Temat: stochastic control - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Optimal control of ∞-dimensional stochastic systems via generalized solutions of HJB equations
Autorzy:: Ahmed, N.
Powiązania:: https://bibliotekanauki.pl/articles/729348.pdf
Data publikacji:: 2001
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: optimal control
stochastic systems
infinite dimension
HJB equation
stationary feedback control
Opis:: In this paper, we consider optimal feedback control for stochastc infinite dimensional systems. We present some new results on the solution of associated HJB equations in infinite dimensional Hilbert spaces. In the process, we have also developed some new mathematical tools involving distributions on Hilbert spaces which may have many other interesting applications in other fields. We conclude with an application to optimal stationary feedback control.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 1; 97-126
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Stochastic diffrential equations on Banach spaces and their optimal feedback control
Autorzy:: Ahmed, N.U.
Powiązania:: https://bibliotekanauki.pl/articles/952179.pdf
Data publikacji:: 2012
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: stochastic differential equations
Banach spaces
optimal feedback control
objective functionals
Lévy-Prohorov metric
Hausdorff dimension
time-optimal problems
Opis:: In this paper we consider stochastic differential equations on Banach spaces (not Hilbert). The system is semilinear and the principal operator generating a C₀-semigroup is perturbed by a class of bounded linear operators considered as feedback operators from an admissible set. We consider the corresponding family of measure valued functions and present sufficient conditions for weak compactness. Then we consider applications of this result to several interesting optimal feedback control problems. We present results on existence of optimal feedback operators.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2012, 32, 1; 87-109
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Topological dual of $B_∞(I, ₁(X,Y))$ with application to stochastic systems on Hilbert space
Autorzy:: Ahmed, N.
Powiązania:: https://bibliotekanauki.pl/articles/729390.pdf
Data publikacji:: 2009
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: representation theory
topological dual
finitely additive operator-valued measures
polish space
Hilbert space
stochastic systems
structural control
uncertainty abatement
Opis:: In this paper, we prove that the topological dual of the Banach space of bounded measurable functions with values in the space of nuclear operators, furnished with the natural topology, is isometrically isomorphic to the space of finitely additive linear operator-valued measures having bounded variation in a Banach space containing the space of bounded linear operators. This is then applied to a stochastic structural control problem. An optimal operator-valued measure, considered as the structural control, is to be chosen so as to minimize fluctuation (volatility). Both existence of optimal policy and necessary conditions of optimality are presented including a conceptual algorithm.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2009, 29, 1; 67-90
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

Informacja