Distribution of terminal cost functional in continuous-time controlled system with noise-corrupted state information

2012 ◽  
Author(s):  
Josef Shinar ◽  
Valery Y. Glizer ◽  
Vladimir Turetsky
Keyword(s):  
Continuous Time ◽  
Controlled System ◽  
State Information ◽  
Cost Functional

scholarly journals A MODEL-BASED SCHEME FOR ANTICONTROL OF SOME CHAOTIC SYSTEMS

2003 ◽  
Vol 13 (11) ◽  
pp. 3449-3457 ◽  
Author(s):  
ÖMER MORGÜL
Keyword(s):  
Continuous Time ◽  
Chaotic Systems ◽  
Controlled System ◽  
Model Based ◽  
Continuous Time Systems ◽  
Chaotic Model ◽  
Controllable Systems ◽  
Synchronization Scheme ◽  
Time Systems

We consider a model-based approach for the anticontrol of some continuous time systems. We assume the existence of a chaotic model in an appropriate form. By using a suitable input, we match the dynamics of the controlled system and the chaotic model. We show that controllable systems can be chaotified with the proposed method. We give a procedure to generate such chaotic models. We also apply an observer-based synchronization scheme to compute the required input.

scholarly journals Optimal piecewise constant vaccination and lockdown policies for COVID-19

2021 ◽  
Author(s):  
Gabriel A. Salcedo-Varela ◽  
F. Peñuñuri ◽  
D. González-Sánchez ◽  
Saúl Díaz-Infante
Keyword(s):  
Finite Number ◽  
Mexico City ◽  
Health Authority ◽  
Practical Implementation ◽  
Time Intervals ◽  
Controlled System ◽  
Piecewise Constant ◽  
Cost Functional ◽  
Optimal Policies ◽  
The Cost

AbstractWe formulate a controlled system of ordinary differential equations, with vaccination and lockdown interventions as controls, to simulate the mitigation of COVID-19. The performance of the controls is measured through a cost functional involving vaccination and lockdown costs as well as the burden of COVID19 quantified in DALYs. We calibrate parameters with data from Mexico City and Valle de Mexico. By using differential evolution, we minimize the cost functional subject to the controlled system and find optimal policies that are constant in time intervals of a given size. The main advantage of these policies relies on its practical implementation since the health authority has to make only a finite number of different decisions. Our methodology to find optimal policies is relatively general, allowing changes in the dynamics, the cost functional, or the frequency the policymaker changes actions.

scholarly journals Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yong Ren ◽  
Qi Zhang
Keyword(s):  
Continuous Time ◽  
Stochastic Systems ◽  
Main Idea ◽  
Lévy Noise ◽  
Intermittent Control ◽  
Controlled System ◽  
Hybrid Stochastic Systems ◽  
Levy Noise ◽  
Stability Results ◽  
Drift Coefficient

<p style='text-indent:20px;'>In this work, the issue of stabilization for a class of continuous-time hybrid stochastic systems with Lévy noise (HLSDEs, in short) is explored by using periodic intermittent control. As for the unstable HLSDEs, we design a periodic intermittent controller. The main idea is to compare the controlled system with a stabilized one with a periodic intermittent drift coefficient, which enables us to use the existing stability results on the HLSDEs. An illustrative example is proposed to show the feasibility of the obtained result.</p>

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

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