Stochastic optimal switching model for migrating population dynamics
نویسندگان
چکیده
منابع مشابه
Stochastic functional population dynamics with jumps
In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...
متن کاملOptimal Controller Switching for Stochastic Systems
This paper presents a solution to certain problems in switched controller design for stochastic dynamical systems. The main result is a separation theorem for partial information systems. This result is then used to convert the partial information stochastic control problem to a complete information stochastic control problem. We also show that certainty equivalence does not hold. The optimal s...
متن کاملstochastic functional population dynamics with jumps
in this paper we use a class of stochastic functional kolmogorov-type model with jumps to describe the evolutions of population dynamics. by constructing a special lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...
متن کاملA stochastic model for early HIV-1 population dynamics.
A simple stochastic mathematical model is developed and investigated for early human immunodeficiency virus type-1 (HIV-1) population dynamics. The model, which is a multi-dimensional diffusion process, includes activated uninfected CD4(+)T cells, latently and actively infected CD4(+)T cells and free virions occurring in plasma. Stochastic effects are assumed to arise in the process of infectio...
متن کاملOptimal Stochastic Switching under Convexity Assumptions
Abstract. We address a method of approximate calculation of optimal control policy applicable to a particular class of stochastic control problems, whose stochastic dynamics exhibit a certain convexity preserving property. Problems of this type appear in many applications and encompass important examples arising in the area of optimal stopping and in the framework of control, based on partial o...
متن کاملذخیره 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: Journal of Biological Dynamics
سال: 2019
ISSN: 1751-3758,1751-3766
DOI: 10.1080/17513758.2019.1685134