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Haut PDF Control of McKean-Vlasov systems and applications

Haut PDF Control of McKean-Vlasov systems and applications ont été compilés par 123dok FR

Control of McKean-Vlasov systems and applications

Control of McKean-Vlasov systems and applications

... X, and by assuming the existence at all times of a density function for the marginal distribution of ...purpose of this paper is to provide a detailed analysis of the dynamic ... Voir le document complet

157

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications *

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications *

... McKean-Vlasov context, the class of linear quadratic optimal control, which provides a typical case for solvable applications, has been studied in several papers, among them [24], ... Voir le document complet

26

Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics

Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics

... a control formulation where the process α is required to be progressively measurable ...0 of the sole common ...terms of the conditional law as sole state variable, see ...closed-loop control, ... Voir le document complet

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Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type

Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type

... McKean Vlasov processes may be regarded as a limit approximation for interacting systems with large number of ...because of the wide range of applications requiring large ... Voir le document complet

149

Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

... version of the stochastic Pontryagin maximum principle that is tailor-made to McKean- Vlasov dynamics and give sufficient conditions for existence of an optimal ...class of ... Voir le document complet

39

Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics

Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics

... bank, and α is the rate of borrowing/lending to a central ...literature McKean-Vlasov control problem is tackled by two different approaches: On the one hand, the stochastic Pontryagin ... Voir le document complet

44

Optimal Control of Aerospace Systems with Control-State Constraints and Delays

Optimal Control of Aerospace Systems with Control-State Constraints and Delays

... effectiveness and robustness of our approach, we test Algorithm 3 preliminarily on an example, which is not related to aerospace applications and considers the nontrivial problem consisting ... Voir le document complet

224

Extended McKean-Vlasov optimal stochastic control applied to smart grid management

Extended McKean-Vlasov optimal stochastic control applied to smart grid management

... aware of the recent preprint [ABVC19] which deals also with the extended MKV stochastic optimal control, with fully non-linear interaction, Markovian dynamics, in the case of a Brownian ...optimal ... Voir le document complet

32

White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps

White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps

... Pra and Fischer ( 2018 ...state of the system, that is, the current value of the empirical ...by applications coming from neuroscience (where jumps are spikes of the neurons leading to ... Voir le document complet

36

Control of McKean-Vlasov Dynamics versus Mean Field Games

Control of McKean-Vlasov Dynamics versus Mean Field Games

... discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the ... Voir le document complet

37

A cubature based algorithm to solve decoupled McKean-Vlasov Forward Backward Stochastic Differential Equations

A cubature based algorithm to solve decoupled McKean-Vlasov Forward Backward Stochastic Differential Equations

... below. McKean Vlasov processes may be regarded as a limit approximation for interacting systems with large number of ...because of the wide range of applications requiring ... Voir le document complet

44

From Vlasov–Poisson and Vlasov–Poisson–Fokker–Planck Systems to Incompressible Euler Equations: the case with finite charge

From Vlasov–Poisson and Vlasov–Poisson–Fokker–Planck Systems to Incompressible Euler Equations: the case with finite charge

... is of size ε −1 and we shall consider the applied potential 1 ε Φ ext also of size ε −1 ...study of non neutral plasmas (see [12] for a review): these are collections of particles all ... Voir le document complet

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Dynamics of long range interacting systems beyond the Vlasov limit

Dynamics of long range interacting systems beyond the Vlasov limit

... Discussion and conclusions Let us now discuss further the physical significance of these results, and in particular how they justify the basic qualitative distinction between interactions as we have ... Voir le document complet

145

Applications of adaptive controllers based on nonlinear parametrization to level control of feedwater heater and position control of magnetic bearing systems

Applications of adaptive controllers based on nonlinear parametrization to level control of feedwater heater and position control of magnetic bearing systems

... In this thesis, a new adaptive control approach based on nonlinear parametrization (Annaswamy et al., 1996) is applied to control problems in two different dynamic sys- tems[r] ... Voir le document complet

161

Dwell-time control sets and applications to the stability analysis of linear switched systems

Dwell-time control sets and applications to the stability analysis of linear switched systems

... ANALYSIS OF LINEAR SWITCHED SYSTEMS FRANCESCO BOAROTTO AND MARIO SIGALOTTI ...extension of the theory of control sets to the case of inputs satis- fying a dwell-time ... Voir le document complet

29

A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The two-dimensional case

A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The two-dimensional case

... new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The two-dimensional ...Talay and Tomasevic [ 20 ] we proposed a new stochastic interpretation ... Voir le document complet

25

Trapping scaling for bifurcations in Vlasov systems

Trapping scaling for bifurcations in Vlasov systems

... robustness of our unstable manifold analy- sis with respect to the initial ...size of the perturbation ǫ was chosen small enough such that the saturated solution reached for ǫ > 0 does not depend on ... Voir le document complet

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A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case

A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case

... values of χ, these issues become delicate because solutions may blow up in finite ...simulations of the related particle system appear to be effective for arbitrary value of χ, it seems interesting ... Voir le document complet

23

A Review of Heating and Temperature Control in Microfluidic Systems: Techniques and Applications

A Review of Heating and Temperature Control in Microfluidic Systems: Techniques and Applications

... sides of the microchannel. Experiments bring into play the use of polystyrene beads of 477 nm in diameter in the presence of 100 mM NaCl with a flow rate of ...µL/min, and show ... Voir le document complet

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Differential flatness and control of nonlinear systems

Differential flatness and control of nonlinear systems

... degrees of the outputs of a non linear system, necessary and sufficient conditions for differential flatness have been ...application of the non linear inverse approach to an output observable ... Voir le document complet

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