Probability Commons^™

Infinite-Dimensional Hamilton-Jacobi-Bellman Equations In Gauss-Sobolev Spaces, Pao-Liu Chow, Jose-Luis Menaldi

Mathematics Faculty Research Publications

We consider the strong solution of a semi linear HJB equation associated with a stochastic optimal control in a Hilbert space H: By strong solution we mean a solution in a L²(μ,H)-Sobolev space setting. Within this framework, the present problem can be treated in a similar fashion to that of a finite-dimensional case. Of independent interest, a related linear problem with unbounded coefficient is studied and an application to the stochastic control of a reaction-diffusion equation will be given.

Single Row Routing: Theoretical And Experimental Performance Evaluation, And New Heuristic Development, David A. Hysom

Computer Science Theses & Dissertations

The Single Row Routing Problem (SRRP) is an abstraction arising from real-world multilayer routing concerns. While NP-Complete, development of efficient SRRP routing heuristics are of vital concern to VLSI design. Previously, researchers have introduced various heuristics for SRRP; however, a comprehensive examination of SRRP behavior has been lacking.

We are particularly concerned with the street-congestion minimization constraint, which is agreed to be the constraint of greatest interest to industry. Several theorems stating lower bounds on street congestion are known. We show that these bounds are not tight in general, and argue they may be in error by at least 50% …

Ergodic Control Of Reflected Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

No abstract provided.

Lyapunov Exponents Of Linear Stochastic Functional-Differential Equations. Ii. Examples And Case Studies, Salah-Eldin A. Mohammed, Michael K. R. Scheutzow

Articles and Preprints

We give several examples and examine case studies of linear stochastic functional differential equations. The examples fall into two broad classes: regular and singular, according to whether an underlying stochastic semi-flow exists or not. In the singular case, we obtain upper and lower bounds on the maximal exponential growth rate $\overlineλ₁$(σ) of the trajectories expressed in terms of the noise variance σ . Roughly speaking we show that for small σ, $\overlineλ₁$(σ) behaves like -σ² /2, while for large σ, it grows like logσ. In the regular case, it is shown that a discrete Oseledec …

A Monte Carlo Model Of Uncertainty In A Deterministic Hazardous Waste Transportation Risk Assessment, Michael A. Cowen

Masters Theses

This thesis is aimed at developing and applying advanced modeling tools in the prediction of risk to the general public from transportation of chemical waste on public highways. The modeling tools developed can then be used to compare alternative waste management scenarios. The application considered is related to the transport of hazardous waste generated by the United States Department of Energy (DOE) to current treatment, storage, and disposal facilities. DOE is currently considering four different scenarios.

The application considered can be more specifically defined as an analysis of the risk to the general public from transporting the 63 shipments of …