MA representation of 2D systems
We consider a financial market with memory effects in which wealth processes are driven by mean-field stochastic Volterra equations. In this financial market, the classical dynamic programming method can not be used to study the optimal investment problem, because the solution of mean-field stochastic Volterra equation is not a Markov process. In this paper, a new method through Malliavin calculus introduced in [1], can be used to obtain the optimal investment in a Volterra type financial market....
A solution to the marginal problem is obtained in a form of parametric exponential (Gibbs–Markov) distribution, where the unknown parameters are obtained by an optimization procedure that agrees with the maximum likelihood (ML) estimate. With respect to a difficult performance of the method we propose also an alternative approach, providing the original basis of marginals can be appropriately extended. Then the (numerically feasible) solution can be obtained either by the maximum pseudo-likelihood...
The paper concerns Markov decision processes (MDPs) with both the state and the decision spaces being finite and with the total reward as the objective function. For such a kind of MDPs, the authors assume that the reward function is of a fuzzy type. Specifically, this fuzzy reward function is of a suitable trapezoidal shape which is a function of a standard non-fuzzy reward. The fuzzy control problem consists of determining a control policy that maximizes the fuzzy expected total reward, where...
This paper is related to Markov Decision Processes. The optimal control problem is to minimize the expected total discounted cost, with a non-constant discount factor. The discount factor is time-varying and it could depend on the state and the action. Furthermore, it is considered that the horizon of the optimization problem is given by a discrete random variable, that is, a random horizon is assumed. Under general conditions on Markov control model, using the dynamic programming approach, an optimality...
The immune system is able to protect the host from tumor onset, and immune deficiencies are accompanied by an increased risk of cancer. Immunology is one of the fields in biology where the role of computational and mathematical modeling and analysis were recognized the earliest, beginning from 60s of the last century. We introduce the two most common methods in simulating the competition among the immune system, cancers and tumor immunology strategies:...
Electro-muscular disruption (EMD) devices such as TASER M26 and X26 have been used as a less-than-lethal weapon. Such EMD devices shoot a pair of darts toward an intended target to generate an incapacitating electrical shock. In the use of the EMD device, there have been controversial questions about its safety and effectiveness. To address these questions, we need to investigate the distribution of the current density J inside the target produced by the EMD device. One approach is to develop a computational...
In this paper we consider a dynamic model for flow induced vibration of pipelines. We study the questions of existence and uniqueness of solutions of the system. Considering the flow rate as the control variable, we present three different necessary conditions of optimality. The last one with state constraint involves Differential Inclusions. The paper is concluded with an algorithm for computing the optimal controls.
In this article, we analyse the process of the emergence of RNA polynucleotides located in an enclosed environment, at an early stage of the RNA world. Therefore we prepared a mathematical model, composed of a set of differential equations, which simulates the behaviour of an early biological system bounded by a protocell membrane. There is evidence that enclosed environments were available on the primordial Earth. There are also experimental proofs that RNA strands can develop in these formations....
Many tumours undergo periods in which they apparently do not grow but remain at a roughly constant size for extended periods. This is termed tumour dormancy. The mechanisms responsible for dormancy include failure to develop an internal blood supply, individual tumour cells exiting the cell cycle and a balance between the tumour and the immune response to it. Tumour dormancy is of considerable importance in the natural history of cancer. In many cancers, and in particular in breast cancer, recurrence...