A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density

1984 ◽  
Vol 39 (5) ◽  
pp. 891-899 ◽  
Author(s):  
T. YONEYAMA
Keyword(s):  
Stochastic Systems ◽  
Conditional Density ◽  
Optimal Controls ◽  
Partial Observations

scholarly journals A Discrete Mathematical Modeling and Optimal Control of the Rumor Propagation in Online Social Network

2020 ◽  
Vol 2020 ◽  
pp. 1-12 ◽  
Author(s):  
Amine El Bhih ◽  
Rachid Ghazzali ◽  
Soukaina Ben Rhila ◽  
Mostafa Rachik ◽  
Adil El Alami Laaroussi
Keyword(s):  
Optimal Control ◽  
Online Social Network ◽  
Discrete Version ◽  
Optimal Controls ◽  
Optimal Control Strategy ◽  
Rumor Spreading ◽  
Rumor Propagation ◽  
Theoretical Results ◽  
Forward Backward Sweep Method

In this paper, a new rumor spreading model in social networks has been investigated. We propose a new version primarily based on the cholera model in order to take into account the expert pages specialized in the dissemination of rumors from an existing IRCSS model. In the second part, we recommend an optimal control strategy to fight against the spread of the rumor, and the study aims at characterizing the three optimal controls which minimize the number of spreader users, fake pages, and corresponding costs; theoretically, we have proved the existence of optimal controls, and we have given a characterization of controls in terms of states and adjoint functions based on a discrete version of Pontryagin’s maximum principle. To illustrate the theoretical results obtained, we propose numerical simulations for several scenarios applying the forward-backward sweep method (FBSM) to solve our optimality system in an iterative process.

scholarly journals A Spatiotemporal Prey-Predator Discrete Model and Optimal Controls for Environmental Sustainability in the Multifishing Areas of Morocco

2020 ◽  
Vol 2020 ◽  
pp. 1-18 ◽  
Author(s):  
Amine El Bhih ◽  
Youssef Benfatah ◽  
Soukaina Ben Rhila ◽  
Mostafa Rachik ◽  
Adil El Alami Laaroussi
Keyword(s):  
Environmental Sustainability ◽  
Control Strategies ◽  
Discrete Version ◽  
Optimal Controls ◽  
Time Model ◽  
Top Predators ◽  
Realistic Description ◽  
Theoretical Results ◽  
Forward Backward Sweep Method

In this work, we propose a multifishing area prey-predator discrete-time model which describes the interaction between the prey and middle and top predators in various areas, which are connected by their movements to their neighbors, to provide realistic description prey effects of two predators. A grid of colored cells is presented to illustrate the entire domain; each cell may represent a subdomain or area. Next, we propose two harvesting control strategies that focus on maximizing the biomass of prey, in the targeted area, and minimizing the biomass of middle and top predators coming from the neighborhood of this targeted area to ensure sustainability and maintain a differential chain system. Theoretically, we have proved the existence of optimal controls, and we have given a characterization of controls in terms of states and adjoint functions based on a discrete version of Pontryagin’s maximum principle. To illustrate the theoretical results obtained, we propose numerical simulations for several scenarios applying the forward-backward sweep method (FBSM) to solve our optimality system in an iterative process.

Linear quadratic control problems of stochastic Volterra integral equations

2018 ◽  
Vol 24 (4) ◽  
pp. 1849-1879 ◽  
Author(s):  
Tianxiao Wang
Keyword(s):  
Integral Equations ◽  
Stochastic Systems ◽  
Open Loop ◽  
Volterra Integral Equations ◽  
Control Problems ◽  
Optimal Controls ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
The Cost ◽  
Quadratic Control Problems

This paper is concerned with linear quadratic control problems of stochastic differential equations (SDEs, in short) and stochastic Volterra integral equations (SVIEs, in short). Notice that for stochastic systems, the control weight in the cost functional is allowed to be indefinite. This feature is demonstrated here only by open-loop optimal controls but not limited to closed-loop optimal controls in the literature. As to linear quadratic problem of SDEs, some examples are given to point out the issues left by existing papers, and new characterizations of optimal controls are obtained in different manners. For the study of SVIEs with deterministic coefficients, a class of stochastic Fredholm−Volterra integral equations is introduced to replace conventional forward-backward SVIEs. Eventually, instead of using convex variation, we use spike variation to obtain some additional optimality conditions of linear quadratic problems for SVIEs.

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