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51.
We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals. 相似文献
52.
53.
??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation. 相似文献
54.
A stochastic version of Isaacs's (Ref. 1) game of two cars is dealt with here. In this version, the pursuer, owing to thrust and drag forces, has a variable speed, whereas the evader's speed is constant. Also, the pursuer can maneuver as long as his speed is bounded by some lower and upper limits. The probability of interception, corresponding to optimal (saddle-point) feedback strategies, is computed and serves as a reference for evaluating the performance of four different versions of the proportional navigation pursuit law as well as two other strategies. 相似文献
55.
In a recent paper [17] we proposed a stochastic algorithm which generates optimal probabilities for the decompression of
an image represented by the fixed point of an IFS system (SAOP). We show here that such an algorithm is in fact a non trivial
example of Generalized Random System with Complete Connections. We also exhibit a generalization which could represent the
solution to the inverse problem for an image with grey levels, if a fixed set of contraction maps is available.
Received: 1 July 2002 相似文献
56.
57.
A particle imaging technique has been used to collect droplet displacement statistics in a round turbulent jet of air. Droplets are injected on the jet axis, and a laser sheet and position-sensitive photomultiplier tube are used to track their radial displacement and time-of-flight. Dispersion statistics can be computed which are Lagrangian or Eulerian in nature. The experiments have been simulated numerically using a second-order closure scheme for the jet and a stochastic simulation for the particle trajectories. Results are presented for non-vaporizing droplets of sizes from 35 to 160 μm. The simulations have underscored the importance of initial conditions and early droplet displacement history on the droplet trajectory for droplets with large inertia relative to the turbulence. Estimates of initial conditions have been made and their effect on dispersion is quantified. 相似文献
58.
The nature of hydrologic parameters in reservoir management models is uncertain. In mathematical programming models the uncertainties are dealt with either indirectly (sensitivity analysis of a deterministic model) or directly by applying a chance-constrained type of formulation or some of the stochastic programming techniques (LP and DP based models). Various approaches are reviewed in the paper. Moran's theory of storage is an alternative stochastic modelling approach to mathematical programming techniques. The basis of the approach and its application is presented. Reliability programming is a stochastic technique based on the chance-constrained approach, where the reliabilities of the chance constraints are considered as extra decision variables in the model. The problem of random event treatment in the reservoir management model formulation using reliability programming is addressed in this paper. 相似文献
59.
Higher-order implicit strong numerical schemes for stochastic differential equations 总被引:2,自引:0,他引:2
Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined. 相似文献
60.
One of the main methods for solving stochastic programs is approximation by discretizing the probability distribution. However, discretization may lose differentiability of expectational functionals. The complexity of discrete approximation schemes also increases exponentially as the dimension of the random vector increases. On the other hand, stochastic methods can solve stochastic programs with larger dimensions but their convergence is in the sense of probability one. In this paper, we study the differentiability property of stochastic two-stage programs and discuss continuous approximation methods for stochastic programs. We present several ways to calculate and estimate this derivative. We then design several continuous approximation schemes and study their convergence behavior and implementation. The methods include several types of truncation approximation, lower dimensional approximation and limited basis approximation.His work is supported by Office of Naval Research Grant N0014-86-K-0628 and the National Science Foundation under Grant ECS-8815101 and DDM-9215921.His work is supported by the Australian Research Council. 相似文献