Results 21 to 30 of about 10,002,855 (293)
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision
International Journal of Reconfigurable Computing, 2012 Nonuniform random numbers are key for many technical applications, and designing efficient hardware implementations of non-uniform random number generators is a very active research field.
Christian de Schryver +6 more
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Journal of Mathematical Analysis and Applications, 2000 The authors consider a complicated version of controlled stochastic systems. The time \(t\) is measured continuously. The state of the system is represented by a continuous variable \(x\) and a discrete variable \(n\). Also, the control has two parts, a continuous type control \(v\) that is a measurable stochastic process and a discrete-type (or ...
Bensoussan, Alain, Menaldi, José-Luis
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Almost sure exponential stabilisation of stochastic systems by state-feedback control [PDF]
, 2008 So far, a major part of the literature on the stabilisation issues of stochastic systems has been dedicated to mean square stability. This paper develops a new class of criteria for designing a controller to stabilise a stochastic system almost surely ...
Mao, Xuerong, Hu, Liangjian
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IEEE Access, 2021 In this study, the robust $H_{\infty }$ stochastic observer-based attack-tolerant guidance control strategy is designed for the nonlinear stochastic missile guidance control system under the external disturbance and measurement noise as well as ...
Bor-Sen Chen, Sheng-Yen Hsu, Min-Yen Lee
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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Leveraging Stochasticity for Open Loop and Model Predictive Control of Spatio-Temporal Systems
Entropy, 2021 Stochastic spatio-temporal processes are prevalent across domains ranging from the modeling of plasma, turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by describing them as
George I. Boutselis +3 more
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New approach to stochastic optimal control and applications to economics [PDF]
, 2005 This paper provides new insights into the solution of optimal stochastic control problems by means of a system of partial differential equations, which characterize directly the optimal control.
Rincón-Zapatero, Juan Pablo +1 more
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Nihon Kikai Gakkai ronbunshu, 2017 An ionic polymer-metal composite (IPMC) actuator is an electric driven soft actuator. It is fabricated by chemically plating metal on both surface of an ion-exchange membrane. It is able to be activated by a simple driving circuit and low applied voltage
Keishiro KIMURA, Norihiro KAMAMICHI
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Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model
Risks, 2017 We consider an insurer who faces an external jump-diffusion risk that is negatively correlated with the capital returns in a multidimensional regime switching model. The insurer selects investment and liability ratio policies continuously to maximize her/
Bin Zou, Abel Cadenillas
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Stochastic Control with Signatures
SIAM Journal on Control and OptimizationThis paper proposes to parameterize open loop controls in stochastic optimal control problems via suitable classes of functionals depending on the driver's path signature, a concept adopted from rough path integration theory. We rigorously prove that these controls are dense in the class of progressively measurable controls and use rough path methods ...
Peter Bank +4 more
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