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O que (quem) é optimal regulator - definição
CLASS OF MATHEMATICAL PROBLEMS CONCERNED WITH CHOOSING AN OPTIMAL TIME TO TAKE A PARTICULAR ACTION
Optimal Stopping; Optimal Stopping problem
Linear–quadratic regulator
LINEAR OPTIMAL CONTROL TECHNIQUE
Linear-quadratic control; Dynamic Riccati equation; Linear-quadratic regulator; Quadratic quadratic regulator; Quadratic–quadratic regulator; Quadratic-quadratic regulator; Polynomial quadratic regulator; Polynomial–quadratic regulator; Polynomial-quadratic regulator; Linear quadratic regulator
The theory of optimal control is concerned with operating a dynamic system at minimum cost. The case where the system dynamics are described by a set of linear differential equations and the cost is described by a quadratic function is called the LQ problem.
Ferric uptake regulator family
INTERPRO FAMILY
Ferric uptake regulator; Ferric uptake regulation protein
In molecular biology, the ferric uptake regulator family is a family of bacterial proteins involved in regulating metal ion uptake and in metal homeostasis. The family is named for its founding member, known as the ferric uptake regulator or ferric uptake regulatory protein (Fur).
Regulator
WIKIMEDIA DISAMBIGUATION PAGE
Regulators; Regulator (disambiguation)
·noun One who, or that which, regulates.
II. Regulator ·noun A clock, or other timepiece, used as a standard of correct time. ·see Astronomical clock (a), under Clock.
III. Regulator ·noun A member of a volunteer committee which, in default of the lawful authority, undertakes to preserve order and prevent crimes; also, sometimes, one of a band organized for the comission of violent crimes.
IV. Regulator ·noun A contrivance for regulating and controlling motion, as: (a) The lever or index in a watch, which controls the effective length of the hairspring, and thus regulates the vibrations of the balance. (b) The governor of a steam engine. (c) A valve for controlling the admission of steam to the steam chest, in a locomotive.
Wikipédia
Optimal stopping
In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options). A key example of an optimal stopping problem is the secretary problem. Optimal stopping problems can often be written in the form of a Bellman equation, and are therefore often solved using dynamic programming.
