Probabilistic aspects of finite-fuel stochastic control

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Avoiding the Origin: a Finite-fuel Stochastic Control Problem

We consider a model for the control of a satellite—fuel is expended in a linear fashion to move a satellite following a diffusion—the aim is to keep the satellite above a critical level. Under suitable assumptions on the drift and diffusion co-efficients, it is shown that the probability of the satellite falling below the critical level is minimised by a policy which moves the satellite a certa...

متن کامل

Finite-fuel Singular Control with Discretionary Stopping

We discuss the finite-fuel, singular stochastic control problem of optimally tracking the standard Brownian motion x+W (·) started at x ∈ IR, by an adapted process ξ(·) = ξ+(·)−ξ−(·) of bounded total variation ξ̌(t) = ξ+(t) + ξ−(t) ≤ y, ∀ 0 ≤ t < ∞, so as to minimize the total expected discounted cost

متن کامل

Probabilistic and asymptotic aspects of finite simple groups

This is a survey of recent developments in the probabilistic and asymptotic theory of finite groups, with a particular emphasis on the finite simple groups. The first two sections are concerned with random generation, while the third section focusses on some applications of probabilistic methods in representation theory. The final section deals with some of the asymptotic aspects of the diamete...

متن کامل

Finite memory estimation and control of finite probabilistic systems

A finite probabilistic system (FPS) is a stationary discrete-time controlled stochastic dynamical process, having finite input, output, and (internal) state sets. The partially-observable Markov decision process is an example of such a system. FPS formulations provide a convenient framework for the study of problems of state estimation, statistical decision, or control, where state information ...

متن کامل

Some combinatorial aspects of finite Hamiltonian groups

In this paper we provide explicit formulas for the number of elements/subgroups/cyclic subgroups of a given order and for the total number of subgroups/cyclic subgroups in a finite Hamiltonian group. The coverings with three proper subgroups and the principal series of such a group are also counted. Finally, we give a complete description of the lattice of characteristic subgroups of a finite H...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the National Academy of Sciences

سال: 1985

ISSN: 0027-8424,1091-6490

DOI: 10.1073/pnas.82.17.5579