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| Cercetări operaționale (OR) teorii şi metode matematice (169) |
 SM ISO690:2012LEFEBVRE, Mario. Stochastic optimal control of a two-dimensional dynamical system. In: Journal of Engineering Sciences, 2020, vol. 27, nr. 2, pp. 37-43. ISSN 2587-3474. DOI: https://doi.org/10.5281/zenodo.3784305 |
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| Journal of Engineering Sciences | ||||||
| Volumul 27, Numărul 2 / 2020 / ISSN 2587-3474 /ISSNe 2587-3482 | ||||||
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| DOI:https://doi.org/10.5281/zenodo.3784305 | ||||||
| CZU: 519.857 | ||||||
| Pag. 37-43 | ||||||
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In this paper, we considered the problem of optimally controlling a twodimensional dynamical system until it reaches either of two boundaries. We consider a controlled dynamical system X((t), Y(t)) which is a generalization of the classic twodimensional Kermack-McKendrick model for the spread of epidemics. Moreover, the system is subject to random jumps of fixed size according to a Poisson process. The system is controlled until the sum X(t) + Y(t) is equal to either 0 or d (> 0) for the first time. Particular problems are solved explicitly. |
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| Cuvinte-cheie dynamic programming, error function, first-passage time, random jumps, Poisson process, programare dinamică, funcţie de eroare, timp de primul pasaj, salturi aleatorii, proces Poisson |
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Dublin Core Export
<?xml version='1.0' encoding='utf-8'?> <oai_dc:dc xmlns:dc='http://purl.org/dc/elements/1.1/' xmlns:oai_dc='http://www.openarchives.org/OAI/2.0/oai_dc/' xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance' xsi:schemaLocation='http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd'> <dc:creator>Lefebvre, M.</dc:creator> <dc:date>2020-06-03</dc:date> <dc:description xml:lang='en'><p>In this paper, we considered the problem of optimally controlling a twodimensional dynamical system until it reaches either of two boundaries. We consider a controlled dynamical system X((t), Y(t)) which is a generalization of the classic twodimensional Kermack-McKendrick model for the spread of epidemics. Moreover, the system is subject to random jumps of fixed size according to a Poisson process. The system is controlled until the sum X(t) + Y(t) is equal to either 0 or d (> 0) for the first time. Particular problems are solved explicitly.</p></dc:description> <dc:description xml:lang='ro'><p>În această lucrare a fost analizată problema controlului optim a unui sistem dinamic bidimensional până când ajunge la oricare dintre cele două limite. Considerăm un sistem dinamic controlat (X (t), Y (t)), care este o generalizare a modelului clasic bidimensional Kermack-McKendrick pentru răspândirea epidemiilor. Mai mult, sistemul este supus unor salturi aleatorii de dimensiuni fixe, conform unui proces Poisson. Sistemul este controlat până când suma X (t) + Y (t) este egală cu 0 sau d (> 0) pentru prima dată. Problemele particulare sunt rezolvate în mod explicit.</p></dc:description> <dc:identifier>10.5281/zenodo.3784305</dc:identifier> <dc:source>Journal of Engineering Sciences (2) 37-43</dc:source> <dc:subject>dynamic programming</dc:subject> <dc:subject>error function</dc:subject> <dc:subject>first-passage time</dc:subject> <dc:subject>random jumps</dc:subject> <dc:subject>Poisson process</dc:subject> <dc:subject>programare dinamică</dc:subject> <dc:subject>funcţie de eroare</dc:subject> <dc:subject>timp de primul pasaj</dc:subject> <dc:subject>salturi aleatorii</dc:subject> <dc:subject>proces Poisson</dc:subject> <dc:title>Stochastic optimal control of a two-dimensional dynamical system</dc:title> <dc:type>info:eu-repo/semantics/article</dc:type> </oai_dc:dc>
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