摘要:

This paper presents an approximation of a stochastic Goursat problem by splitting it into a sequence of deterministic Goursat problems with random boundary conditions and a sequence of Ito integrals, where both sequences are coupled by initial conditions. The solutions of these problems are shown to converge in mean square to the solution of the stochastic Goursat problem

ISSN:0736-2994    

DOI:10.1080/07362999908809603

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The failure times of N machines are i.i.d. exponential random variables with parameter λ. This paper extends the repair model given by [3] to the case where the repair crew is more than one repairmen (P⩾1). We developed and implemented an algorithm for finding optimal policies for the new model. The experiments show that bringing more than one repirman is always the optimal solution

ISSN:0736-2994    

DOI:10.1080/07362999908809604

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The theory of random attracting sets highlights interesting properties of the asymptotic behaviour of some stochastic differential equations. In this paper some results on the relation between the dynamics on random attractors and stochastic inertial manifolds, and the dynamics in the associated random dynamical system are studied. In particular, some tracking properties of trajectories on random attractors and a general result on the asymptotic completeness of stochastic inertial manifolds are shown

ISSN:0736-2994    

DOI:10.1080/07362999908809605

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

This paper presents an explicit formula for a stabilizing feedback law for control stochastic differential equations. This result extends Artstein's theorem to nonlinear control systems corrupted by noise

ISSN:0736-2994    

DOI:10.1080/07362999908809606

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We consider the transition semigroup associated with a Ornstein–Uhlenbeck process in a Hilbert spaceH. We characterize, under suitable assumptions, the domain ofAas a subspace ofW2,2(H;μ), where μ is the invariant measure associated to Rt. This characterization is then used to study some nonlinear perturbations of the process

ISSN:0736-2994    

DOI:10.1080/07362999908809607

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

In this paper, we study a class of random nonlinear variational inequalities in Banach spaces. By applying a random minimax inequahty obtained by Tarafdar and Yuan, some existence uniqueness theorems of random solutions for the random nonhnear variational inequalities are proved. Next, by applying the random auxiliary problem technique, we suggest an innovative iterative algorithm to compute the random approximate solutions of the random nonlinear variational inequahty. Finally, the convergence criteria is also discussed

ISSN:0736-2994    

DOI:10.1080/07362999908809608

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The general γ-attenuation problem is considered for systems with statedependent noise. It is shown that if a controller exists which stabilizes a system with disturbance attenuation then certain LMI's must have positive-definite solutions satisfying a complementary rank condition. If such solutions exist for the considered LMI's the controller is obtained also by solving an LMI. In the absence of the noise the LMI's involved reduce to the ones introduced by Gahinet andalin [7]

ISSN:0736-2994    

DOI:10.1080/07362999908809609

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The problem of the state estimation of partially unknown, linear systems with non-Gaussian initial conditions in a multisensor environment is addressed in this paper. Two distributed algorithms are presented which can locally process the data collected by different local sensor subsystems. The local estimates are forwarded to a central processing center where the overall optimal estimate is obtained. The proposed algorithms are computationally attractive as well as theoretically interesting

ISSN:0736-2994    

DOI:10.1080/07362999908809610

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The robustness inequality for an optimization problem with constraints given by contractive operators is adapted to controlled stochastic differential equations. Some applications to estimation of approximation accuracy of controlled processes are discussed

ISSN:0736-2994    

DOI:10.1080/07362999908809611

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We initiate a study on the exponential stability of a parabolic quasi linear stochastic evolution equation with a variable delay which nay be regarded as a perturbed quasi linear differential systen. We first obtain the existence and uniqueness of a strong solution. Next, we establish exponential stability of a strong solution in the following sense: if the unperturbed systen is exponentially stable and the perturbation is small enough, then the perturbed equation renains exponentially stable

ISSN:0736-2994    

DOI:10.1080/07362999908809612

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor