Found 114 Documents (Results 1–100)
Economic design of &Xmacron; charts with variable parameters: the Markov chain approach. (English) Zbl 1155.62488
Dynamic programming and optimal control. Vol. 2. 2nd ed. (English) Zbl 1083.90044
Belmont, MA: Athena Scientific (ISBN 1-886529-27-2/hbk; 1-886529-08-6/set). xv, 303 p. (2001).
Synthesis of an optimal control for continuous Markov processes by semidefinite quality criteria. (English. Russian original) Zbl 1085.93029
Autom. Remote Control 62, No. 1, 67-75 (2001); translation from Avtom. Telemekh. 2001, No. 1, 80-90 (2001).
Reviewer: Ryszard Gessing (Gliwice)
On estimation of time dependent spatial signal in Gaussian white noise. (English) Zbl 1058.62067
Reviewer: Bohdan Maslowski (Praha)
Stochastic particle methods for linear tangent filtering equations. (English) Zbl 1088.93535
Menaldi, José Luis (ed.) et al., Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Amsterdam: IOS Press; Tokyo: Ohmsha (ISBN 1-58603-096-5; 4-274-90412-1). 231-240 (2001).
On estimation of the linearized drift for nonlinear stochastic differential equations. (English) Zbl 1064.62092
Linear quadratic, control and tracking problems for time-varying stochastic differential systems perturbed by a Markov chain. (English) Zbl 1078.93574
Multiscale graphical modeling in space: Applications to command and control. (English) Zbl 1026.62098
Moore, Marc (ed.), Spatial statistics: methodological aspects and applications. New York, NY: Springer. Lect. Notes Stat. 159, 83-113 (2001).
Reliability analysis of a system with gradually refilled time reserve. (English. Russian original) Zbl 1035.93030
Cybern. Syst. Anal. 37, No. 3, 361-372 (2001); translation from Kibern. Sist. Anal. 2001, No. 3, 78-89 (2001).
Reviewer: Lubomír Bakule (Praha)
Local control of Markovian processes of interaction on a graph with a compact set of states. (English. Russian original) Zbl 1038.93087
Cybern. Syst. Anal. 37, No. 3, 348-360 (2001); translation from Kibern. Sist. Anal. 2001, No. 3, 62-77 (2001).
Reviewer: Piotr Garbaczewski (Zielona Góra)
A problem of control of Markovian processes on a graph. (English. Russian original) Zbl 1024.60036
Cybern. Syst. Anal. 37, No. 2, 271-274 (2001); translation from Kibern. Sist. Anal. 2001, No. 2, 159-163 (2001).
Reviewer: Marius Iosifescu (Bucureşti)
Adaptive policies for time-varying stochastic systems under discounted criterion. (English) Zbl 1042.93065
Reviewer: H. Pragarauskas (Vilnius)
Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations. (English) Zbl 1031.90057
Adaptive control of average Markov decision chains under the Lyapunov stability condition. (English) Zbl 1031.90059
Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming. (English) Zbl 1020.60064
Reviewer: W.Stadje (Osnabrück)
Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models. (English) Zbl 1040.60031
Stability of oscillatory motion of liquid free surface in cylindrical cavity under random perturbations. (English. Russian original) Zbl 1032.34057
Int. Appl. Mech. 37, No. 10, 1332-1340 (2001); translation from Prikl. Mekh., Kiev 37, No. 10, 105-113 (2001).
Reviewer: A.E.Babaev (Kyïv)
Stochastic hybrid optimal control models. (English) Zbl 1032.93080
Hernández Hernández, Daniel (ed.) et al., Stochastic models II. Proceedings of the 6th symposium on probability and stochastic processes, Guanajuato, Mexico, May 23-27, 2000. Mexico, MX: Sociedad Matemática Mexicana. Aportaciones Mat., Investig. 16, 205-250 (2001).
Reviewer: M.Nisio (Osaka)
An estimate of the approximation error in the filtering of a discrete jump process. (English) Zbl 1009.60030
Feedback flow control with hysteresial techniques for multimedia retrievals. (English) Zbl 1036.68649
Monotonicity and comparison results for nonnegative dynamic systems. (English) Zbl 1119.90369
Fleischmann, Bernhard (ed.) et al., Operations research proceedings 2000. Selected papers of the symposium, OR 2000, Dresden, Germany, September 9–12, 2000. Berlin: Springer (ISBN 3-540-41587-4). 103-109 (2001).
Investigation of exponential dichotomy of Itô’s stochastic systems by using quadratic forms. (English. Ukrainian original) Zbl 1015.34050
Ukr. Math. J. 53, No. 11, 1882-1894 (2001); translation from Ukr. Mat. Zh. 53, No. 11, 1545-1555 (2001).
Reviewer: I.O.Parasyuk (Kyïv)
Robust sliding composite adaptive control for mechanical manipulators with finite error convergence time. (English) Zbl 1020.70003
Optimal sensor scheduling for hidden Markov model state estimation. (English) Zbl 1024.93059
Reviewer: Giovanni Di Masi (Padova)
An active mesh for movement estimation with discontinuities. (Estimation de mouvement par maillage actif avec prise en compte de discontinuités.) (French) Zbl 1027.93039
Reviewer: Radu Balan (Princeton)
Recursive method in stochastic optimization under compound criteria. (English) Zbl 1032.90057
Kusuoka, S. (ed.) et al., Advances in mathematical economics. Vol. 3. Tokyo: Springer. Adv. Math. Econ. 3, 63-82 (2001).
On risk sensitive control of regular step Markov processes. (English) Zbl 1009.93080
Reviewer: Giovanni Di Masi (Padova)
MSC:
93E20
60J75
Limiting average cost control problems in a class of discrete-time stochastic systems. (English) Zbl 1016.93073
Reviewer: Klaus Ehemann (Karlsruhe)
Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion. (English) Zbl 1039.93067
Reviewer: Makiko Nisio (Kobe)
Risk sensitive adaptive control of discrete time Markov processes. (English) Zbl 1030.93062
Reviewer: M.Nisio (Osaka)
Comment on “Hypercontractivity of Hamilton-Jacobi equations” by S. G. Bobkov, I. Gentil and M. Ledoux. (English) Zbl 1134.35312
Reviewer: Olaf Ninnemann (Berlin)
An interacting multipattern probabilistic data association (IMP-PDA) algorithm for target tracking. (English) Zbl 1003.93049
Reviewer: Guy Jumarie (Montréal)
Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering. (English) Zbl 1005.93045
Reviewer: Vjatscheslav Vasiliev (Tomsk)
Death and discounting. (English) Zbl 1017.90122
Adaptive control of Markov chains with average cost. (English) Zbl 1005.93053
Reviewer: Michael Kohlmann (Bonn)
A note on optimality conditions for continuous-time Markov decision processes with average cost criterion. (English) Zbl 1017.90120
An approximation method for controlled discrete jump processes under partial observations. (English) Zbl 1005.93049
Reviewer: Michael Kohlmann (Bonn)
Stochastic stability analysis of fault-tolerant control systems in the presence of noise. (English) Zbl 1011.93106
Reviewer: Vigirdas Mackevičius (Vilnius)
Perturbation of multivariable linear quadratic systems with jump parameters. (English) Zbl 1037.93074
Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne)
On stochastic hybrid zero-sum games with nonlinear slow dynamics. (English) Zbl 1008.91007
Altman, Eitan (ed.) et al., Advances in dynamic games and applications. Papers from the 8th international symposium, Chateau Vaalsbroek, Maastricht, the Netherlands, July 5-8, 1998. Basel: Birkhäuser. Ann. Int. Soc. Dyn. Games. 6, 129-145 (2001).
Reviewer: Prabhat Kumar Mahanti (Saint John, N.B.)
Special case of the seaching problem. (Ukrainian. English summary) Zbl 1007.94530
Analysis on the performance and properties of interacting multiple models algorithm. (Chinese. English summary) Zbl 1012.93065
Reviewer: Yang En-Hao (Guangzhou)
Admission policies for a two class loss system. (English) Zbl 0995.60086
Reviewer: A.Dvurečenskij (Bratislava)
Quantitative analysis of jump Markovian nonlinear stochastic hybrid systems: Practical stability. (English) Zbl 1004.93046
Reviewer: V.Wihstutz (Charlotte)
Stochastic systems. Theory and applications. Transl. from the Russian manuscript by I. V. Sinitsyna. (English) Zbl 0994.60001
Singapore: World Scientific. xx, 908 p. (2001).
Reviewer: Evelyn Buckwar (Berlin)
Output-feedback guaranteed cost control for uncertain time-delay systems with Markov jumps. (English) Zbl 0999.93071
Reviewer: M.Nisio (Osaka)
On the detectability and observability of discrete-time Markov jump linear systems. (English) Zbl 0986.93008
Optimal control of continuous-time linear systems with a time-varying, random delay. (English) Zbl 0986.93075
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm. (English) Zbl 0987.93080
Stochastic optimal control of a solar car. (English) Zbl 0996.93092
Rubinov, Alexander (ed.) et al., Optimization and related topics. Selected papers of the 6th Australian optimization day miniconference, Ballarat, Australia, July 16, 1999, and the special sessions on nonlinear dynamics and optimization and operations research - methods and applications, Melbourne, Australia, July 11-15, 1999 (part of the joint meeting of the American Mathematical Society and Australian Mathematical Society). Dordrecht: Kluwer Academic Publishers. Appl. Optim. 47, 71-81 (2001).
Reviewer: Henri Schurz (Carbondale)
A mathematical model of search for signals in a multi-channel system. (Russian. English summary) Zbl 0986.60094
Investigation of invariant sets of Itô stochastic systems by use of Lyapunov functions. (English. Ukrainian original) Zbl 0986.60050
Ukr. Math. J. 53, No. 2, 323-328 (2001); translation from Ukr. Mat. Zh. 53, No. 2, 282-285 (2001).
Reviewer: I.O.Parasyuk (Kyïv)
State-dependent vector hybrid linear and nonlinear ARMA modeling: Theory. (English) Zbl 0995.93071
Reviewer: Pedro A.Morettin (São Paulo)
MSC:
93E12
Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains. (English) Zbl 1017.60081
Reviewer: Gheorghe Oprişan (Bucureşti)
A stochastic approach to the flood control problem. (English) Zbl 1031.86009
Reviewer: Vladimir Čadež (Bruxelles)
Game-theoretic coupled Riccati equations associated to controlled linear differential systems with jump Markov perturbations. (English) Zbl 1050.93076
Reviewer: Michael Scheutzow (Berlin)
Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon. (English) Zbl 1160.93397
Markov decision processes methods for static stability of DES. (Chinese. English summary) Zbl 1039.90084
Almost sure convergence and stability analysis of hybrid partial differential systems under jump Markovian perturbations. (English) Zbl 0997.93093
Reviewer: V.Wihstutz (Charlotte)
A finite algorithm for solving infinite dimensional optimization problems. (English) Zbl 0997.90097
MSC:
90C40
49M30
Sequencing and routing in multiclass queueing networks. I: Feedback regulation. (English) Zbl 1060.90043
A state-space calculus for rational probability density functions and applications to non-Gaussian filtering. (English) Zbl 1009.93010
Reviewer: Valeriu Prepeliţă (Bucureşti)
Learning algorithms for Markov decision processes with average cost. (English) Zbl 1001.93091
Reviewer: Chengxun Wu (Shanghai)
A dynamic programming algorithm for the optimal control of piecewise deterministic Markov processes. (English) Zbl 1061.93096
Convergence of the optimal feedback policies in a numerical method for a class of deterministic optimal control problems. (English) Zbl 1001.49032
Reviewer: Asaf D.Iskenderov (Baku)
Limiting discounted-cost control of partially observable stochastic systems. (English) Zbl 0997.93101
Reviewer: Klaus Ehemann (Karlsruhe)
Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters. (English) Zbl 1058.93058
Reviewer: Chengxun Wu (Shanghai)
Stationary solutions and forward equations for controlled and singular martingale problems. (English) Zbl 0984.60086
On terminating Markov decision processes with a risk-averse objective function. (English) Zbl 0995.93075
Reviewer: M.Nisio (Osaka)
An explicit solution to an optimal stopping problem with regime switching. (English) Zbl 0988.60038
Reviewer: W.Stadje (Osnabrück)
Nonlinear filtering equation of a jump process with counting observations. (English) Zbl 0981.60081
Reviewer: Nicolas Privault (La Rochelle)
Nearly optimal control of nonlinear Markovian systems subject to weak and strong interactions. (English) Zbl 1011.93112
Reviewer: Leslaw Socha (Katowice)
Singularly perturbed Markov decision processes with inclusion of transient states. (English) Zbl 1052.90098
Reviewer: Yoshio Ohtsubo (Kochi)
Nearly optimal control of singularly perturbed Markov decision processes in discrete time. (English) Zbl 0990.90125
Two classes Markov decision processes with perturbations. (Chinese) Zbl 1031.93159
Reviewer: Wu Chengxun (Shanghai)
A Markov model for the stochastic optimal control of a solar powered car. (English) Zbl 0974.93041
Yang, Xiaoqi (ed.) et al., Optimization methods and applications. Dordrecht: Kluwer Academic Publishers. Appl. Optim. 52, 331-341 (2001).
Reviewer: Guy Jumarie (Montréal)
Developments of the Markov chain approach within the distribution theory of runs. (English) Zbl 1080.62559
On controllability with respect to the expectation of discrete time jump linear systems. (English) Zbl 0982.93020
Reviewer: J.Klamka (Katowice)
Bayesian M-T clustering for reduced parameterisation of Markov chains used for nonlinear adaptive elements. (English) Zbl 0979.93118
Reviewer: E.Ya.Gorelova (Samara)
Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs. (English) Zbl 0989.93097
Reviewer: S.G.Tzafestas (Athens)
Approximations for nonlinear filters based on quantisation. (English) Zbl 0980.65062
Reviewer: M.I.Krastanov (Sofia)
An auxiliary equation for the Bellman equation in a one-dimensional ergodic control. (English) Zbl 0978.49025
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