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A minimum principle for stochastic control of hepatitis C epidemic model
In this paper, we discussed a stochastic optimal control of hepatitis C that minimizes the side effect and reduces the viral load. The control...
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On the maximum principle for relaxed control problems of nonlinear stochastic systems
We consider optimal control problems for a system governed by a stochastic differential equation driven by a d-dimensional Brownian motion where both...
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The minimum principle of hybrid optimal control theory
The hybrid minimum principle (HMP) is established for the optimal control of deterministic hybrid systems with both autonomous and controlled...
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Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method
In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep...
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Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle
In this paper, we design a competition framework for two insurers with ambiguity aversion under the utility framework and investigate the resulting...
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A Stochastic Maximum Principle for Partially Observed Optimal Control Problem of Mckean–Vlasov FBSDEs with Random Jumps
In this paper, we study the stochastic maximum principle for partially observed optimal control problem of forward–backward stochastic differential...
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A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
This paper develops an efficient numerical algorithm for solving a class of partially observed stochastic optimal control problems with correlated...
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A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier–Stokes Equations
We analyze the control problem of the stochastic Navier–Stokes equations in multi-dimensional domains considered in Benner and Trautwein (Math Nachr...
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Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays
This paper is to establish a sufficient maximum principle for one kind of stochastic optimal control problem with three types of delays: a discrete...
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THE PATHWISE-DETERMINED MAXIMUM PRINCIPLE AND SYMMETRIC INTEGRALS
For stochastic differential equations with the Stratonovich integral and with a controlled drift, a connection is found between the stochastic...
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The stochastic relaxion
We revisit the original proposal of cosmological relaxation of the electroweak scale by Graham, Kaplan and Rajendran in which the Higgs mass is...
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Minimum latency effects for cancer associated with exposures to radiation or other carcinogens
BackgroundIn estimating radiation-associated cancer risks a fixed period for the minimum latency is often assumed. Two empirical latency functions...
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Minimum Message Length
The minimum message length (MML) Principle is an information-theoretic approach to induction, hypothesis testing, model selection, and statistical...
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Extension of Stochastic Complexity
The MDL principle has been established on the basis of the equivalence relation between a probability distribution and coding through the Kraft...
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Iterative Algorithm for Feedback Nonlinear Systems by Using the Maximum Likelihood Principle
This paper aims to find a maximum likelihood least squares-based iterative algorithm to solve the identification issues of closed-loop input...
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Stochastic differential games with controlled regime-switching
In this article, we consider a two-player zero-sum stochastic differential game with regime-switching. Different from the results in existing...
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Theoretical Guarantees for Satisfaction of Terminal State Constraints for Nonlinear Stochastic Systems
In several engineering applications, it is desired to bring a system from an initial configuration to a specific terminal configuration. A...
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On the Lagrange Duality of Stochastic and Deterministic Minimax Control and Filtering Problems
AbstractAs shown below, the linear operator norms in the deterministic and stochastic cases are optimal values of the Lagrange-dual problems. For...
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Infinite Horizon Stochastic Maximum Principle for Stochastic Delay Evolution Equations in Hilbert Spaces
In the present work, we investigate infinite horizon optimal control problems driven by a class of stochastic delay evolution equations in Hilbert...
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Uncertainty principle from the noise of gravitons
The effect of the noise induced by gravitons in the case of a freely falling particle from the viewpoint of an external observer has been recently...