Commande optimale du processus de wiener

1989 ◽  
Vol 26 (1) ◽  
pp. 50-57 ◽  
Author(s):  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Wiener Process ◽  
Mathematical Expectation ◽  
Optimal Value ◽  
The Moment ◽  
First Time

The problem of the optimal control of the Wiener process in Rn is considered. The optimal value of the control is obtained from the mathematical expectation of a quantity defined in terms of the moment and the place where the uncontrolled process hits the boundary of the continuation region for the first time. Explicit results are presented.

Commande optimale du processus de wiener

1989 ◽  
Vol 26 (01) ◽  
pp. 50-57
Author(s):  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Wiener Process ◽  
Mathematical Expectation ◽  
Optimal Value ◽  
The Moment ◽  
First Time

The problem of the optimal control of the Wiener process in Rn is considered. The optimal value of the control is obtained from the mathematical expectation of a quantity defined in terms of the moment and the place where the uncontrolled process hits the boundary of the continuation region for the first time. Explicit results are presented.

scholarly journals The ruin problem for a Wiener process with state-dependent jumps

2020 ◽  
Vol 16 (1) ◽  
pp. 13-23
Author(s):  
M. Lefebvre
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Diffusion Process ◽  
Wiener Process ◽  
Jump Diffusion ◽  
Moment Generating Function ◽  
Continuous Part ◽  
State Dependent ◽  
The Moment ◽  
First Time

AbstractLet X(t) be a jump-diffusion process whose continuous part is a Wiener process, and let T (x) be the first time it leaves the interval (0,b), where x = X(0). The jumps are negative and their sizes depend on the value of X(t). Moreover there can be a jump from X(t) to 0. We transform the integro-differential equation satisfied by the probability p(x) := P[X(T (x)) = 0] into an ordinary differential equation and we solve this equation explicitly in particular cases. We are also interested in the moment-generating function of T (x).

scholarly journals Utilisation de densites des premier passage en commande optimale stochastique

1988 ◽  
Vol 20 (1) ◽  
pp. 231-234 ◽  
Author(s):  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Gaussian Processes ◽  
Mathematical Expectation ◽  
First Time

A theorem that gives the optimal control of Gaussian processes using the mathematical expectation of a function of the time and the place where the uncontrolled processes hit the boundary of the stopping region for the first time is proved. The result obtained in this note is an extension of a theorem due to Whittle.

scholarly journals Utilisation de densites des premier passage en commande optimale stochastique

1988 ◽  
Vol 20 (01) ◽  
pp. 231-234
Author(s):  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Gaussian Processes ◽  
Mathematical Expectation ◽  
First Time

A theorem that gives the optimal control of Gaussian processes using the mathematical expectation of a function of the time and the place where the uncontrolled processes hit the boundary of the stopping region for the first time is proved. The result obtained in this note is an extension of a theorem due to Whittle.

First-Passage Distributions of Bidimensional Processes

1996 ◽  
Vol 10 (3) ◽  
pp. 325-339 ◽  
Author(s):  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Characteristic Function ◽  
Wiener Process ◽  
Optimal Control Problems ◽  
Moment Generating Function ◽  
Similarity Solutions ◽  
Control Problems ◽  
First Passage ◽  
Special Cases ◽  
The Moment

Bidimensional processes defined by dx(t) = ρ(x, y) dt and dy(t) = f(y) dt + σ(y) dW(t), where W(t) is a Wiener process, are considered. Let T(x, y, ξ) = inf[t ≥ 0: x(t] = ξ| x(0) = x, y(0) = y). Explicit expressions for the moment generating function of T(x, y, 0) and for the characteristic function of y(T(x, y, ξ)) are obtained in two special cases. The method of similarity solutions is used. Applications to optimal control problems are presented.

TOWARDS THE QUESTION OF SPECIALIZED FEEDS FOR TENCHES (TINCA TINCA)

2017 ◽  
pp. 89-97
Author(s):  
Elena Mikhaylovna Chervonenko ◽  
Lina Yurievna Lagutkina
Keyword(s):  
Growth Rate ◽  
Fish Growth ◽  
Animal Origin ◽  
State Technical ◽  
Tinca Tinca ◽  
Daily Growth ◽  
Volga River ◽  
The Moment ◽  
First Time ◽  
Technical Centre

The article describes the process of tench growing (male and female species removed from set gear in the Volga river in the Astrakhan region) using experimental feedstuff "T", taking into account the fact that problems with artificial growing tench ( Тinca tinca ) appear first in the process of feeding when wild sires change to artificial food. The research took place on the base of the department of aquaculture and water bioresources of Astrakhan State Technical University in innovation centre "Bioaquapark - scientific and technical centre of aquaculture" in 2015. Special feed including components of animal origin - mosquito grab and sludge worm as an effective substitute to fish flour, as well as components of vegetable origin (carrot, parsley, pumpkin, wheatgrass) for domestication of tenches are offered for the first time. Food technology has been described. The exact composition of the formula, which is being licensed at the moment, is not disclosed. Feed "T", which has undergone biological analysis and is in accordance with organoleptic and physical standards was used for feeding tench female and male species during domestication period (60 days), along with food "Coppens" (Holland). Feed efficiency was determined according to survival and daily fish growth. Growth rate of females appeared more intensive than growth rate of males fed with experimental food "T". Daily growth changed depending on the types of food: from 0.3 ("Coppens") to 0.47 (experimental food) in females, from 0.25 ("Coppens") to 0.39 (experimental food) with males. Ability to survive among tench species fed with "Coppens" and experimental food made 60% and 100%, correspondingly. Nutricion of tench species with experimental food encouraged their domestication, which allowed using tench species in further fish breeding process in order to get offspring. The project was supported by the Innovation Promotion Fund in terms of the project "Development and implementation of the technique for the steady development of aquaculture: food "TechSA".

Reflections on the Meaning of Study Abroad

1995 ◽  
Vol 1 ◽  
pp. 96-103
Author(s):  
Elizabeth Shannon
Keyword(s):  
Study Abroad ◽  
Nursery School ◽  
Multiple Identities ◽  
Danger Zone ◽  
Host Family ◽  
The People ◽  
Life Itself ◽  
The Moment ◽  
First Time ◽  
The Stranger

Study abroad begins long before students leave their own shores. The moment that children enter daycare, nursery school, or kindergarten for the first time, they are in foreign territory, and all their antennae are out, testing, absorbing, learning. They begin to develop the first of their many multiple identities. They are no longer "Johnny" or "Sarah" whom everyone knows and loves at home, but Johnny or Sarah whom no one knows nor initially cares about, and they have to figure out what kind of a new identity they will develop so the danger zone becomes as safe as home.  Leaving familiar surroundings- the sounds, smells, safety, and food of home- and realizing, quite abruptly, that they must learn to adapt to the demands and needs of strangers, is the first and the most challenging "trip abroad" they will ever take. They will use the same set of skills, more mature, more polished (we hope) when they arrive on a foreign campus and move in with a host family or into an international dormitory.  Learning to make the journey with ease, whether it is on the first day of school or the day a plane drops one in a foreign field, is a necessary accomplishment. We have to make friends out of our peers; we have to gain the respect of our teachers; we have to develop curiosity and concern about the people around us. The stranger they seem, the more there is to learn. To fear diversity is to fear life itself. As the world becomes smaller and more integrated, the more crucial this accomplishment grows. 

scholarly journals Optimal Control and Positional Controllability in a One-Sector Economy

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 11
Author(s):  
Nikolai Grigorenko ◽  
Lilia Luk’yanova
Keyword(s):  
Optimal Control ◽  
Production Capacity ◽  
Quality Criterion ◽  
Zero Order ◽  
Suboptimal Control ◽  
Time Interval ◽  
Bounded Control ◽  
Optimal Value ◽  
Current Production ◽  
The Given

A model of production funds acquisition, which includes two differential links of the zero order and two series-connected inertial links, is considered in a one-sector economy. Zero-order differential links correspond to the equations of the Ramsey model. These equations contain scalar bounded control, which determines the distribution of the available funds into two parts: investment and consumption. Two series-connected inertial links describe the dynamics of the changes in the volume of the actual production at the current production capacity. For the considered control system, the problem is posed to maximize the average consumption value over a given time interval. The properties of optimal control are analytically established using the Pontryagin maximum principle. The cases are highlighted when such control is a bang-bang, as well as the cases when, along with bang-bang (non-singular) portions, control can contain a singular arc. At the same time, concatenation of singular and non-singular portions is carried out using chattering. A bang-bang suboptimal control is presented, which is close to the optimal one according to the given quality criterion. A positional terminal control is proposed for the first approximation when a suboptimal control with a given deviation of the objective function from the optimal value is numerically found. The obtained results are confirmed by the corresponding numerical calculations.

scholarly journals Period-Life of a Branching Process with Migration and Continuous Time

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 868
Author(s):  
Khrystyna Prysyazhnyk ◽  
Iryna Bazylevych ◽  
Ludmila Mitkova ◽  
Iryna Ivanochko
Keyword(s):  
Random Process ◽  
Generating Function ◽  
Continuous Time ◽  
Branching Process ◽  
Probability Generating Function ◽  
Time Interval ◽  
The Moment ◽  
First Time ◽  
Critical Branching Process ◽  
Number Of Particles

The homogeneous branching process with migration and continuous time is considered. We investigated the distribution of the period-life τ, i.e., the length of the time interval between the moment when the process is initiated by a positive number of particles and the moment when there are no individuals in the population for the first time. The probability generating function of the random process, which describes the behavior of the process within the period-life, was obtained. The boundary theorem for the period-life of the subcritical or critical branching process with migration was found.

The Situation of Catholic Instruction in Transylvania during the Communist Takeover

2020 ◽  
Vol 65 (2) ◽  
pp. 33-52
Author(s):  
László Holló
Keyword(s):  
Religious Education ◽  
Catholic Church ◽  
Virgin Mary ◽  
Educational Institutions ◽  
God's Will ◽  
School Network ◽  
One Year ◽  
The Moment ◽  
First Time ◽  
The Catholic Church

"In less than one year, the Catholic Church, just like the other denominations, lost its school network built along the centuries. This was the moment when the bishop wrote: “No one can resent if we shed tears over the loss of our schools and educational institutions”. Moreover, he stated that he would do everything to re-store the injustice since they could not resent if we used all the legal possibilities and instruments to retrieve our schools that we were illegally dispossessed of. Furthermore, he evaluated the situation realistically and warned the families to be more responsible. He emphasized the parents’ responsibility. First and foremost, the mother was the child’s first teacher of religion. She taught him the first prayers; he heard about God, Jesus, the Virgin Mary, and the angels from his mother for the first time. He asked for the mothers’ and the parents’ support also in mastering the teachings of the faith. Earlier, he already instructed the priests to organize extramu-ral biblical classes for the children and youth. At this point, he asked the families to cooperate effectively, especially to lead an ardent, exemplary religious life, so that the children would grow up in a religious and moral life according to God’s will, learn-ing from the parents’ examples. And just as on many other occasions throughout history, the Catholic Church started building again. It did not build spectacular-looking churches and schools but rather modest catechism halls to bring communities together. These were the places where the priests of the dioceses led by the bishop’s example and assuming all the persecutions, incessantly educated the school children to the love of God and of their brethren, and the children even more zealously attended the catechism classes, ignoring their teachers’ prohibitions. Keywords: Márton Áron, Diocese of Transylvania, confessional religious education, communism, nationalization of catholic schools, Catholic Church in Romania in 1948."

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