An efficient algorithm for calculating Profust failure probability
نویسندگان
چکیده
منابع مشابه
An Efficient Motion Planning Algorithm for Stochastic Dynamic Systems with Constraints on Probability of Failure
When controlling dynamic systems, such as mobile robots in uncertain environments, there is a trade off between risk and reward. For example, a race car can turn a corner faster by taking a more challenging path. This paper proposes a new approach to planning a control sequence with a guaranteed risk bound. Given a stochastic dynamic model, the problem is to find a control sequence that optimiz...
متن کاملAn efficient surrogate-based method for computing rare failure probability
Article history: Received 31 December 2010 Received in revised form 13 July 2011 Accepted 11 August 2011 Available online 28 August 2011
متن کاملAn efficient high-probability algorithm for Linear Bandits
For the linear bandit problem, we extend the analysis of algorithm CombEXP from Combes et al. [2015] to the high-probability case against adaptive adversaries, allowing actions to come from an arbitrary polytope. We prove a high-probability regret of O(T2/3) for time horizon T. While this bound is weaker than the optimal O( √ T) bound achieved by GeometricHedge in Bartlett et al. [2008], CombEX...
متن کاملAN EFFICIENT METAHEURISTIC ALGORITHM FOR ENGINEERING OPTIMIZATION: SOPT
Metaheuristic algorithms are well-known optimization tools which have been employed for solving a wide range of optimization problems so far. In the present study, a simple optimization (SOPT) algorithm with two main steps namely exploration and exploitation, is provided for practical applications. Aside from a reasonable rate of convergence attained, the ease in its implementation and dependen...
متن کاملProbability Generating Functions for Sattolo’s Algorithm
In 1986 S. Sattolo introduced a simple algorithm for uniform random generation of cyclic permutations on a fixed number of symbols. Recently, H. Prodinger analysed two important random variables associated with the algorithm, and found their mean and variance. H. Mahmoud extended Prodinger’s analysis by finding limit laws for the same two random variables.The present article, starting from the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Chinese Journal of Aeronautics
سال: 2019
ISSN: 1000-9361
DOI: 10.1016/j.cja.2019.03.027