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519.857 (2) |
Cercetări operaționale (OR) teorii şi metode matematice (168) |
SM ISO690:2012 LEFEBVRE, 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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Rezumat | ||||||
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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