Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions

2002 ◽  
Vol 41 (3) ◽  
pp. 682-699 ◽  
Author(s):  
Masatoshi Fukushima ◽  
Michael Taksar
Keyword(s):  
Singular Control ◽  
Dirichlet Forms ◽  
One Dimensional ◽  
Dynkin Games

scholarly journals Ergodic control of diffusions with random intervention times

2021 ◽  
Vol 58 (1) ◽  
pp. 1-21
Author(s):  
Harto Saarinen ◽  
Jukka Lempa
Keyword(s):  
Optimal Solution ◽  
Singular Control ◽  
Control Policy ◽  
Control Problems ◽  
Ergodic Control ◽  
Linear Diffusion ◽  
One Dimensional ◽  
And Diffusion ◽  
Independent Poisson Process ◽  
Exact Amount

AbstractWe study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at the jump times of an independent Poisson process. Under relatively weak assumptions, we characterize the optimal solution as an impulse-type control policy, where it is optimal to exert the exact amount of control needed to push the process to a unique threshold. Moreover, we discuss the connection of the present problem to ergodic singular control problems, and illustrate the results with different well-known cost and diffusion structures.

Dirichlet forms for singular one-dimensional operators and on graphs

2009 ◽  
Vol 9 (4) ◽  
pp. 637-659 ◽  
Author(s):  
Ulrike Kant ◽  
Tobias Klauss ◽  
Jürgen Voigt ◽  
Matthias Weber
Keyword(s):  
Dirichlet Forms ◽  
One Dimensional

scholarly journals A singular control problem with an expected and a pathwise ergodic performance criterion

2006 ◽  
Vol 2006 ◽  
pp. 1-19 ◽  
Author(s):  
Andrew Jack ◽  
Mihail Zervos
Keyword(s):  
Singular Control ◽  
Performance Criterion ◽  
Control Problems ◽  
Singular Stochastic Control ◽  
Finite Variation ◽  
Control Effort ◽  
One Dimensional ◽  
State Process ◽  
Variation Process

We consider the problem of controlling a general one-dimensional Itô diffusion by means of a finite-variation process. The objective is to minimise a long-term average expected criterion as well as a long-term pathwise criterion that penalise deviations of the underlying state process from a given nominal point as well as the expenditure of control effort. We solve the resulting singular stochastic control problems under general assumptions by identifying an optimal strategy that is explicitly characterised.

scholarly journals Some Dirichlet Forms on Graphs as Traces of One-Dimensional Diffusions

2020 ◽  
Author(s):  
Rafed Moussa
Keyword(s):  
Diffusion Process ◽  
Dirichlet Form ◽  
Dirichlet Forms ◽  
One Dimensional ◽  
Dimensional Diffusion

We compute explicitly trace of one-dimensional diffusion process which can be regarded as a Dirichlet form on graphs and we study its conservativeness property. Finally, we give an example of a discretization of one dimensional diffusion of Bessel's process with order $\nu$.

A one-dimensional self-gravitating stellar gas

1966 ◽  
Vol 25 ◽  
pp. 46-48 ◽  
Author(s):  
M. Lecar
Keyword(s):  
Gravitational Field ◽  
Phase Space ◽  
Motion Picture ◽  
Space Distribution ◽  
Two Dimensional ◽  
One Dimensional ◽  
Phase Space Distribution ◽  
Dimensional Phase Space ◽  
The Mean

“Dynamical mixing”, i.e. relaxation of a stellar phase space distribution through interaction with the mean gravitational field, is numerically investigated for a one-dimensional self-gravitating stellar gas. Qualitative results are presented in the form of a motion picture of the flow of phase points (representing homogeneous slabs of stars) in two-dimensional phase space.

Electron-Mirror Microscopic Aspects of Ferroelectric Domains of BaTiO3 And Ca2Sr (C2H5CO2)6

1970 ◽  
Vol 28 ◽  
pp. 478-479
Author(s):  
Teruo Someya ◽  
Jinzo Kobayashi
Keyword(s):  
Surface Layer ◽  
Electric Fields ◽  
Quantitative Study ◽  
Recent Progress ◽  
Ferroelectric Domain ◽  
Resolving Power ◽  
Surface Pattern ◽  
Crystal Surfaces ◽  
One Dimensional ◽  
Ferroelectric Domains

Recent progress in the electron-mirror microscopy (EMM), e.g., an improvement of its resolving power together with an increase of the magnification makes it useful for investigating the ferroelectric domain physics. English has recently observed the domain texture in the surface layer of BaTiO3. The present authors ) have developed a theory by which one can evaluate small one-dimensional electric fields and/or topographic step heights in the crystal surfaces from their EMM pictures. This theory was applied to a quantitative study of the surface pattern of BaTiO3).

Structure and function of neural networks in the retina

1988 ◽  
Vol 46 ◽  
pp. 26-27
Author(s):  
Peter Sterling
Keyword(s):  
Ganglion Cells ◽  
Three Dimensional ◽  
Structure And Function ◽  
Synaptic Connections ◽  
Visual Axis ◽  
One Dimensional ◽  
Cat Retina ◽  
Ultrathin Sections ◽  
And Function ◽  
Insight Into

The synaptic connections in cat retina that link photoreceptors to ganglion cells have been analyzed quantitatively. Our approach has been to prepare serial, ultrathin sections and photograph en montage at low magnification (˜2000X) in the electron microscope. Six series, 100-300 sections long, have been prepared over the last decade. They derive from different cats but always from the same region of retina, about one degree from the center of the visual axis. The material has been analyzed by reconstructing adjacent neurons in each array and then identifying systematically the synaptic connections between arrays. Most reconstructions were done manually by tracing the outlines of processes in successive sections onto acetate sheets aligned on a cartoonist's jig. The tracings were then digitized, stacked by computer, and printed with the hidden lines removed. The results have provided rather than the usual one-dimensional account of pathways, a three-dimensional account of circuits. From this has emerged insight into the functional architecture.

Intergrowth of modulated structures in high Tc Bi-Sr-Ca-Cu-O superconductors

1990 ◽  
Vol 48 (4) ◽  
pp. 76-77
Author(s):  
A.Q. He ◽  
G.W. Qiao ◽  
J. Zhu ◽  
H.Q. Ye
Keyword(s):  
Twin Structure ◽  
Modulated Structure ◽  
High Tc ◽  
One Dimensional ◽  
Lattice Constants ◽  
Superconducting Phases ◽  
Modulated Structures ◽  
Layer Structures

Since the first discovery of high Tc Bi-Sr-Ca-Cu-O superconductor by Maeda et al, many EM works have been done on it. The results show that the superconducting phases have a type of ordered layer structures similar to that in Y-Ba-Cu-O system formulated in Bi2Sr2Can−1CunO2n+4 (n=1,2,3) (simply called 22(n-1) phase) with lattice constants of a=0.358, b=0.382nm but the length of c being different according to the different value of n in the formulate. Unlike the twin structure observed in the Y-Ba-Cu-O system, there is an incommensurate modulated structure in the superconducting phases of Bi system superconductors. Modulated wavelengths of both 1.3 and 2.7 nm have been observed in the 2212 phase. This communication mainly presents the intergrowth of these two kinds of one-dimensional modulated structures in 2212 phase.

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