gain between the disturbances and the current estimation error. The proposed QME is obtained in a closed form by directly solving an optimization problem. The QME is represented in both a batch form and an iterative form. A fast algorithm for the suggested estimation is also presented, which is remarkable in view...

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A numerical solver for quantitative pursuit-evasion game (정량적 추적자-회피자 게임을 위한 수치해석기)

  • 이훈구;탁민제
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.474-477
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    • 1996
  • In this paper, a numerical method is developed to solve the 2 dimensional missile/target persuit-evasion game. The numerical solver for the problem is composed of two parts: parametrization of the kinematic equations of motion using collocation and optimization of the parametrized minimax problem using a nonlinear programming. A numerical example is solved to verify the performance of the proposed numerical scheme.

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Robust parameter set selection of unsteady flow model using Pareto optimums and minimax regret approach (파레토 최적화와 최소최대 후회도 방법을 이용한 부정류 계산모형의 안정적인 매개변수 추정)

  • Li, Li;Chung, Eun-Sung;Jun, Kyung Soo
    • Journal of Korea Water Resources Association
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    • v.50 no.3
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    • pp.191-200
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    • 2017
  • A robust parameter set (ROPS) selection framework for an unsteady flow model was developed by combining Pareto optimums obtained by outcomes of model calibration using multi-site observations with the minimax regret approach (MRA). The multi-site calibration problem which is a multi-objective problem was solved by using an aggregation approach which aggregates the weighted criteria related to different sites into one measure, and then performs a large number of individual optimization runs with different weight combinations to obtain Pareto solutions. Roughness parameter structure which can describe the variation of Manning's n with discharges and sub-reaches was proposed and the related coefficients were optimized as model parameters. By applying the MRA which is a decision criterion, the Pareto solutions were ranked based on the obtained regrets related to each Pareto solution, and the top-rated one due to the lowest aggregated regrets of both calibration and validation was determined as the only ROPS. It was found that the determination of variable roughness and the corresponding standardized RMSEs at the two gauging stations varies considerably depending on the combinations of weights on the two sites. This method can provide the robust parameter set for the multi-site calibration problems in hydrologic and hydraulic models.

Two Uncertain Programming Models for Inverse Minimum Spanning Tree Problem

  • Zhang, Xiang;Wang, Qina;Zhou, Jian
    • Industrial Engineering and Management Systems
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    • v.12 no.1
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    • pp.9-15
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    • 2013
  • An inverse minimum spanning tree problem makes the least modification on the edge weights such that a predetermined spanning tree is a minimum spanning tree with respect to the new edge weights. In this paper, the concept of uncertain ${\alpha}$-minimum spanning tree is initiated for minimum spanning tree problem with uncertain edge weights. Using different decision criteria, two uncertain programming models are presented to formulate a specific inverse minimum spanning tree problem with uncertain edge weights involving a sum-type model and a minimax-type model. By means of the operational law of independent uncertain variables, the two uncertain programming models are transformed to their equivalent deterministic models which can be solved by classic optimization methods. Finally, some numerical examples on a traffic network reconstruction problem are put forward to illustrate the effectiveness of the proposed models.

Q-learning to improve learning speed using Minimax algorithm (미니맥스 알고리즘을 이용한 학습속도 개선을 위한 Q러닝)

  • Shin, YongWoo
    • Journal of Korea Game Society
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    • v.18 no.4
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    • pp.99-106
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    • 2018
  • Board games have many game characters and many state spaces. Therefore, games must be long learning. This paper used reinforcement learning algorithm. But, there is weakness with reinforcement learning. At the beginning of learning, reinforcement learning has the drawback of slow learning speed. Therefore, we tried to improve the learning speed by using the heuristic using the knowledge of the problem domain considering the game tree when there is the same best value during learning. In order to compare the existing character the improved one. I produced a board game. So I compete with one-sided attacking character. Improved character attacked the opponent's one considering the game tree. As a result of experiment, improved character's capability was improved on learning speed.

Asymptotically Adimissible and Minimax Estimators of the Unknown Mean

  • Andrew L. Rukhin;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.191-200
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    • 1993
  • An asymptotic estimation problem of the unknown mean is studied under a general loss function. The proof of this result is based on the asymptotic expansion of the risk function. Also conditions for second order admissibility and minimaxity of a class of estimators depending only on the sample mean are established.

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An Empiricla Bayes Estimation of Multivariate nNormal Mean Vector

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.15 no.2
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    • pp.97-106
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    • 1986
  • Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

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Estimating the AUC of the MROC curve in the presence of measurement errors

  • G, Siva;R, Vishnu Vardhan;Kamath, Asha
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.533-545
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    • 2022
  • Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

EXISTENCE AND MULTIPLICITY RESULTS FOR SOME FOURTH ORDER SEMILINEAR ELLIPTIC PROBLEMS

  • Jin, Yinghua;Wang, Xuechun
    • Korean Journal of Mathematics
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    • v.17 no.4
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    • pp.473-480
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    • 2009
  • We prove the existence and multiplicity of nontrivial solutions for a fourth order problem ${\Delta}^2u+c{\Delta}u={\alpha}u-{\beta}(u+1)^-$ in ${\Omega}$, ${\Delta}u=0$ and $u=0$ on ${\partial}{\Omega}$, where ${\lambda}_1{\leq}c{\leq}{\lambda}_2$ (where $({\lambda}_i)_{i{\geq}1}$ is the sequence of the eigenvalues of $-{\Delta}$ in$H_0^1({\Omega})$) and ${\Omega}$ is a bounded open set in $R^N$ with smooth boundary ${\partial}{\Omega}$. The results are proved by applying minimax arguments and linking theory.

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