Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "stochastic evolution equations" wg kryterium: Wszystkie pola

  Lista filtrów
Wyrównaj
    Wyświetlanie 1-7 z 7
    Tytuł:
    Existence and approximate controllability of Sobolev type fractional stochastic evolution equations
    Autorzy:
    Mahmudov, N. I.
    Powiązania:
    https://bibliotekanauki.pl/articles/199794.pdf
    Data publikacji:
    2014
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    approximate controllability
    Sobolev type fractional stochastic evolution equations
    Opis:
    We study the existence of mild solutions and the approximate controllability concept for Sobolev type fractional semilinear stochastic evolution equations in Hilbert spaces. We prove existence of a mild solution and give sufficient conditions for the approximate controllability. In particular, we prove that the fractional linear stochastic system is approximately controllable in [0, b] if and only if the corresponding deterministic fractional linear system is approximately controllable in every [s, b], 0 ≤ s < b. An example is provided to illustrate the application of the obtained results.
    Źródło:
    Bulletin of the Polish Academy of Sciences. Technical Sciences; 2014, 62, 2; 205-215
    0239-7528
    Pojawia się w:
    Bulletin of the Polish Academy of Sciences. Technical Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Measure valued solutions for stochastic evolution equations on Hilbert space and their feedback control
    Autorzy:
    Ahmed, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/729584.pdf
    Data publikacji:
    2005
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    stochastic differential equations
    Hilbert space
    measurable vector fields
    finitely additive measure solutions
    optimal feedback controls
    Opis:
    In this paper, we consider a class of semilinear stochastic evolution equations on Hilbert space driven by a stochastic vector measure. The nonlinear terms are assumed to be merely continuous and bounded on bounded sets. We prove the existence of measure valued solutions generalizing some earlier results of the author. As a corollary, an existence result of a measure solution for a forward Kolmogorov equation with unbounded operator valued coefficients is obtained. The main result is further extended to cover Borel measurable drift and diffusion which are assumed to be bounded on bounded sets. Also we consider control problems for these systems and present several results on the existence of optimal feedback controls.
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2005, 25, 1; 129-157
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Stochastic evolution equations on Hilbert spaces with partially observed relaxed controls and their necessary conditions of optimality
    Autorzy:
    Ahmed, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/729524.pdf
    Data publikacji:
    2014
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    differential equations
    Hilbert spaces
    relaxed controls
    optimal control
    necessary conditions of optimality
    Opis:
    In this paper we consider the question of optimal control for a class of stochastic evolution equations on infinite dimensional Hilbert spaces with controls appearing in both the drift and the diffusion operators. We consider relaxed controls (measure valued random processes) and briefly present some results on the question of existence of mild solutions including their regularity followed by a result on existence of partially observed optimal relaxed controls. Then we develop the necessary conditions of optimality for partially observed relaxed controls. This is the main topic of this paper. Further we present an algorithm for computation of optimal policies followed by a brief discussion on regular versus relaxed controls. The paper is concluded by an example of a non-convex problem which is readily solvable by our approach.
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2014, 34, 1; 105-129
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Optimal control of general McKean-Vlasov stochastic evolution equations on Hilbert spaces and necessary conditions of optimality
    Autorzy:
    Ahmed, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/729626.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    McKean-Vlasov stochastic differential equation
    Hilbert spaces
    relaxed controls
    existence of optimal controls
    Opis:
    In this paper we consider controlled McKean-Vlasov stochastic evolution equations on Hilbert spaces. We prove existence and uniqueness of solutions and regularity properties thereof. We use relaxed controls, adapted to a current of sub-sigma algebras generated by observable processes, and taking values from a Polish space. We introduce an appropriate topology based on weak star convergence. We prove continuous dependence of solutions on controls with respect to appropriate topologies. Theses results are then used to prove existence of optimal controls for Bolza problems. Then we develop the necessary conditions of optimality based on semi-martingale representation theory on Hilbert spaces. Next we show that the adjoint processes arising from the necessary conditions optimality can be constructed from the solution of certain BSDE.
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2015, 35, 2; 165-195
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the approximation theorem of Wong-Zakai type for the Lasota operator
    Autorzy:
    Dawidowicz, A. L.
    Twardowska, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/255461.pdf
    Data publikacji:
    2010
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    stochastic evolution equations
    Wong-Zakai approximations
    Lasota operator
    Opis:
    We consider in this paper a stochastic evolution equation with Professor A. Lasota's operator as the infinitesimal generator of a strongly continuous semigroup of transformations and with Hammerstein operator connected with a noise being the Wiener process. We show that such evolution equation satisfies the Wong-Zakai type approximation theorem. The idea of the definition of the Lasota operator has the origin in the mathematical model of the creation and differentiation of cells in biology and medicine.
    Źródło:
    Opuscula Mathematica; 2010, 30, 3; 255-270
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and Lèvy process and controlled by Lèvy measure
    Autorzy:
    Ahmed, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/729570.pdf
    Data publikacji:
    2016
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    McKean-Vlasov stochastic differential equation
    Hilbert spaces
    existence of optimal controls
    Opis:
    In this paper we consider McKean-Vlasov stochastic evolution equations on Hilbert spaces driven by Brownian motion and L`evy process and controlled by L`evy measures. We prove existence and uniqueness of solutions and regularity properties thereof. We consider weak topology on the space of bounded Le´vy measures on infinite dimensional Hilbert space and prove continuous dependence of solutions with respect to the Le´vy measure. Then considering a certain class of Le´vy measures on infinite as well as finite dimensional Hilbert spaces, as relaxed controls, we prove existence of optimal controls for Bolza problem and some simple mass transport problems
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2016, 36, 2; 181-206
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-7 z 7

      Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies