On the existence of optimal controls for a singular stochastic ... - UiO
Recommend Documents
Dec 6, 2016 - specifically, the control system is given by a backward stochastic partial differential equation in the abstract evolution form: { dy(t)=[A(t)y(t) + ...
ing an optimally controlled process as a reflected diffusion (cf. [2, 3, 15]). .... p) and B is a k-dimensional Brownian motion with drift b and covariance matrix Σ ...
Key words. time optimal control, heat equations, control constraints of the .... Here M â N, and BM (0,Ï) denotes the ball in RM , centered at the origin and of.
Jul 16, 2014 - arXiv:1405.0204v2 [quant-ph] 16 Jul 2014. Searching for quantum optimal controls in the presence of singular critical points. Gregory Riviello,1 ...
Abstract. Computational fixed point theorems can be used to automatically verify existence and uniqueness of a solution to a nonlinear system of equations F(x) ...
in x; thus no general computational technique can prove existence and uniqueness. ... of true solutions exist within a region in complex space containing x.
and Mechanics, ANAS, Baku, Azerbaijan. Abstract. In this paper, we continue investigation of the problem considered in our earlier works. The paper deals with ...
applications, in particular to game problems Carmona and Delarue (2013); Lasry and Li- ... of the underlying processes and Skorokhod selection theorem. ...... On the space of completely additive functions. ... principle via Malliavin calculus.
Jul 24, 2015 - Stochastic Partial Differential Equation (SPDE) arising as a model of ... Keywords: Phytoplankton aggregation, Nonlinear stochastic partial dif-.
Mar 14, 2012 - ... not be made otherwise available on the internet; instead link directly to this url for this article. ..... mailto:[email protected]. 2.
gramming (LP) formulation of stochastic control problems involving singular ... process through the selection of its drift rate (a control that acts absolutely.
Abstract. In this paper, we consider the existence of positive solutions to a singular semipositone boundary value problem of nonlinear fractional differential ...
Dec 8, 1999 - Due to the singularity, we are not even sure of the local existence ... the problem (1) with f continuous, assume the existence of continuous ...
If T allyCoNEE EE then there exists a p-optimal propositional proof system. This improves an .... T allyCoNF DF implies the existence of a p- optimal pps. Proof:.
May 29, 2016 - f(t, â) = â (i.e. f is singular at t = 0). Similar problem was investigated in [1], in case when α â (1, 2] and with bound- ary conditions u(0) = u(1) ...
May 29, 2016 - CA] 29 May 2016. Existence of a unique positive solution for a singular fractional boundary value problem. Karimov E.T.ââ and Sadarangani K.
Keywords: automotive, spare parts, probabilistic dynamic programming, pooling, supply chain. 1. ... evening of the same day to final clients. ..... demand classes.
Aug 3, 2011 - Abstract. Using minimax methods we study the existence and multiplicity of nontrivial solutions for a singular class of semilinear elliptic ...
Mar 16, 2014 - Lebanese International University (LIU), Beirut Campus, Al-Mouseitbeh,. P.B. Box ... could also be found in [10] using the front tracking method.
Abstract. Computational fixed point theorems can be used to automatically verify existence and uniqueness of a solution to a nonlinear system of equations F(x) ...
Mar 25, 2014 - In this particular case however, one can use a âtrickâ, the Cole-Hopf ...... These are the functions that play the role of polynomials in our theory.
On the existence of optimal controls for a singular stochastic ... - UiO
We prove existence of optimal controls for the singular stochastic control problem ..... Thanks to the dynamic programming principle, the value function (3) can.
In M. Kohlmann and S. Tang (editors), "Mathematical Finance", 2001, 79-88, Birkhäuser Verlag, Basel
