dc.contributor.author | LEFEBVRE, Mario | |
dc.date.accessioned | 2020-06-11T08:59:03Z | |
dc.date.available | 2020-06-11T08:59:03Z | |
dc.date.issued | 2020 | |
dc.identifier.citation | LEFEBVRE, Mario. Stochastic optimal control of a two-dimensional dynamical system. In: Journal of Engineering Science. 2020, Vol. 27(2), pp. 37-43. ISSN 2587-3474. eISSN 2587-3482. | en_US |
dc.identifier.issn | 2587-3474 | |
dc.identifier.issn | 2587-3482 | |
dc.identifier.uri | https://doi.org/10.5281/zenodo.3784305 | |
dc.identifier.uri | http://repository.utm.md/handle/5014/8880 | |
dc.description.abstract | In this paper, we considered the problem of optimally controlling a twodimensional dynamical system until it reaches either of two boundaries. We consider a controlled dynamical system (X (t), Y (t)) which is a generalization of the classic twodimensional Kermack-McKendrick model for the spread of epidemics. Moreover, the system is subject to random jumps of fixed size according to a Poisson process. The system is controlled until the sum X (t) + Y (t) is equal to either 0 or d (> 0) for the first time. Particular problems are solved explicitly. | en_US |
dc.description.abstract | În această lucrare a fost analizată problema controlului optim a unui system dinamic bidimensional până când ajunge la oricare dintre cele două limite. Considerăm un sistem dinamic controlat (X (t), Y (t)), care este o generalizare a modelului classic bidimensional Kermack-McKendrick pentru răspândirea epidemiilor. Mai mult, sistemul este supus unor salturi aleatorii de dimensiuni fixe, conform unui proces Poisson. Sistemul este controlat până când suma X (t) + Y (t) este egală cu 0 sau d (> 0) pentru prima dată. Problemele particulare sunt rezolvate în mod explicit. | ro |
dc.language.iso | en | en_US |
dc.publisher | Tehnica UTM | en_US |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 United States | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
dc.subject | twodimensional dynamical systems | en_US |
dc.subject | dynamic programming | en_US |
dc.subject | error function | en_US |
dc.subject | random jumps | en_US |
dc.subject | Poisson processes | en_US |
dc.subject | systeme dinamice bidimensionale | en_US |
dc.subject | programare dinamică | en_US |
dc.subject | funcţie de eroare | en_US |
dc.subject | salturi aleatorii | en_US |
dc.subject | proces Poisson | en_US |
dc.title | Stochastic optimal control of a two-dimensional dynamical system | en_US |
dc.type | Article | en_US |
The following license files are associated with this item: