Contrôle des systèmes linéaires quadratiques : applications de l'intégrale stochastique
Contrôle dynamique de flux dans un système d'attente avec panne
Contrôle dynamique de flux dans un système d'attente avec panne
We consider two parallel M/M/1 queues. The server at one of the queues is subject to intermittent breakdowns. By the theory of dynamic programming, we determine a threshold optimal policy which consists to transfer, when it is necessary, the customers that arrive at the first queue towards the second queue in order to minimize an instantaneous cost depending of the two queue lengths.
Contrôle impulsionnel avec retard pour des processus de Markov
Contrôle stochastique continu et martingales
Controllability of nonlinear impulsive Ito type stochastic systems
In this article, we consider finite dimensional dynamical control systems described by nonlinear impulsive Ito type stochastic integrodifferential equations. Necessary and sufficient conditions for complete controllability of nonlinear impulsive stochastic systems are formulated and proved under the natural assumption that the corresponding linear system is appropriately controllable. A fixed point approach is employed for achieving the required result.
Controllability of semilinear stochastic evolution equations in Hilbert space.
Controllability of semilinear stochastic integrodifferential systems
In this paper we study the approximate and complete controllability of stochastic integrodifferential system in finite dimensional spaces. Sufficient conditions are established for each of these types of controllability. The results are obtained by using the Picard iteration technique.
Controllability of three-dimensional Navier–Stokes equations and applications
We formulate two results on controllability properties of the 3D Navier–Stokes (NS) system. They concern the approximate controllability and exact controllability in finite-dimensional projections of the problem in question. As a consequence, we obtain the existence of a strong solution of the Cauchy problem for the 3D NS system with an arbitrary initial function and a large class of right-hand sides. We also discuss some qualitative properties of admissible weak solutions for randomly forced NS...
Controlled diffusion processes.
Controlling Griffiths' singularities
Controlling the stochastic sensitivity in thermochemical systems under incomplete information
Complex dynamic regimes connected with the noise-induced mixed-mode oscillations in the thermochemical model of flow reactor are studied. It is revealed that the underlying reason of such excitability is in the high stochastic sensitivity of the equilibrium. The problem of stabilization of the excitable equilibrium regimes is investigated. We develop the control approach using feedback regulators which reduce the stochastic sensitivity and keep the randomly forced system near the stable equilibrium....
Convergence analysis for asymmetric Deffuant-Weisbuch model
In this paper, we investigate the convergence behavior of the asymmetric Deffuant-Weisbuch (DW) models during the opinion evolution. Based on the convergence of the asymmetric DW model that generalizes the conventional DW model, we first propose a new concept, the separation time, to study the transient behavior during the DW model's opinion evolution. Then we provide an upper bound of the expected separation time with the help of stochastic analysis. Finally, we show relations of the separation...
Convergence and convergence rate to fractional Brownian motion for weighted random sums.
Convergence criterion for multiparameter stochastic processes
Convergence de sommes de variables aléatoires indicées par des ensembles partiellement ordonnes
Convergence des approximations de McShane d'une diffusion sur une variété compacte
Convergence des martingales et dérivation des fonctions d'ensembles
Convergence des martingales pluri-sous-harmoniques vectorielles à deux indices
Convergence des surmartingales. Application aux vraisemblances partielles