Results 31 to 40 of about 17,845,866 (289)
, 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
openaire +1 more source
Stochastic analysis of dimerization systems [PDF]
Physical Review E, 2009 The process of dimerization, in which two monomers bind to each other and form a dimer, is common in nature. This process can be modeled using rate equations, from which the average copy numbers of the reacting monomers and of the product dimers can then be obtained. However, the rate equations apply only when these copy numbers are large. In the limit
Barzel, Baruch, Biham, Ofer
openaire +3 more sources
Fluctuation theorem for stochastic systems [PDF]
Physical Review E, 1999 Minor changes; typos corrected; accepted by Physical Review ...
Evans, Denis, Searles, Debra J
openaire +5 more sources
Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching [PDF]
, 2011 In this paper, we prove that a stochastic logistic population under regime switching controlled by a Markov chain is either stochastically permanent or extinctive, and we obtain the sufficient and necessary conditions for stochastic permanence and ...
Li, Xiaoyue +7 more
core +4 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Equivalences between stochastic systems [PDF]
Journal of Physics A: Mathematical and General, 1995 Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and between stochastic and soluble {\em non-stochastic} models.
HENKEL M, ORLANDINI, ENZO, SCHUTZ GM
openaire +3 more sources
Synthesis of ℋ∞ Control for Descriptor Hybrid Systems with Actuator Saturation
MachinesThis paper addresses a mode-dependent state-feedback H∞ control for stochastic descriptor hybrid systems, considering both the absence and presence of actuator saturation.
Chan-eun Park
doaj +1 more source