Dynamic model of oxygen distribution in the organism
Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching
We consider an illiquid financial market with different regimes modeled by a continuous time finite-state Markov chain. The investor can trade a stock only at the discrete arrival times of a Cox process with intensity depending on the market regime. Moreover, the risky asset price is subject to liquidity shocks, which change its rate of return and volatility, and induce jumps on its dynamics. In this setting, we study the problem of an economic agent optimizing her expected utility from consumption...
Dynamic programming for stochastic target problems and geometric flows
Dynamic Programming for the stochastic Navier-Stokes equations
We solve an optimal cost problem for a stochastic Navier-Stokes equation in space dimension 2 by proving existence and uniqueness of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation.
Dynamic programming principle for stochastic recursive optimal control problem with delayed systems
In this paper, we study one kind of stochastic recursive optimal control problem for the systems described by stochastic differential equations with delay (SDDE). In our framework, not only the dynamics of the systems but also the recursive utility depend on the past path segment of the state process in a general form. We give the dynamic programming principle for this kind of optimal control problems and show that the value function is the viscosity solution of the corresponding infinite dimensional...
Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods
In many western economies, the phenomenon of ageing population implies that the large Pay-As-You-Go (PAYGO) social security system will run into several severe financial difficulties. In that direction, this paper constructs a discrete-time stochastic model for a quasi PAYGO social security system to allow the potential accumulation of a special (contingency) fund, which can oscillate so as to absorb fluctuations in the various system parameters involved. The basic difference equation is analytically...
Dynamic stabilization of systems via decoupling techniques
We give sufficient conditions which allow the study of the exponential stability of systems closely related to the linear thermoelasticity systems by a decoupling technique. Our approach is based on the multipliers technique and our result generalizes (from the exponential stability point of view) the earlier one obtained by Henry et al.
Dynamic system evolution and Markov chain approximation.
Dynamic systems and theory of simulation
Dynamic systems with the nonzero initial conditions excited by the Dirac function
Dynamic time parametrization of manipulator trajectories
Dynamic tracking with zero variation and disturbance rejection applied to discrete-time systems.
Dynamical analysis of an interleaved single inductor TITO switching regulator.
Dynamická optimalizácia riadenej mnohoparametrickej sústavy s ohraničením na riadiace aj riadené veličiny
Dynamics analysis and robust modified function projective synchronization of Sprott E system with quadratic perturbation
Hopf bifurcation, dynamics at infinity and robust modified function projective synchronization (RMFPS) problem for Sprott E system with quadratic perturbation were studied in this paper. By using the method of projection for center manifold computation, the subcritical and the supercritical Hopf bifurcation were analyzed and obtained. Then, in accordance with the Poincare compactification of polynomial vector field in , the dynamical behaviors at infinity were described completely. Moreover, a...
Dynamics assignment by PD state feedback in linear reachable systems
Dynamics behaviors of a discrete ratio-dependent predator-prey system with Holling type III functional response and feedback controls.
Dynamics for a discrete competition and cooperation model of two enterprises with multiple delays and feedback controls
This paper is concerned with a competition and cooperation model of two enterprises with multiple delays and feedback controls. With the aid of the difference inequality theory, we have obtained some sufficient conditions which guarantee the permanence of the model. Under a suitable condition, we prove that the system has global stable periodic solution. The paper ends with brief conclusions.
Dynamics of a class of uncertain nonlinear systems under flow-invariance constraints.