Optimal Impulse Control of Dynamical Systems
Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and diﬀerential forms of the optimality equation. The theory is illustrated by an example from mathematical epidemiology. The developed methods can be also useful for the study of piecewise deterministic Markov processes.
This paper deals with the problem of designing feedback solutions for systems with impulsive control inputs which meets increasing demand. It emphasizes the specifics of such solutions. Their description opens routes for effective calculation and application.
This paper represents an empirical examination of the process of banks' growth in Russia during 2004-2010 years. A Stochastic process of growth is modeled by Markov chain theory. Elements in the transition matrices of Markov Chain are the transition probabilities that provide a plausible estimate of how the banking system structure changes from one period to another. markov chain stationarity check revealed three homogeneous periods. Given adequate robustness proof forecasting for 1, 3, and 10 years ahead was done. it is argues number of banks is expected to decrease mostly two times whereas total assets are envisaged to grow more than 2.5 times, but return on assets is unlikely to increase more than by 12% in 10 years by 2020.
Building of adequate dynamical models of microblogging social networks is a topical task that is of interest from both theoretical and practical aspects. Experimental and theoretical results of studies related to choice of the adequate model are presented. The choice was made between two models: a nonlinear dynamical system and a nonlinear random dynamical system. By results of the fractal analysis of observable network time series and defining their probability density function it was established that the nonlinear random dynamical system was more adequate than the nonlinear dynamical system. The character of the observable time series was also explored. The possibility that microblogging social networks can be analyzed by means of Tsallis entropy and self-organized criticality is examined.
The article presents the results of the task of algorithmization political model «Power - civil society» with the use of the apparatus of the theory of Markov processes and equations Foker-Planck - Kolmogorov. The solution of this problem is based on the use of analogies drawn from the study of natural and other objects, in order to mathematical modeling of the mechanisms of redistribution of power, the flow of power, «the law of conservation of power» and a number of other important concepts in political science, operating mainly descriptive and phenomenological models for understanding and understanding of the nature, complexity, and the dimension of the investigated processes
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.