๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Optimal switching between a pair of Brownian motions

โœ Scribed by R.J. Vanderbei


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
136 KB
Volume
26
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Optimal switching between collective mot
โœ Allison Kolpas; Jeff Moehlis ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 420 KB

We show that steering control can be chosen to give bistability between parallel and antiparallel collective motion states for a continuous-time kinetic model of two agents moving in the plane with unit speed. Variational methods are used to determine the optimal input to the steering control of one

A note on optimal switching between two
โœ Steven E. Shreve ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 280 KB

Let f l and .fz map [O,Tl into the real numbers. A system is following either f l or .f2 and earning the associated reward I.fl or Sf?. respectively. It is possible at any time to switch from .fi to ./) by paying a switching cost b > 0. We determine a switching policy which maximizes the total rewa

Dynamics between a Predator and a Prey S
โœ NOZOMU FURUICHI ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 193 KB

In nature, animals are classified into two large groups. Those that form the prey and that form the predator. A prey animal runs for its life when chased by a predatory animal. When prey animals escape from the chasing enemy, they generally use two types of evasive motion. Those are a straight-line