stochastic discrete-time model
Identification and Modeling of Outliers in a Discrete - Time Stochastic Series
... in discrete-stochastic series are to identify the locations and types of outliers and estimating the effects of ...linear model for the stochastic ...the model parameters and the ...
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Stochastic Programming Model for Discrete Lotsizing and Scheduling Problem on Parallel Machines
... the stochastic programming ...the model, the formulation by the sto- chastic programming model (a mixed-integer program) was solved in its original format by the mixed integer optimizer in CPLEX, and ...
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Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009)
... parametric model (the analytical solution) to epidemic curves ...epidemic model is known to be approximated by a family of logistic equations [20,21], and the flexible power-law logistic equation has been ...
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Discrete Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach
... linear model-based optimal control problem, where the model output is ...the model output, is de- ...the stochastic ap- proximation ...the stochastic gradient is established, so as the ...
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Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control
... some stochastic systems, such as electric power systems, manufacturing systems and financial systems, may experience abrupt changes in their structures and parameters because of environment changes, random ...
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Almost sure exponential stabilization by discrete-time stochastic feedback control
... the discrete-time control problem, it is better to compare the above stochastic feedback control with the deterministic feedback ...a stochastic state feedback control so that the ...
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Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model Reality Differences
... converter model is illustrated [26] [27] [28]. In this model, the real plant is a nonlinear dynamics structure and the output channel is a single output mea- surement, where the stationary Gaussian white ...
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Synchronization of a class of uncertain stochastic discrete time delayed neural networks
... same time, most of the papers mentioned above are concerned with continuous- time neural ...use, discrete-time types of models should be ...investigating discrete-time neural ...
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RLS Wiener Predictor with Uncertain Observations in Linear Discrete Time Stochastic Systems
... In the above studies, it is assumed that the state-space model for the signal is given. However, in real applica- tions, the state-space modeling errors might degrade the estimation accuracy. Nakamori [4] derived ...
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Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control
... hybrid stochastic differential equations (SDEs) (also known as SDEs with Markovian switching) have been widely employed to model many practical systems that have variable structures subject to random abrupt ...
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Valuation of Game Option Bonds under the Generalized Ho Lee Model: A Stochastic Game Approach
... Ho-Lee model [1]. It is a discrete-time and an arbitrage-free term structure model of interest ...on time and states, and hence it generalizes the Ho-Lee model ...to model ...
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Output regulation for discrete time nonlinear stochastic optimal control problems with model reality differences
... control model is considered, where the trajectories of state and control are smoothed in expectation ...the model output, which is measured from the expected state ...despite model- reality ...of ...
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A discrete state discrete time model using indirect observation
... a model of progression and complication in diabetes ...the time, expense, and diculty involved in conducting a longitudinal study of diabetes progression, data for such disease-progression models typically ...
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Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
... hybrid stochastic differential equations (SDEs) is the auto- matic control, with subsequent emphasis being placed on the analysis of stability ...by discrete-time feedback ...
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Robust Finite Time H∞ Filtering for Discrete Time Markov Jump Stochastic Systems
... [11] Amato, F., Ambrosino, R., Ariola, M. and De Tommasi, G. (2011) Finite-Time Sta- bility of Impulsive Dynamical Linear Systems Subject to Norm-Bounded Uncertain- ties. International Journal of Robust and ...
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Developing a 3D stochastic discrete fracture network model for hydraulic analyses
... DFN model for the Mazino region as a case study indicated that the proposed method and the developed computer program had the potential to be used for most of engineering ...
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Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment
... In examining the nature of the risk associated with a portfolio of business, it is often of interest to assess how the portfolio may be expected to perform over an extended period of time. One approach concerns ...
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Dynamics of a discrete-time plant-herbivore model
... We focus on the first case. We use the Liapunov-Schmidt reduction for attain a simpler and smaller system. This method replaces a large and complicated systems by a simpler ones which contain all the essential ...
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Global Asymptotic Stability for a New Class of Neutral Neural Networks
... Because the activation functions satisfies (H), by using the Brouwer fixed-point theorem, it would be inferred that the neural network model (3) has an unique equilibrium point y* for each I; it is similar to the ...
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Performance analysis of discrete time bulk service queuing model nb (l,k)/geo/1
... a discrete – time queueing models which is suitable for the performance evaluation of Asynchronous Transfer Mode (ATM) multiplexers and ...the time axis is divided into fixed-length slots and the ...
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