Recent results on multiplicative noise
نویسندگان
چکیده
منابع مشابه
On Multiplicative Noise Models for Stochastic Search
In this paper we investigate multiplicative noise models in the context of continuous optimization. We illustrate how some intrinsic properties of the noise model imply the failure of reasonable search algorithms for locating the optimum of the noiseless part of the objective function. Those findings are rigorously investigated on the (1 + 1)-ES for the minimization of the noisy sphere function...
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Necessary and sufficient conditiom are derived nnder which agiven set of hear hcb'onalsassume unique values over the solution sedof a hear equation; the latter property is referred to as partial uniqueness.The wefnlness of the conditions obtained for partial uniqueness is dem-onstrated by applying them to various problems of observab~tyand inputidentirLsbilit...
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We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot be stabilized in a secondmoment sense. This is done by showing that the probability that the state magnitude remains bounded must go to zero with time. Our pr...
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Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered. The coefficients are assumed to have linear growth. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the mild solution is proposed. Examples on stochastic partial differentia...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 1999
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.60.69