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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
Tytuł:
Optimal control of impulsive stochastic evolution inclusions
Autorzy:
Ahmed, N.
Powiązania:
https://bibliotekanauki.pl/articles/729552.pdf
Data publikacji:
2002
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
impulsive perturbations
C₀-semigroups
stochastic systems
differential inclusions
vector measures
optimal controls
Opis:
In this paper, we consider a class of infinite dimensional stochastic impulsive evolution inclusions driven by vector measures. We use stochastic vector measures as controls adapted to an increasing family of complete sigma algebras and prove the existence of optimal controls.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2002, 22, 2; 155-184
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Impulsive perturbation of C₀-semigroups and stochastic evolution inclusions
Autorzy:
Ahmed, N.
Powiązania:
https://bibliotekanauki.pl/articles/729564.pdf
Data publikacji:
2002
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
impulsive perturbations
C₀-semigroups
stochastic systems
differential inclusions
vector measures
impulsive controls
Opis:
In this paper, we consider a class of infinite dimensional stochastic impulsive evolution inclusions. We prove existence of solutions and study properties of the solution set. It is also indicated how these results can be used in the study of control systems driven by vector measures.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2002, 22, 1; 125-149
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Infinite dimensional uncertain dynamic systems on Banach spaces and their optimal output feedback control
Autorzy:
Ahmed, N.
Powiązania:
https://bibliotekanauki.pl/articles/729515.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
partially observed
uncertain systems
stochastic systems
operator valued functions
feedback operators
existence of optimal operators in the presence of uncertainty
Opis:
In this paper we consider a class of partially observed semilinear dynamic systems on infinite dimensional Banach spaces subject to dynamic and measurement uncertainty. The problem is to find an output feedback control law, an operator valued function, that minimizes the maximum risk. We present a result on the existence of an optimal (output feedback) operator valued function in the presence of uncertainty in the system as well as measurement. We also consider uncertain stochastic systems and present similar results on the question of existence of optimal feedback laws.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2015, 35, 1; 65-87
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the book ``An Introduction to Differential Equations: Stochastic Modeling, Methods and Analysis'' by A.G.Ladde and G.S.Ladde
Autorzy:
Jurlewicz, Agnieszka
Powiązania:
https://bibliotekanauki.pl/articles/747711.pdf
Data publikacji:
2015
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
General theory of stochastic systems
stochastic modeling
ODE with randomness
Lyapunov method
Stochastic functional-differential equations
ogólna teoria systemów stochastycznych
modelowanie stochastyczne
stochastyczne równania różniczkowe
metoda Lyapunowa
Opis:
Niniejsza książka stanowi kontynuację podręcznika, tych samych autorów, przedstawiającego tematykę równań różniczkowych. Tom 1. (Deterministic Modeling, Methods and Analysis) dotyczył teorii klasycznych, natomiast omawiany tu tom 2. prezentuje ideę równań różniczkowych stochastycznych i ich zastosowania w modelowaniu matematycznym. Książka adresowana jest głównie do studentów i doktorantów kierunków interdyscyplinarnych.
The book under review presents advanced tools of stochastic calculus and stochastic differential equations of Ito type, illustrated by several problems and applications. It is a continuation of Volume 1: Deterministic Modeling, Methods and Analysis. It is addressed to interdisciplinary graduate/undergraduate students and to interdisciplinary young researchers.
Źródło:
Mathematica Applicanda; 2015, 43, 2
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
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
Tytuł:
Asymptotic behaviour of stochastic systems with conditionally exponential decay property
Autorzy:
Jurlewicz, Agnieszka
Weron, Aleksander
Weron, Karina
Powiązania:
https://bibliotekanauki.pl/articles/1340207.pdf
Data publikacji:
1996
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
stable distributions
minima of random sequences
stochastic CED systems
reaction kinetics
dielectric relaxation
stability of stochastic models
Opis:
A new class of CED systems, providing insight into behaviour of physical disordered materials, is introduced. It includes systems in which the conditionally exponential decay property can be attached to each entity. A limit theorem for the normalized minimum of a CED system is proved. Employing different stable schemes the universal characteristics of the behaviour of such systems are derived.
Źródło:
Applicationes Mathematicae; 1995-1996, 23, 4; 379-394
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties
Autorzy:
Balasubramaniam, P.
Lakshmanan, S.
Rakkiyappan, R.
Powiązania:
https://bibliotekanauki.pl/articles/331417.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
opóźnienie zależne
liniowa nierówność macierzowa
system stochastyczny
stabilność odporna
delay-dependent stability
linear matrix inequality
Lyapunov-Krasovskii functional
stochastic systems
Opis:
This paper studies an LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties. The delay is assumed to be time-varying and belong to a given interval, which means that lower and upper bounds of this interval time-varying delay are available. The uncertainty under consideration includes polytopic-type uncertainty and linear fractional norm-bounded uncertainty. Based on the new Lyapunov-Krasovskii functional, some inequality techniques and stochastic stability theory, delay-dependent stability criteria are obtained in terms of Linear Matrix Inequalities (LMIs). Moreover, the derivative of time delays is allowed to take any value. Finally, four numerical examples are given to illustrate the effectiveness of the proposed method and to show an improvement over some results found in the literature.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2012, 22, 2; 339-351
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of poli-criterial linearization for control problem of stochastic dynamic systems
Zastosowanie wielokryterialnej linearyzacji w problemie sterowania stochastycznych nieliniowych układów dynamicznych
Autorzy:
Socha, L.
Powiązania:
https://bibliotekanauki.pl/articles/279864.pdf
Data publikacji:
2005
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
Stochastic control of nonlinear systems
LQG control problem
stochastic linearization
Pareto optimal solution
Opis:
The problem of the determination of response characteristics and quasi-optimal control for nonlinear stochastic dynamic systems by using a multi-criteria linearization technique is presented in this paper. This idea was first introduced in previous author's paper (Socha, 1999a) for a simple dynamic system. In this paper, it is extended, and detailed analysis is given for a nonlinear oscillator with Gaussian external excitations and for a few criteria of statistical linearization. The obtained results are illustrated by a numerical example for Duffing's oscillator.
W pracy przedstawiono problem wyznaczania quasi-optymalnego sterowania w nieliniowych stochastycznych układach dynamicznych za pomocą wielokryterialnej metody linearyzacji stochastycznej. Pomysł wielokryterialnej linearyzacji został zasygnalizowany we wcześniejszej pracy autora (Socha, 1999a). W niniejszym artykule jest on rozwinięty i zastosowany do problemu sterowania, a szczegółowa analiza jest przeprowadzona dla nieliniowego oscylatora z addytywnym wymuszeniem Gaussa.
Źródło:
Journal of Theoretical and Applied Mechanics; 2005, 43, 3; 675-693
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic controllability of systems with multiple delays in control
Autorzy:
Klamka, J.
Powiązania:
https://bibliotekanauki.pl/articles/907857.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowalność
liniowy system sterowania
sterowalność stochastyczna
sterowanie opóźnione
controllability
linear control systems
stochastic control systems
delayed controls
multiple delays
Opis:
Finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with multiple point delays in control are considered. Using the notation, theorems and methods used for deterministic controllability problems for linear dynamic systems with delays in control as well as necessary and sufficient conditions for various kinds of stochastic relative controllability in a given time interval are formulated and proved. It will be proved that, under suitable assumptions, relative controllability of an associated deterministic linear dynamic system is equivalent to stochastic relative exact controllability and stochastic relative approximate controllability of the original linear stochastic dynamic system. As a special case, relative stochastic controllability of dynamic systems with a single point delay is also considered. Some remarks and comments on the existing results for stochastic controllability of linear dynamic systems are also presented.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2009, 19, 1; 39-47
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic controllability of linear systems with state delays
Autorzy:
Klamka, J.
Powiązania:
https://bibliotekanauki.pl/articles/911240.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowalność
liniowy system sterowania
sterowanie z minimalną energią
controllability
linear control systems
stochastic control systems
delayed state variables
minimum energy control
Opis:
A class of finite-dimensional stationary dynamic control systems described by linear stochastic ordinary differential state equations with a single point delay in the state variables is considered. Using a theorem and methods adopted directly from deterministic controllability problems, necessary and sufficient conditions for various kinds of stochastic relative controllability are formulated and proved. It will be demonstrated that under suitable assumptions the relative controllability of an associated deterministic linear dynamic system is equivalent to the stochastic relative exact controllability and the stochastic relative approximate controllability of the original linear stochastic dynamic system. Some remarks and comments on the existing results for the controllability of linear dynamic systems with delays are also presented. Finally, a minimum energy control problem for a stochastic dynamic system is formulated and solved.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2007, 17, 1; 5-13
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Minimax decisions in some problems of control with many sources of disturbances
Autorzy:
Grzybowski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/747681.pdf
Data publikacji:
1989
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Optimal stochastic control
Discrete-time systems
Opis:
.
In the paper, a stochastic system with many sources of disturbances is considered. These disturbances have distributions belonging to the exponential family with some unknown parameters. Moreover, it is assumed that a control is disturbed too. A horizon of control is a random variable with a known distribution. Under some additional assumptions the problem of Bayes and minimax control of such system is solved.
Źródło:
Mathematica Applicanda; 1989, 17, 31
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimating Reliability Characteristics for Homogeneous and Heterogeneous Systems
Autorzy:
Wesołowski, Z.
Powiązania:
https://bibliotekanauki.pl/articles/93049.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:
reliability of systems
reliability characteristics
stochastic simulation
Opis:
The paper presents a method for estimating reliability characteristics dedicated for two important kinds of systems, i.e. homogeneous systems and heterogeneous systems. We propose an algorithm for evaluating these characteristics on the basis of observations. The paper gives examples of applications of the method for evaluating the reliability of a distributed system.
Źródło:
Studia Informatica : systems and information technology; 2014, 1-2(18); 47-59
1731-2264
Pojawia się w:
Studia Informatica : systems and information technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analytical properties of a stochastic teletraffic system with MMPP input and an access function
Autorzy:
Tralhao, L.
Craveirinha, J.
Cardoso, D.
Powiązania:
https://bibliotekanauki.pl/articles/309285.pdf
Data publikacji:
2002
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
sieci telekomunikacyjne
stochastic analysis
telecommunication networks
teletraffic theory
GoS analysis
teletraffic systems
queuing systems
Opis:
Stochastic modeling of teletraffic systems with restricted availability and correlated input arrival rates is of great interest in GoS (grade of service) analysis and design of certain telecommunication networks. This paper presents some analytical properties of a recursive nature, associated with the infinitesimal generator of the Markov process which describes the state of a teletraffic system with MMPP (Markov modulated Poisson process) input traffic, negative exponentially distributed service times, finite queue and restricted availability defined through a loss function. Also the possible application of the derived properties to a direct method of resolution of the linear system, which gives the stationary probability distribution of the system, will be discussed.
Źródło:
Journal of Telecommunications and Information Technology; 2002, 3; 17-23
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Model angular distribution functions in CA3, CA4 and CA6 structural units of glassy systems
Autorzy:
Bergmański, G.
Feliziani, S.
Rybicki, J.
Powiązania:
https://bibliotekanauki.pl/articles/1933172.pdf
Data publikacji:
2007
Wydawca:
Politechnika Gdańska
Tematy:
structure of matter
disordered systems
short-range order
stochastic geometry
Opis:
We have calculated model partial angular distribution functions (pADFs) in CA3, CA4 and CA6 structural units, i. e. an equilateral triangle with three vertical anions, A, and a central cation, C, a regular tetrahedron with four vertical anions, A, and a central cation, C and a square bipyramid with six vertical anions, A, and a central cation, C. The model pADFs were calculated employing a simple Monte Carlo procedure: the ions were being shifted at random within 3D spheres of radius r with uniform probability density and the AAA, ACA and CAA angles were calculated for each random configuration. Repeating the calculation 10(8) - 10(9) times produced smooth probability densities for the angles' values. Conventional reference data so obtained can be applied to estimate the overall degree of deformation of the considered structural units in numerically simulated materials.
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2007, 11, 3; 185-195
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 27

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