Boundary control of a hyperbolic system with time lags

This paper considers an optimal boundary control problem fora hyperbolic system in which constant time lags appear in thestate equation and in the boundary condition simultaneously.Making use of Lion's scheme, necessary and sufficient conditionsof optimality for the Neumann problem are derived.     

Multiple local solutions to nonlinear control processes

We use the topological tool of Nielsen fixed-point theory to study the controllability of perturbed linear control processes whose control space can be reduced to a finite-dimensional one. These methods produce a lower bound on the number of controls that achieve a given target. We concentrate particularly on the case where the perturbation has sublinear growth, and we exhibit examples of multiple controls of various types that are detected by the Nielsen theory method.This research was partly supported by the Research Grant Teoria del Controllo dei Sistemi Dinamici, Ministero della Pubblica Istruzione, Roma, Italy.     

The Choquet-Deny convolution equation μ=μ*σ for probability measures on Abelian semigroups

In this note, we characterize the regular probability measures satisfying the Choquet-Deny convolution equation =* on Abelian topological semigroups for a given probability measure .     

Solution of a class of stochastic linear-convex control problems using deterministic equivalents

In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship.     

Size distribution of fractured areas in one-dimensional systems

We study a one-dimensional model for fracture, identifying fractured areas with intervals on which a stress field exceeds a threshold value. When is a diffusion process, the cumulative numberN(l) of fractured areas whose length is greater thanl obeys a power lawCl ^–p asl0 with probability one. The exponentp and the constantC are determined. The exponentp agrees with the Hausdorff dimension of the end points of fractured areas, i.e., ^–1(). Even if is self-similar with parameterH>0, i.e.,(cx)– is equivalent toc ^H {(x)–} for anyc>0, the exponentp does not depend solely onH;p=H, where(0, 1/H) is another parameter characterizing. Non-diffusion processes are given whereN(l) does not follow a power law.     

Existence of finitely optimal solutions for infinite-horizon optimal control problems

In this paper, we investigate the existence of finitely optimal solutions for the Lagrange problem of optimal control defined on [0, ) under weaker convexity and seminormality hypotheses than those of previous authors. The notion of finite optimality has been introduced into the literature as the weakest of a hierarchy of types of optimality that have been defined to permit the study of Lagrange problems, arising in mathematical economics, whose cost functions either diverge or are not bounded below. Our method of proof requires us to analyze the continuous dependence of finite-interval Lagrange problems with respect to a prescribed terminal condition. Once this is done, we show that a finitely optimal solution can be obtained as the limit of a sequence of solutions to a sequence of corresponding finite-horizon optimal control problems. Our results utilize the convexity and seminormality hypotheses which are now classical in the existence theory of optimal control.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor Thomas S. Angell.     

旋转输液管动力稳定性理论分析北大核心CSCD

基于Lagrange原理和假设模态法建立了旋转输液管的动力学模型.通过降阶升维的方法求解系统的特征值问题,并分析了旋转输液管自由振动特性.得到了不同端部集中质量和转速下,系统特征值随流速升高的演变轨迹.揭示了临界流速随系统参数的变化规律.研究发现,内部流体的流动对旋转输液管动力学特性存在显著影响.在某些参数组合下,系统低阶模态能够形成不同形式的内共振关系.预示了旋转输液管模型蕴含丰富的动力学现象.     

Distributionally robust modeling of optimal control

The aim of this paper is to formulate several questions related to distributionally robust Stochastic Optimal Control modeling. As an example the distributionally robust counterpart of the classical inventory model is discussed in details. Finite and infinite horizon stationary settings are considered.     

Range-Renewal Processes: SLLNs and Power Laws*

Given n samples(viewed as an n-tuple) of a γ-regular discrete distribution π,in this article the authors concern with the weighted and unweighted graphs induced by the n samples. They first prove a series of SLLN results(of Dvoretzky-Erd¨os’ type). Then they show that the vertex weights of the graphs under investigation obey asymptotically power law distributions with exponent 1 + γ. They also give a conjecture that the degrees of unweighted graphs would exhibit asymptotically power law distribu...