相关论文: Optimal Competition Resolution Rule for Buslaev Co…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…
We model a particulate flow of constant velocity through confined geometries, ranging from a single channel to a bundle of $N_c$ identical coupled channels, under conditions of reversible blockage. Quantities of interest include the exiting…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
Given a chain of viscoelastic spheres with fixed masses of the first and last particles. We raise the question: How to chose the masses of the other particles of the chain to assure maximal energy transfer? The results are compared with a…
In the framework of the Polyakov quark-meson model with two flavors, the bubble dynamics of a first-order phase transition in the region of high density and low temperature are investigated by using the homogeneous thermal nucleation…
We tackle the problem of acting in an unknown finite and discrete Markov Decision Process (MDP) for which the expected shortest path from any state to any other state is bounded by a finite number $D$. An MDP consists of $S$ states and $A$…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…
We analyze the control of the motion of a charged particle by means of an external electric field. The system is constrained to move along a given direction. The goal of the control is to change the speed of the particle in a fixed time…
We consider random search processes alternating stochastically between diffusion and ballistic motion, in which the distribution function of ballistic motion directions varies from point to point in space. The specific space dependence of…
We consider systems of n particles that move with constant velocity between collisions. Their total momentum but not necessarily their kinetic energy is preserved at collisions. As there are no further constraints, these systems are…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
A general, variational approach to derive low-order reduced systems for nonlinear systems subject to an autonomous forcing, is introduced. The approach is based on the concept of optimal parameterizing manifold (PM) that substitutes the…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
A one dimensional $A+A \to \emptyset$ system where the direction of motion of the particles is determined by the position of the nearest neighours is studied. The particles move with a probability $0.5 + \epsi$ towards their nearest…
The probability distribution of the velocity of gas molecules in a closed container is described by the kinetic theory of gases. When molecules collide or impact the walls of a container, they exchange energy and momentum in accordance with…
We present a study of dynamical scaling and front motion in a one dimensional system that describes Rayleigh-Benard convection in a rotating cell. We use a model of three competing modes proposed by Busse and Heikes to which spatial…
The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…