NASA Scientific and Technical Aerospace Reports

incorporating simulation-based optimization (and, in particular, ordinal optimization) into dynamic optimization problems. In
support of this task, progress was made on new sampling methods for Markov Decision Processes (MDPs), a new time
aggregation approach for MDPs, simulation-based methods for weighted cost-to-go MDPs, approaches to proving the
exponential convergence rate of ordinal comparisons, approximate receding horizon approaches to MDPs and Markov games,
and new classes of stochastic approximation algorithms. In support of the second major task that involved estimation and
control algorithms for dynamic hierarchical and graphical models, a variety of algorithms and analytical tools were developed
for models on graphs with loops that exploit embedded loop-free structure. These algorithms offer the potential of significantly
enhanced solutions to a variety of optimization problems critical to the Air Force. Another major task in the proposal involved
risk-sensitive estimation and control. In support of this task, a new filtering scheme for the risk-sensitive state estimation of
partially observed Markov chains was introduced and analyzed.
DTIC
Markov Processes; Simulation
20040112005 NASA Langley Research Center, Hampton, VA, USA
Linear Least Squares for Correlated Data
Dean, Edwin B.; [1988]; 10 pp.; In English; Tenth Annual International Conference for the International Society of Parametric
Analysts, 25-27 Jul. 1988, Brighton, UK; Original contains black and white illustrations; No Copyright; Avail: CASI; A02,
Hardcopy
Throughout the literature authors have consistently discussed the suspicion that regression results were less than
satisfactory when the independent variables were correlated. Camm, Gulledge, and Womer, and Womer and Marcotte provide
excellent applied examples of these concerns. Many authors have obtained partial solutions for this problem as discussed by
Womer and Marcotte and Wonnacott and Wonnacott, which result in generalized least squares algorithms to solve restrictive
cases. This paper presents a simple but relatively general multivariate method for obtaining linear least squares coefficients
which are free of the statistical distortion created by correlated independent variables.
Derived from text
Multivariate Statistical Analysis; Regression Analysis; Independent Variables; Algorithms
20040121013 Defence Science and Technology Organisation, Edinburgh, Australia
Comparative Descriptive Statistics of Skewed Probability Distributions
Fewell, M. P.; July 2004; 50 pp.; In English; Original contains black and white illustrations
Report No.(s): DSTO-TR-1596; DODA-AR-013-136; Copyright; Avail: Other Sources
This report is a brief handbook on the comparative descriptive statistics of a wide variety of skewed probability
distributions, both continuous and discrete. The aim is to facilitate the comparison of different distributions, for use where
random variables are employed without any firm information on their distribution. In this situation, it is of interest to look for
sensitivity to the distribution chosen. This can best be done by running the model with a variety of distributions, which then
raises the question of how to compare distributions. This work advocates the use of moments and presents the requisite
equations. As obvious as this approach may appear, many of the equations do not seem to have been published previously and
some of the results are apparently wholly new. A total of 18 distributions are treated in detail, including all of the most
commonly used skewed probability distributions.
Author
Probability Distribution Functions; Random Variables
66
SYSTEMS ANALYSIS AND OPERATIONS RESEARCH
Includes mathematical modeling of systems; network analysis; mathematical programming; decision theory; and game theory.
20040111454 NATO Consultation, Command, and Control Agency, Brussels
Analysis and Evaluation of the Immediate Reaction Task Force (Land) Command and Control Concept: Applying the
COBP
Lambert, Nicholas J.; Candan, Umit; Dec. 2003; 56 pp.; In English; Original contains color illustrations
Report No.(s): AD-A425336; No Copyright; Avail: CASI; A04, Hardcopy
No abstract available
Command and Control; Evaluation; Military Operations; North Atlantic Treaty Organization (NATO); System Effectiveness
268