Results 31 to 40 of about 289,541 (316)
On Service Level Measures in Stochastic Inventory Control [PDF]
, 2013 We consider the issue of modeling service level measures in stochastic decision making via chance constraints. More specifically we focus on service level measures in production/inventory control under stochastic demand and alpha service level ...
Rossi, Roberto; id_orcid
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, 2007 Stochastic uncertainty is present in many control engineering problems, and is also present in a wider class of applications, such as finance and sustainable development. We propose a receding horizon strategy for systems with multiplicative stochastic uncertainty in the dynamic map between plant inputs and outputs. The cost and constraints are defined
Cannon, M, Couchman, P, Kouvaritakis, B
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Fluctuation theorem for stochastic systems [PDF]
Physical Review E, 1999 Minor changes; typos corrected; accepted by Physical Review ...
Evans, Denis, Searles, Debra J
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Using stochastic dynamic programming to support weed management decisions over a rotation [PDF]
, 2009 This study describes a model that predicts the impact of weed management on the population dynamics of arable weeds over a rotation and presents the economic consequences.
Parsons, D. J. +7 more
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H ? filtering for stochastic singular fuzzy systems with time-varying delay [PDF]
, 2014 This paper considers the H? filtering problem for stochastic singular fuzzy systems with timevarying delay. We assume that the state and measurement are corrupted by stochastic uncertain exogenous disturbance and that the system dynamic is modeled ...
Cai, Min +3 more
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An integral representation of the local time of the Brownian motion via the Clark–Ocone formula
Results in Applied MathematicsLet (LB(t,x),t≥0,x∈R) be the local time of (Bt,t≥0), the real-valued one-dimensional Brownian motion. In this paper, in case of g, a strictly increasing and bijective function, we propose some integral representations of Lg(B)(t,x), of the form: R(t,x ...
Allaoui Omar +2 more
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Finite-Time H∞ Static Output Feedback Control for Itô Stochastic Markovian Jump Systems
Mathematics, 2020 This paper focuses on the problem of finite-time H∞ static output feedback control for Ito^ stochastic systems with Markovian jumps (MJs). First of all, by introducing a new state vector and a novel signal, several sufficient conditions for the existence
Liu Xikui, Teng Yapeng, Li Yan
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Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions
Fractal and Fractional, 2023 This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ϰ∈(0,1) by ...
Abdellatif Ben Makhlouf +3 more
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On the expectation of the local time of the fractional Brownian motion
Scientific AfricanIn this paper, we prove some new formulas of the expectations of LBH and LBH the local time and the weighted local time of BH the fractional Brownian motion with Hurst parameter H.
Allaoui Omar +2 more
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Synthesizing stochasticity in biochemical systems [PDF]
Proceedings of the 44th annual conference on Design automation - DAC '07, 2007 Randomness is inherent to biochemistry: at each instant, the sequence of reactions that fires is a matter of chance. Some biological systems exploit such randomness, choosing between different outcomes stochastically - in effect, hedging their bets with a portfolio of responses for different environmental conditions.
Fett, Brian +2 more
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