摘要:

The aim of this work is to prove that if the equilibrium solution of a nonlinear control stochastic system is locally asymptotically stable in probability by means of a continuous state feedback law, then the resulting stochastic system obtained by adding an integrator is also locally asymptotically stable in probability by means of a smooth, except possibly at the equilibrium solution, state feedback law. This result extends to the stabilization of stochastic systems a result proved by Tsinias [9] for deterministic systems. In our proof, we make use of the stochastic version of Artstein's theorem established in [4]

ISSN:0736-2994    

DOI:10.1080/07362999608809446

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

We study the existence and uniqueness of the strict solutions of an initial value problem for a nonautonomous Kolmogorov equation in a space of unbounded functions

ISSN:0736-2994    

DOI:10.1080/07362999608809447

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

We analyze metrical properties of the unique stationary law for the one-step predictor of a finite state Markov Chain from noisy observations. In Piccioni (1990), the topological aspect of this problem was analyzed. Our work is a natural follow-up of this paper. We will be concerned with the case where the stationary law has support in a totally disconnected and perfect set. In this case the predictor keeps an infinite memory of the past observations. The closure of the support of this stationary law is calledthe attractor S(Elton and Piccioni (1992)). We present a lower bound for the dimension ofS. This lower bound will be also an upper bound for the exponent scale of the law. As a consequence of our results, we partially answer a question raised by Piccioni (1990), in a case (b=c, see notation in Section 4) where the closure of the invariant measure's support is an interval, showing that the stationary law is singular with respect to the Lebesgue measure

ISSN:0736-2994    

DOI:10.1080/07362999608809448

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999608809449

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

The pathwise average cost per unit problem for a queueing network in heavy traffic is considered. Various input and service interruptions are the controls. We show that the scaled controlled reflected system converges weakly to a controlled limit reflected diffusion. It is also proved that the optimal policies for the limit problem when adapted to the physical system are nearly optimal. The martingale problem methods are utilized in the analysis. An approach based on functional occupation measures is used

ISSN:0736-2994    

DOI:10.1080/07362999608809450

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

The existence and uniqueness of an adapted solution is proved, under very general assumptions on the coefficients, for a linear, infinite dimensional, stochastic differential equation with final time condition. Moreover the attention is focused on the regularity “in space” of this Solutions

ISSN:0736-2994    

DOI:10.1080/07362999608809451

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999608809452

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999608809445

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor