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Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
In the paper, ergodic LQ control for infinite dimensional systems with fractional Gaussian noise is studied. A feedback form for the optimal control and the optimal cost are found....
BA - Obecná matematika
- 2015 •
- D •
- Link
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D - Stať ve sborníku
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On stochastic ergodic control in infinite dimensions
Hamilton-Jacobi Bellman equation for the stochastic ergodic control problem is dealt with and the existence and uniqueness of solutions is shown. The formulas for the optimal control and optimal cost are found. The result i...
BA - Obecná matematika
- 2011 •
- D •
- Link
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D - Stať ve sborníku
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Ergodic maximum principle for stochastic systems
A version of the stochastic maximum principle for ergodic control problems is presented. In particular, necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions are given....
Applied mathematics
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Ergodic control of some stochastic semilinear systems in Hilbert spaces.
Original scientific paper dealing with Ergodic control of some stochastic semilinear systems in Hilbert spaces.
BA - Obecná matematika
- 1998 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
ERGODIC BOUNDARY AND POINT CONTROL FOR LINEAR STOCHASTIC PDES DRIVEN BY A CYLINDRICAL LEVY PROCESS
An ergodic control problem is studied for controlled linear stochastic equations driven by cylindrical Levy noise with unbounded control operator in a Hilbert space. A family of optimal controls is shown t...
Statistics and probability
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Some ergodic control problems for linear stochastic equations in a Hilbert space with fractional Brownian motions
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled differential equations is formulated and solved. The feedback form of the optimal control is given explicitly....
BA - Obecná matematika
- 2014 •
- D •
- Link
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D - Stať ve sborníku
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Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation.
Optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylinrical noise is considered. Existence and uniqueness of solutionsto the stationary Hamilton-Jacobi equation is shown....
BA - Obecná matematika
- 1999 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Ergodic Control for Levy-Driven Linear Stochastic Equations in Hilbert Spaces
, the ergodic control problem is solved: The feedback form of the optimal controlIn this paper, controlled linear stochastic evolution equations driven. The control operator may be unbounded which makes th...
Statistics and probability
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Field Ergodization by External Coils on the COMPASS Tokamak
The magnetic field of the set of "saddle coils" on the COMPASS tokamak has been simulated, with the emphasis on the resulting edge ergodization. Calculations for a selected configuration of saddle coils which gives a good edge ergodizati...
BL - Fyzika plasmatu a výboje v plynech
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Exponential ergodicity for stochastic reaction-diffusion equations
V-uniform ergodicity and uniform exponential ergodicity has been proved under natural conditions for solutions to stochastic reaction-diffusion equations......
BA - Obecná matematika
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
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