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Nonlinear Stochastic Dynamics of the Intermediate Dispersive Velocity Equation with Soliton Stability and Chaos. [PDF]
Entropy (Basel)Wali S +4 more
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Numerical computation of the stochastic hepatitis B model using feed forward neural network and real data. [PDF]
Sci RepKhan T, Jung IH.
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Controlling Stochastic Resonance
Physical Review Letters, 1999Stochastic resonance (SR) is a nonlinear noise-mediated cooperative phenomenon wherein the coherent response to a deterministic signal can be enhanced in the presence of an optimal amount of noise. Since its inception in 1981 [1], SR [2] has been demonstrated in diverse systems including sensory neurons, mammalian neuronal tissue, lasers, SQUIDs ...
GAMMAITONI, Luca +7 more
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Cybernetics and Systems Analysis
Controlled Markov and semi-Markov processes and systems are considered. A review of inventory control problems is provided. One- and multiproduct models with different types of cost function and optimality criteria are considered. The optimality conditions and structures of optimal strategies in the problems are investigated.
Knopov, P. S., Pepelyaeva, T. V.
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Controlled Markov and semi-Markov processes and systems are considered. A review of inventory control problems is provided. One- and multiproduct models with different types of cost function and optimality criteria are considered. The optimality conditions and structures of optimal strategies in the problems are investigated.
Knopov, P. S., Pepelyaeva, T. V.
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Singular Stochastic Control Problems
SIAM Journal on Control and Optimization, 2004Summary: We study an optimal singular stochastic control problem. By using a time transformation, this problem is shown to be equivalent to an auxiliary control problem defined as a combination of an optimal stopping problem and a classical control problem. For this auxiliary control problem, the controller must choose a stopping time (optimal stopping)
Dufour, F., Miller, B.
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Nonconvexities in Stochastic Control Models
International Economic Review, 1995Summary: Nonconvexities in the criterion function of adaptive control problems were first found about ten years ago with numerical methods. Recently they have been confirmed by Mizrach with analytical methods. He found that a source of the nonconvexity was the probing component of the cost- to-go.
Amman, H.M., Kendrick, D.A.
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1987
In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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Stochastic programming and stochastic control
Trabajos de Estadistica y de Investigacion Operativa, 1975We consider the passive and active approach to stochastic linear programming and mention also some alternative approaches. Stochastic control theory is discussed in its discrete version. The theory is illustrated with the help of econometric models for Indian economic planning. 1. Stochastic programming. 2. Stochastic control theory.
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