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Equivalent Stochastic Systems

Journal of Applied Mechanics, 1988
Equivalent stochastic systems are defined as randomly excited dynamical systems whose response vectors in the state space share the same probability distribution. In this paper, the random excitations are restricted to Gaussian white noises; thus, the system responses are Markov vectors, and their probability densities are governed by the associated ...
Lin, Y. K., Cai, G. Q.
openaire   +2 more sources

Controlled Stochastic Systems

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.
openaire   +2 more sources

Dissipative stochastic dynamical systems

Systems & Control Letters, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lanchares, Manuel, Haddad, Wassim M.
openaire   +1 more source

Open stochastic systems

IEEE Conference on Decision and Control and European Control Conference, 2011
The problem of providing an adequate definition of a stochastic system is addressed and motivated using examples. A stochastic system is defined as a probability triple. The specification of the set of events is an essential part of a stochastic model and it is argued that for phenomena with as outcome space a finite dimensional vector space, the ...
openaire   +1 more source

Stochastic volatility demand systems [PDF]

open access: possibleEconometric Reviews, 2015
We address the estimation of stochastic volatility demand systems. In particular, we relax the homoscedasticity assumption and instead assume that the covariance matrix of the errors of demand systems is time-varying. Since most economic and financial time series are nonlinear, we achieve superior modeling using parametric nonlinear demand systems in ...
Apostolos Serletis, Maksim Isakin
openaire   +1 more source

DISTRIBUTED STOCHASTIC HYBRID SYSTEMS

IFAC Proceedings Volumes, 2005
Abstract We consider a theoretical, but very general mathematical model of control systems, namely stochastic hybrid systems. Then we study how to define concurrency for these systems.
Bujorianu, L.M.   +2 more
openaire   +2 more sources

Stochastic informational systems I

Fundamenta Informaticae, 1977
In the paper the notion of a stochastic informational retrieval system is introduced and discussed. This is a generalization of the notion of an i.s.r. system in the case of data which are measured with some precision. The method of numerical Boolean algebras is applied. Theorems connected with the decomposition of such systems are proved.
Marek, Wiktor, Traczyk, Tadeusz
openaire   +3 more sources

Stochastic Computing Systems

1969
The invention of the steam engine in the late eighteenth century made it possible to replace the muscle-power of men and animals by the motive power of machines. The invention of the stored-program digital computer during the second world war made it possible to replace the lower-level mental processes of man, such as arithmetic computation and ...
openaire   +2 more sources

Stochastic Systems

2021
Christiaan Heij   +2 more
  +4 more sources

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