Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
Volume 2010
Displaying 51-52 of 52 articles from this issue
The 41st ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2009, Kobe)
  • Yuji Wakasa, Kanya Tanaka, Yuki Nishimura
    2010Volume 2010 Pages 304-309
    Published: May 05, 2010
    Released on J-STAGE: May 28, 2018
    JOURNAL FREE ACCESS
    In the previous work, the stability condition of the particle swarm optimization algorithm has been derived by linear matrix inequality techniques. This paper provides an alternative representation of the stability condition, which can be checked more shortly and accurately than that in the previous work. The stability condition is described by nonlinear scalar inequalities. Also, we present a condition related to a decay rate of the particle swarm optimization algorithm in terms of nonlinear scalar inequalities. Numerical experiments are given to show that the largest lower bound of the decay rate can be used as a measure of convergence speed of the particle swarm optimization algorithm.
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  • Akio Tanikawa
    2010Volume 2010 Pages 310-314
    Published: May 05, 2010
    Released on J-STAGE: May 28, 2018
    JOURNAL FREE ACCESS
    Each finite zero-sum two-person game is defined by the numbers, m and n, of possible strategies of two players, and the payoff aij (from the second player P2 to the first player P1) corresponding to the strategies i and j chosen respectively by P1 and P2. In this paper, we consider the case where each element aij is a random variable and discuss stability of the value of the game denoted by {vmn} as m → ∞ and n → ∞. The main stability result is derived from the law of large numbers for random linear programming problems. An upper bound of game values is also obtained as the maximum loss of player P2 by choosing a uniform, purely random strategy.
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