Relevant bibliographies by topics / Control Variate

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Control Variate'

Author: Grafiati
Published: 4 June 2021
Last updated: 9 February 2022

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Journal articles on the topic "Control Variate"

1

Nelson, Barry L. "Control Variate Remedies." Operations Research 38, no. 6 (1990): 974–92. http://dx.doi.org/10.1287/opre.38.6.974.

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Bauer, Kenneth W., and James R. Wilson. "Control-variate selection criteria." Naval Research Logistics 39, no. 3 (1992): 307–21. http://dx.doi.org/10.1002/nav.3220390303.

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Nelson, Barry L. "On control variate estimators." Computers & Operations Research 14, no. 3 (1987): 219–25. http://dx.doi.org/10.1016/0305-0548(87)90024-4.

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SCHMEISER, BRUCE W., MICHAEL R. TAAFFE, and JIN WANG. "Biased control-variate estimation." IIE Transactions 33, no. 3 (2001): 219–28. http://dx.doi.org/10.1080/07408170108936824.

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Pasupathy, Raghu, Bruce W. Schmeiser, Michael R. Taaffe, and Jin Wang. "Control-variate estimation using estimated control means." IIE Transactions 44, no. 5 (2012): 381–85. http://dx.doi.org/10.1080/0740817x.2011.610430.

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Ma, JunMei, and Chenglong Xu. "An efficient control variate method for pricing variance derivatives." Journal of Computational and Applied Mathematics 235, no. 1 (2010): 108–19. http://dx.doi.org/10.1016/j.cam.2010.05.017.

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Henderson, Shane G., and Burt Simon. "Adaptive simulation using perfect control variates." Journal of Applied Probability 41, no. 03 (2004): 859–76. http://dx.doi.org/10.1017/s0021900200020593.

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We introduce adaptive-simulation schemes for estimating performance measures for stochastic systems based on the method of control variates. We consider several possible methods for adaptively tuning the control-variate estimators, and describe their asymptotic properties. Under certain assumptions, including the existence of a ‘perfect control variate’, all of the estimators considered converge faster than the canonical rate ofn−1/2, wherenis the simulation run length. Perfect control variates for a variety of stochastic processes can be constructed from ‘approximating martingales’. We prove
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Henderson, Shane G., and Burt Simon. "Adaptive simulation using perfect control variates." Journal of Applied Probability 41, no. 3 (2004): 859–76. http://dx.doi.org/10.1239/jap/1091543430.

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We introduce adaptive-simulation schemes for estimating performance measures for stochastic systems based on the method of control variates. We consider several possible methods for adaptively tuning the control-variate estimators, and describe their asymptotic properties. Under certain assumptions, including the existence of a ‘perfect control variate’, all of the estimators considered converge faster than the canonical rate of n−1/2, where n is the simulation run length. Perfect control variates for a variety of stochastic processes can be constructed from ‘approximating martingales’. We pro
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Gobet, Emmanuel, and Céline Labart. "Solving BSDE with Adaptive Control Variate." SIAM Journal on Numerical Analysis 48, no. 1 (2010): 257–77. http://dx.doi.org/10.1137/090755060.

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Fan, Shaohua, Stephen Chenney, Bo Hu, Kam-Wah Tsui, and Yu-chi Lai. "Optimizing Control Variate Estimators for Rendering." Computer Graphics Forum 25, no. 3 (2006): 351–57. http://dx.doi.org/10.1111/j.1467-8659.2006.00954.x.

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Dissertations / Theses on the topic "Control Variate"

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Sun, Na. "Control variate approach for multi-user estimation via Monte Carlo simulation." Thesis, Boston University, 2013. https://hdl.handle.net/2144/12857.

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Thesis (Ph.D.)--Boston University PLEASE NOTE: Boston University Libraries did not receive an Authorization To Manage form for this thesis or dissertation. It is therefore not openly accessible, though it may be available by request. If you are the author or principal advisor of this work and would like to request open access for it, please contact us at open-help@bu.edu. Thank you.<br>Monte Carlo (MC) simulation forms a very flexible and widely used computational method employed in many areas of science and engineering. The focus of this research is on the variance reduction technique of Con
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Dyakopu, Neliswa B. "Discrete time methods of pricing Asian options." Thesis, University of Western Cape, 2014. http://hdl.handle.net/11394/3341.

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>Magister Scientiae - MSc<br>This dissertation studies the computation methods of pricing of Asian options. Asian options are options in which the underlying variable is the average price over a period of time. Because of this, Asian options have a lower volatility and this render them cheaper relative to their European counterparts. Asian options belong to the so-called path-dependent derivatives; they are among the most difficult to price and hedge both analytically and numerically. In practice, it is only discrete Asian options that are traded, however continuous Asian options are used for
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Hughes, Christopher Scott. "Variable Sampling Rate Control Charts for Monitoring Process Variance." Diss., Virginia Tech, 1999. http://hdl.handle.net/10919/37643.

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Industrial processes are subject to changes that can adversely affect product quality. A change in the process that increases the variability of the output of the process causes the output to be less uniform and increases the probability that individual items will not meet specifications. Statistical control charts for monitoring process variance can be used to detect an increase in the variability of the output of a process so that the situation can be repaired and product uniformity restored. Control charts that increase the sampling rate when there is evidence the variance has
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Erkki, Robert, and Philip Johnsson. "Quality Data Management in the Next Industrial Revolution : A Study of Prerequisites for Industry 4.0 at GKN Aerospace Sweden." Thesis, Luleå tekniska universitet, Institutionen för ekonomi, teknik och samhälle, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-69341.

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The so-called Industry 4.0 is by its agitators commonly denoted as the fourth industrial revolution and promises to turn the manufacturing sector on its head. However, everything that glimmers is not gold and in the backwash of hefty consultant fees questions arises: What are the drivers behind Industry 4.0? Which barriers exists? How does one prepare its manufacturing procedures in anticipation of the (if ever) coming era? What is the internet of things and what file sizes’ is characterised as big data? To answer these questions, this thesis aims to resolve the ambiguity surrounding the defin
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Buzachero, Luiz Francisco Sanches. "Controle robusto chaveado de sistemas lineares variantes no tempo com aplicação em falhas estruturais /." Ilha Solteira, 2014. http://hdl.handle.net/11449/110512.

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Orientador: Edvaldo Assunção<br>Banca: Marcelo Carvalho Minhoto Teixeira<br>Banca: Rodrigo Cardim<br>Banca: Marcio Roberto Covacic<br>Banca: Eduardo Fontoura Costa<br>Resumo: Nesta tese apresentam-se resultados para a estabilidade robusta de sistemas lineares sujeitos a incertezas paramétricas do tipo politópicas, variantes no tempo (do inglês Linear Parameter Varying - LPV). De início, expõe-se um método aprimorado para o projeto com otimização da norma de controladores robustos via desigualdades matriciais lineares (do inglês Linear Matrix Inequalitites - LMIs), com base na teoria de estabil
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Buzachero, Luiz Francisco Sanches [UNESP]. "Controle robusto chaveado de sistemas lineares variantes no tempo com aplicação em falhas estruturais." Universidade Estadual Paulista (UNESP), 2014. http://hdl.handle.net/11449/110512.

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Made available in DSpace on 2014-11-10T11:09:48Z (GMT). No. of bitstreams: 0 Previous issue date: 2014-04-25Bitstream added on 2014-11-10T11:58:01Z : No. of bitstreams: 1 000794484.pdf: 4606369 bytes, checksum: 3b03f3088fb54f098f7565bc5b9ad8da (MD5)<br>Nesta tese apresentam-se resultados para a estabilidade robusta de sistemas lineares sujeitos a incertezas paramétricas do tipo politópicas, variantes no tempo (do inglês Linear Parameter Varying - LPV). De início, expõe-se um método aprimorado para o projeto com otimização da norma de controladores robustos via desigualdades matriciais linear
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Cho, Gyo-Young. "Multivariate control charts for the mean vector and variance-covariance matrix with variable sampling intervals." Diss., Virginia Tech, 1991. http://hdl.handle.net/10919/37242.

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Mostoufi, Mina. "Eléments de théorie du risque en finance et assurance." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010044/document.

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Cette thèse traite de la théorie du risque en finance et en assurance. La mise en pratique du concept de comonotonie, la dépendance du risque au sens fort, est décrite pour identifier l’optimum de Pareto et les allocations individuellement rationnelles Pareto optimales, la tarification des options et la quantification des risques. De plus, il est démontré que l’aversion au risque monotone à gauche, un raffinement pertinent de l’aversion forte au risque, caractérise tout décideur à la Yaari, pour qui, l’assurance avec franchise est optimale. Le concept de comonotonie est introduit et discuté da
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Ginsberg, David W. "Variable structure control systems." Master's thesis, University of Cape Town, 1989. http://hdl.handle.net/11427/18787.

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The primary aims of this thesis, is to provide a body of knowledge on variable structure system theory and to apply the developed design concepts to control practical systems. It introduces the concept of a structure. The main aim in designing variable structure controllers, is to synthesize a variable structure system from two or more single structure systems, in such a way that the ensuing system out-performs its component structures. When a sliding mode is defined, the ensuing closed loop behaviour of the system is invariant to plant parameter changes and external disturbances. A variable s
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Barbieri, Fabio. "Linear systems with Markov jumps and multiplicative noises: the constrained total variance problem." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-17032017-100317/.

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In this work we study the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises. We consider the multiperiod and finite time horizon optimization of a mean-variance cost function under a new criterion. In this new problem, we apply a constraint on the total output variance weighted by its risk parameter while maximizing the expected output. The optimal control law is obtained from a set of interconnected Riccati difference equations, extending previous results in the literature. The application of our results is exemplified by nume
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Books on the topic "Control Variate"

1

Plc, Control Techniques Drives, and Institution of Electrical Engineers, eds. The Control Techniques drives and controls handbook. Institution of Electrical Engineers, 2001.

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1936-, Krasnoshchekov Anatolij D., ed. Control of variable structure networks. Optimization Software, Publications Division, 1987.

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Zinober, Alan S. I., ed. Variable Structure and Lyapunov Control. Springer-Verlag, 1994. http://dx.doi.org/10.1007/bfb0033675.

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Billings, S. A. Minimum variance control of nonlinear systems. University of Sheffield, Dept. of Control Engineering, 1989.

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1943-, Sano Akira, and Atherton Derek P, eds. State variable methods in automatic control. Wiley, 1988.

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6

Yan, Xing-Gang, Sarah K. Spurgeon, and Christopher Edwards. Variable Structure Control of Complex Systems. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-48962-9.

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Emelʹi͡anov, Stanislav Vasilʹevich. Variable-structure control systems: Discrete and digital. Mir Publishers, 1995.

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Steinberger, Martin, Martin Horn, and Leonid Fridman, eds. Variable-Structure Systems and Sliding-Mode Control. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-36621-6.

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Clarke, D. N. Rent reviews and variable rents. Longman, 1986.

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Halyo, Nesim. A variable-gain output feedback control design methodology. Langley Research Center, 1989.

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Book chapters on the topic "Control Variate"

1

Russell, Evan L., Leo H. Chiang, and Richard D. Braatz. "Canonical Variate Analysis." In Advances in Industrial Control. Springer London, 2000. http://dx.doi.org/10.1007/978-1-4471-0409-4_7.

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Tempo, Roberto, Giuseppe Calafiore, and Fabrizio Dabbene. "Random Number and Variate Generation." In Randomized Algorithms for Analysis and Control of Uncertain Systems. Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-4610-0_14.

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Ding, Steven X. "Canonical Variate Analysis Based Process Monitoring and Fault Diagnosis." In Advances in Industrial Control. Springer London, 2014. http://dx.doi.org/10.1007/978-1-4471-6410-4_7.

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Boyaval, Sébastien. "An Efficient Control Variate Method for Parametrized Expectations." In Lecture Notes in Computational Science and Engineering. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-15337-2_9.

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Mona Subramaniam, A., A. Manju, and Madhav J. Nigam. "Bi-variate Polynomial Approximation of Fuzzy Controller Using Genetic Algorithm for Trajectory Control of PUMA560." In Information and Communication Technologies. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-15766-0_5.

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Wan, Ruosi, Mingjun Zhong, Haoyi Xiong, and Zhanxing Zhu. "Neural Control Variates for Monte Carlo Variance Reduction." In Machine Learning and Knowledge Discovery in Databases. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-46147-8_32.

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Gooch, Jan W. "Control Variable." In Encyclopedic Dictionary of Polymers. Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6247-8_13468.

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Kushner, Harold J. "Existence of Optimal Controls for Variance Control." In Stochastic Analysis, Control, Optimization and Applications. Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1784-8_25.

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Kang, Keegan, and Giles Hooker. "Control Variates as a Variance Reduction Technique for Random Projections." In Lecture Notes in Computer Science. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-93647-5_1.

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Kwatny, Harry G., and Gilmer L. Blankenship. "Variable Structure Control." In Nonlinear Control and Analytical Mechanics. Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-2136-4_8.

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Conference papers on the topic "Control Variate"

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Carcel, Cristobal Ruiz, Yi Cao, and David Mba. "A benchmark of Canonical Variate Analysis for fault detection and diagnosis." In 2014 UKACC International Conference on Control (CONTROL). IEEE, 2014. http://dx.doi.org/10.1109/control.2014.6915178.

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Borogovac, Tarik, and Pirooz Vakili. "Control variate technique: A constructive approach." In 2008 Winter Simulation Conference (WSC). IEEE, 2008. http://dx.doi.org/10.1109/wsc.2008.4736084.

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Wang, Yi, Dale E. Seborg, and Wallace E. Larimore. "Process monitoring based on canonical variate analysis." In 1997 European Control Conference (ECC). IEEE, 1997. http://dx.doi.org/10.23919/ecc.1997.7082583.

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Wieland, Jamie R., and Bruce W. Schmeiser. "Derivative estimation with known control-variate variances." In 2007 Winter Simulation Conference. IEEE, 2007. http://dx.doi.org/10.1109/wsc.2007.4419648.

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Hasan, Mohammed A. "Reliable dynamical systems for canonical variate computation." In 2010 American Control Conference (ACC 2010). IEEE, 2010. http://dx.doi.org/10.1109/acc.2010.5530911.

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Xiao, Shujun. "Kernel Canonical Variate Dissimilarity Analysis for Fault Detection." In 2019 Chinese Control Conference (CCC). IEEE, 2019. http://dx.doi.org/10.23919/chicc.2019.8866635.

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Ma, Junmei, and Chenglong Xu. "Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method." In 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.170.

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Schaper, C. D., W. E. Larimore, D. E. Seborg, and D. A. Mellichamp. "Identification of chemical processes using canonical variate analysis." In 29th IEEE Conference on Decision and Control. IEEE, 1990. http://dx.doi.org/10.1109/cdc.1990.203666.

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"Fault detection in boilers using canonical variate analysis." In Proceedings of the 1999 American Control Conference. IEEE, 1999. http://dx.doi.org/10.1109/acc.1999.783223.

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Oh, Sechan. "Control variate methods for performance evaluation of heuristic inventory control policies." In 2015 Winter Simulation Conference (WSC). IEEE, 2015. http://dx.doi.org/10.1109/wsc.2015.7408321.

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Reports on the topic "Control Variate"

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MacKinnon, Robert J., and Kristopher L. Kuhlman. A Control Variate Method for Probabilistic Performance Assessment. Improved Estimates for Mean Performance Quantities of Interest. Office of Scientific and Technical Information (OSTI), 2016. http://dx.doi.org/10.2172/1254272.

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Ayoul-Guilmard, Q., S. Ganesh, M. Nuñez, et al. D5.4 Report on MLMC for time dependent problems. Scipedia, 2021. http://dx.doi.org/10.23967/exaqute.2021.2.005.

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In this report, we study the use of Multi-Level Monte Carlo (MLMC) methods for time dependent problems. It was found that the usability of MLMC methods depends strongly on whether or not the underlying time dependent problem is chaotic in nature. Numerical experiments are conducted on both simple problems, as well as fluid flow problems of practical interest to the ExaQUte project, to demonstrate this. For the non-chaotic cases, the hypotheses that enable the use of MLMC methods were found to be satisfied. For the chaotic cases, especially the case of high Reynolds’ number fluid flow, the hypo
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Lewis, Peter A., Richard L. Ressler, and R. K. Wood. Variance Reduction Using Nonlinear Control and Transformations. Defense Technical Information Center, 1988. http://dx.doi.org/10.21236/ada200471.

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Johnson, K. E. Adaptive Torque Control of Variable Speed Wind Turbines. Office of Scientific and Technical Information (OSTI), 2004. http://dx.doi.org/10.2172/15008864.

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Krishnaprasad, P. S., and Dimitris P. Tsakiris. Nonholonomic Variable Geometry Truss Assemblies. 1. Motion Control. Defense Technical Information Center, 1993. http://dx.doi.org/10.21236/ada453147.

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Kastenholz, F. Variance for The PPP Compression Control Protocol and The PPP Encryption Control Protocol. RFC Editor, 1996. http://dx.doi.org/10.17487/rfc1915.

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Campbell, Mark. Human Centered, Variable Initiative Control of Complex Automata-Teams. Defense Technical Information Center, 2004. http://dx.doi.org/10.21236/ada425549.

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Sadek, Fahim, and Bijan Mohraz. Semi-active control algorithms for structures with variable dampers. National Institute of Standards and Technology, 1997. http://dx.doi.org/10.6028/nist.ir.6052.

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Glynn, Peter W., and Donald L. Iglehart. The Optimal Linear Combination of Control Variates in the Presence of Bias. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada169111.

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Lappas, Vaios J. Combines Attitude Control and Energy Storage for Small Satellites using Variable Speed Control Moment Gyroscopes. Defense Technical Information Center, 2008. http://dx.doi.org/10.21236/ada523084.

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