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Full-Text Articles in Probability
Stochastic Hybrid Control, A. Bensoussan, J. L. Menaldi
Stochastic Hybrid Control, A. Bensoussan, J. L. Menaldi
Mathematics Faculty Research Publications
The objective of this paper is to study the stochastic version of a previous paper of the authors, in which hybrid control for deterministic systems was considered. The modelling is quite similar to the deterministic case. We have a system whose state is composed of a continuous part and a discrete part. They are affected by a continuous type control and an impulse control. The dynamics is moreover perturbed by noise, also a continuous and a discrete noise process. The Markovian character of the state process is preserved. We develop the model and show how the dynamic programming approach leads …
What's Best?, Arthur T. Benjamin, Matthew T. Fluet '99
What's Best?, Arthur T. Benjamin, Matthew T. Fluet '99
All HMC Faculty Publications and Research
No abstract provided in this article.
A Rational Solution To Cootie, Arthur T. Benjamin, Matthew T. Fluet '99
A Rational Solution To Cootie, Arthur T. Benjamin, Matthew T. Fluet '99
All HMC Faculty Publications and Research
No abstract provided in this article.
A Leveque-Type Lower Bound For Discrepancy, Francis E. Su
A Leveque-Type Lower Bound For Discrepancy, Francis E. Su
All HMC Faculty Publications and Research
A sharp lower bound for discrepancy on R / Z is derived that resembles the upper bound due to LeVeque. An analogous bound is proved for discrepancy on Rk / Zk. These are discussed in the more general context of the discrepancy of probablity measures. As applications, the bounds are applied to Kronecker sequences and to a random walk on the torus.