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141.
We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely near-monotonicity, and show that there always exists a solution to the risk-sensitive Hamilton–Jacobi–Bellman (HJB) equation, and that any minimizer in the Hamiltonian is optimal in the class of stationary Markov controls. Under the additional hypothesis that the coefficients of the diffusion are bounded, and satisfy a condition that limits (even though it still allows) transient behavior, we show that any minimizer in the Hamiltonian is optimal in the class of all admissible controls. In addition, we present a sufficient condition, under which the solution of the HJB is unique (up to a multiplicative constant), and establish the usual verification result. We also present some new results concerning the multiplicative Poisson equation for elliptic operators in . 相似文献
142.
This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be identified with the space of optional random measures with essentially bounded variation. Combined with classical Banach space techniques, our results allow for a systematic treatment of stochastic optimization problems over BV processes and, in particular, yields a maximum principle for a general class of singular stochastic control problems. 相似文献
143.
144.
Participating contracts are popular insurance policies, in which the payoff to a policyholder is linked to the performance of a portfolio managed by the insurer. We consider the portfolio selection problem of an insurer that offers participating contracts and has an S-shaped utility function. Applying the martingale approach, closed-form solutions are obtained. The resulting optimal strategies are compared with portfolio insurance hedging strategies (CPPI and OBPI). We also study numerical solutions of the portfolio selection problem with constraints on the portfolio weights. 相似文献
145.
《Mathematische Nachrichten》2018,291(7):1114-1146
In this paper, we consider a damped wave equation with a dynamic boundary control. First, combining a general criteria of Arendt and Batty with Holmgren's theorem we show the strong stability of our system. Next, we show that our system is not uniformly stable in general, since it is the case for the unit disk. Hence, we look for a polynomial decay rate for smooth initial data for our system by applying a frequency domain approach. In a first step, by giving some sufficient conditions on the boundary of our domain and by using the exponential decay of the wave equation with a standard damping, we prove a polynomial decay in of the energy. In a second step, under appropriated conditions on the boundary, called the multiplier control conditions, we establish a polynomial decay in of the energy. Later, we show in a particular case that such a polynomial decay is available even if the previous conditions are not satisfied. For this aim, we consider our system on the unit square of the plane. Using a method based on a Fourier analysis and a specific analysis of the obtained 1‐d problems combining Ingham's inequality and an interpolation method, we establish a polynomial decay in of the energy for sufficiently smooth initial data. Finally, in the case of the unit disk, using the real part of the asymptotic expansion of eigenvalues of the damped system, we prove that the obtained decay is optimal in the domain of the operator. 相似文献
146.
Ramin Vatankhah Ali Najafi Hassan Salarieh Aria Alasty 《Journal of Mathematical Analysis and Applications》2014
This study investigates the exact controllability problem for a vibrating non-classical Euler–Bernoulli micro-beam whose governing partial differential equation (PDE) of motion is derived based on the non-classical continuum mechanics. In this paper, it is proved that via boundary controls, it is possible to obtain exact controllability which consists of driving the vibrating system to rest in finite time. This control objective is achieved based on the PDE model of the system which causes that spillover instabilities do not occur. 相似文献
147.
Falk M. Hante Günter Leugering Thomas I. Seidman 《Applied Mathematics and Optimization》2009,59(2):275-292
We consider networked transport systems defined on directed graphs: the dynamics on the edges correspond to solutions of transport
equations with space dimension one. In addition to the graph setting, a major consideration is the introduction and propagation
of discontinuities in the solutions when the system may discontinuously switch modes, naturally or as a hybrid control. This
kind of switching has been extensively studied for ordinary differential equations, but not much so far for systems governed
by partial differential equations. In particular, we give well-posedness results for switching as a control, both in finite
horizon open loop operation and as feedback based on sensor measurements in the system. 相似文献
148.
介绍了等离子体密度对离子源放电的影响,为了获得长脉冲放电,采用朗缪尔探针测量等离子体密度并反馈调节离子源放电。基于朗缪尔探针测量,设计了控制部分硬件与软件构架,建立了离子源等离子体密度反馈控制系统,并成功地应用于离子源等离子体放电实验,通过反馈调节实验进气,得到了长达4.5 s的长脉冲放电,为中性束注入稳态运行提供了依据。 相似文献
149.
A learning process for fuzzy control rules using genetic algorithms 总被引:10,自引:0,他引:10
The purpose of this paper is to present a genetic learning process for learning fuzzy control rules from examples. It is developed in three stages: the first one is a fuzzy rule genetic generating process based on a rule learning iterative approach, the second one combines two kinds of rules, experts rules if there are and the previously generated fuzzy control rules, removing the redundant fuzzy rules, and the thrid one is a tuning process for adjusting the membership functions of the fuzzy rules. The three components of the learning process are developed formulating suitable genetic algorithms. 相似文献
150.
在LabVIEW开发环境下,基于虚拟仪器和PXI总线,采用National Instrument(NI)公司的数据采集卡,设计了一个空间相机试验测控系统,实现了硬件设计和软件功能。该系统具有多个通道,可测试温度、应力、应变等多种参数,能实现测控参数设置、数据采集与处理、数据及曲线显示、信号分析与处理、远程通信等多种功能。在某空间相机分系统热平衡试验中,用于测试、控制36个热敏电阻测温点和14个热电偶测温点的温度。结果表明,系统达到了0.5℃的控温要求;热电偶的标定和标准水银温度计的比对结果表明,本系统测温精度可达到0.15℃。与传统的文本语言相比,利用LabVIEW节省了大约80%的时间。本系统具有延续开发能力和可移植性,其设计方法能为其它测控系统的开发提供参考。 相似文献