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Tighter Bounds on Transient Moments of Stochastic Chemical Systems
The use of approximate solution techniques for the Chemical Master Equation is a common practice for the analysis of stochastic chemical systems....
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Predicer: abstract stochastic optimisation model framework for multi-market operation
An open-source modelling framework Predicer, standing for Predictive Decider, for multi-market day-ahead market operation purposes is described in...
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The Stochastic Linear Quadratic Optimal Control Problem on Hilbert Spaces: The Case of Non-analytic Systems
We derive the algebraic Riccati equation associated with the infinite dimensional linear quadratic stochastic optimal control problem on an infinite...
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Covering a Set of Points with a Minimum Number of Equal Disks via Simulated Annealing
This paper considers the following problem. Given n points in the plane, what is the minimum number of disks of radius r needed to cover all n...
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Stochastic perturbation of subgradient algorithm for nonconvex deep neural networks
Choosing a learning rate is a necessary part of any subgradient method optimization. With deeper models such as convolutional neural networks of...
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Optimization of Stochastic Jump Diffusion Systems Nonlinear in the Control
AbstractWe consider the optimal program control problem for a stochastic state- and control-nonlinear jump diffusion system with a given performance...
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HJB Equation, Dynamic Programming Principle, and Stochastic Optimal Control
The paper is an extended version of lecture notes from a mini-course given by the author in the workshop Optimal Control and PDE in Tohoku University...
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Stochastic control of ecological networks
The paper models the maintenance of ecological networks in forest environments, built from bioreserves, patches and corridors, when these grids are...
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Stochastic Mixed-Integer Programming Methods
This chapter gives an introductory study of two-stage stochastic mixed-integer programming (SMIP). This subject is an extension of deterministic MIP...
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pth Moment exponential stability of stochastic delayed differential systems with impulsive control involving delays
This paper studies the p th moment exponential stability of stochastic delayed differential systems with impulsive control involving delays. By using...
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Stochastic quantisation of Yang–Mills–Higgs in 3D
We define a state space and a Markov process associated to the stochastic quantisation equation of Yang–Mills–Higgs (YMH) theories. The state space
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Analysis of Stochastic SIRC Model with Cross Immunity Based on Ornstein–Uhlenbeck Process
In this paper, we analyze a stochastic SIRC model with Ornstein–Uhlenbeck process. Firstly, we give the existence and uniqueness of global solution...
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A BSDE Approach to Stochastic Differential Games Involving Impulse Controls and HJBI Equation
This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time...
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Existence and Trajectory Controllability of Conformable Fractional Neutral Stochastic Integrodifferential Systems with Infinite Delay
The present work deals with the existence and the trajectory (T-)controllability of conformable fractional neutral stochastic integrodifferential...
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Decomposition of Convex High Dimensional Aggregative Stochastic Control Problems
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first...
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Rayleigh–Bénard Convection with Stochastic Forcing Localised Near the Bottom
We prove stochastic stability of the three-dimensional Rayleigh–Bénard convection in the infinite Prandtl number regime for any pair of temperatures...
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A stochastic dynamical model for nosocomial infections with co-circulation of sensitive and resistant bacterial strains
Nosocomial infections (hospital-acquired) has been an important public health problem, which may make those patients with infections or involved...
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Pareto Optimal Cooperative Control of Mean-Field Backward Stochastic Differential System in Finite Horizon
This research article aims to investigate a new type of Pareto cooperative differential game governed by backward stochastic differential equations...
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Stochastic Equations and Inclusions with Mean Derivatives and Their Applications
This work is a detailed presentation of the results mainly obtained in recent years by the author and his school of the research of mean derivatives...
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