简介:Theexistenceofapathwiseuniquestrongsolutionforthestochasticdifferentialequation(S.D.E.)withPoissonjumpsinn-dimensionalspacewithoutcontinuityassumptionondriftcoefficient,whichevencanbegreaterthanlineargrowth,andwithoutLipschitzconditionondiffusioncoefficientsisobtained.ThentheexistenceofapathwisestochasticoptimalBang-Bangcontrolforaverymuchnon-linearsystemwithPoissonjumpsinn-dimensionalspaceisderived.Theresultisalsoappliedtoobtainamaximumlikelihoodestimate(MLE)ofparameterforsomecontinuous,S.D.E.withnon-Lipschitzoeffieientsinn-dimensionalspace.
简介:ThispaperconsidersthereliablecontroldesignforT-Sfuzzysystemswithprobabilisticactuatorsfaultsandrandomtime-varyingdelays.Thefaultsofeachactuatoroccursrandomlyanditsfailureratesaregovernedbyasetofunrelatedrandomvariablessatisfyingcertainprobabilisticdistribution.Intermsoftheprobabilisticfailuresofeachactuatorandtime-varyingrandomdelays,newfaultmodelisproposed.Basedonthenewfuzzymodel,reliablecontrollerisdesignedandsufficientconditionsfortheexponentiallymeansquarestability(EMSS)ofT-SfuzzysystemsarederivedbyusingLyapunovfunctionalmethodandlinearmatrixinequality(LMI)technique.Itshouldbenotedthattheobtainedcriteriadependonnotonlythesizeofthedelay,butalsotheprobabilitydistributionofit.Finally,anumericalexampleisgiventoshowtheeffectivenessoftheproposedmethod.
简介:Thisarticleisconcernedwithsecond-ordernecessaryandsufficientoptimalityconditionsforoptimalcontrolproblemsgovernedby3-dimensionalNavier-Stokesequations.Theperiodicstateconstraintisconsidered.
简介:Inthispaper,weinvestigateastreamlinediffusionfiniteelementapproxi-mationschemefortheconstrainedoptimalcontrolproblemgovernedbylinearcon-vectiondominateddiffusionequations.Weprovetheexistenceanduniquenessofthediscretizedscheme.Thenaprioriandaposteriorierrorestimatesarederivedforthestate,theco-stateandthecontrol.Threenumericalexamplesarepresentedtoillustrateourtheoreticalresults.