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Search Results: 1 - 10 of 18630 matches for " Kai Du "
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On solvability of an indefinite Riccati equation
Kai Du
Mathematics , 2013,
Abstract: This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is derived, based on a monotonicity property of a newly defined set. Such a set is used to describe a family of solvable equations.
Solvability conditions for indefinite linear quadratic optimal stochastic control problems and associated stochastic Riccati equations
Kai Du
Mathematics , 2014,
Abstract: A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Either the optimal control problem or the SRE is solvable only if the given data satisfy a certain structure condition that has yet to be precisely defined. In this paper, by introducing a notion of subsolution for the SRE, we derive several novel sufficient conditions for the existence and uniqueness of the solution to the SRE and for the solvability of the associated optimal stochastic control problem.
Solvability conditions for indefinite stochastic Riccati equations
Kai Du
Mathematics , 2014,
Abstract: An indefinite stochastic Riccati equation (SRE), arising from linear-quadratic optimal control problems, is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Such an equation admits an adapted solution only if the given data satisfy certain solvability condition that has yet to be precisely defined. In this paper, we derive several novel sufficient conditions that ensure the existence of solutions to SREs, including a general result based on a notion called the "subsolution", and some practicable criteria of solvability.
Key Incorporation Scheme for Cancelable Biometrics  [PDF]
Eliza Yingzi Du, Kai Yang, Zhi Zhou
Journal of Information Security (JIS) , 2011, DOI: 10.4236/jis.2011.24018
Abstract: Biometrics is becoming an important method for human identification. However, once a biometric pattern is stolen, the user will quickly run out of alternatives and all the applications where the associated biometric pattern is used become insecure. Cancelable biometrics is a solution. However, traditional cancelable biometric methods treat the transformation process and feature extraction process independently. As a result, this kind of cancelable biometric approach would reduce the recognition accuracy. In this paper, we first analyzed the limitations of traditional cancelable biometric methods, and proposed the Key Incorporation Scheme for Cancelable Biometrics approach that could increase the recognition accuracy while achieving “cancelability”. Then we designed the Gabor Descriptor based Cancelable Iris Recognition method that is a practical implementation of the proposed Key Incorporation Scheme. The experimental results demonstrate that our proposed method can significantly improve the iris recognition accuracy while achieving “cancelability”.
Characteristic Basis Function Method for Iteration-Free Solution of Large Method of Moments Problems
Raj Mittra;Kai Du
PIER B , 2008, DOI: 10.2528/PIERB08031206
Abstract:
Towards High Availability and Performance Database Clusters for Archived Stream
Zhengbing Hu,Kai Du
Journal of Computers , 2009, DOI: 10.4304/jcp.4.12.1332-1339
Abstract: Some burgeoning web applications, such as web search engines, need to track, store and analyze massive real-time users’ access logs with high availability of 24*7. The traditional high availability approaches towards general-purpose transaction applications are always not efficient enough to store these high-rate insertion-only archived streams. This paper presents an integrated approach to store these archived streams in a database cluster and recover it quickly. This approach is based on our simplified replication protocol and high performance data loading and query strategy. The experiments show that our approach can reach efficient data loading and query and get shorter recovery time than the traditional database cluster recovery methods.
A Novel Approach to Improve Availability of Massive Database Systems (MDS)
Zhengbing Hu,Kai Du
Journal of Software , 2009, DOI: 10.4304/jsw.4.10.1145-1151
Abstract: Because of the huge scale and numerous components, a massive database system’s availability has become a serious challenge. Many database replication technologies are used to increase the MTTF, but few are provided to decrease MTTR in massive database systems where the traditional backup methods are not feasible for expensive human cost. Based on analyzing the characteristics of the data in massive databases, we propose a novel approach called Detaching Read-Only (DRO) mechanism and its variation DRO+. It decreases MTTR through reducing the size of physically changing data in every database by detaching data on node granularity. The analysis and experiment results show that our approach can not only reduce MTTR by an order of magnitude, but also reduce the expensive human cost without extra hardware cost.
Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains
Kai Du,Shanjian Tang
Mathematics , 2010,
Abstract: This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the continuation method under fairly weak conditions on variable coefficients and $C^2$ domains. The problem is also considered in weighted Sobolev spaces which allow the derivatives of the solutions to blow up near the boundary. As applications, a comparison theorem is obtained and the semi-linear equation is discussed in the $C^2$ domain.
Stochastic maximum principle for infinite dimensional control systems
Kai Du,Qingxin Meng
Mathematics , 2012,
Abstract: The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into both drift and diffusion terms. The operator-valued backward stochastic differential equation, which characterizes the second-order adjoint process, is understood via the concept of "generalized solution" proposed by Guatteri and Tessitore [SICON 44 (2006)].
Backward stochastic partial differential equations with quadratic growth
Kai Du,Shaokuan Chen
Mathematics , 2012,
Abstract: This paper is concerned with the existence and uniqueness of weak solutions to the Cauchy-Dirichlet problem of backward stochastic partial differential equations (BSPDEs) with nonhomogeneous terms of quadratic growth in both the gradient of the first unknown and the second unknown. As an example, we consider a non-Markovian stochastic optimal control problem with cost functional formulated by a quadratic BSDE, where the corresponding value function satisfies the above quadratic BSPDE.
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