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DDC: 510 × Type: article × Subject: Stochastic systems ×

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Now showing 1 - 3 of 3
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    The enhanced Sanov theorem and propagation of chaos
    (Amsterdam [u.a.] : Elsevier, 2017) Deuschel, Jean-Dominique; Friz, Peter K.; Maurelli, Mario; Slowik, Martin
    We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the (-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn implies a propagation of chaos result in a space of rough paths and allows for a robust analysis of the particle system and its McKean–Vlasov type limit, as shown in two corollaries.
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    Sequential decision problems, dependent types and generic solutions
    (Braunschweig : Department of Theoretical Computer Science, Technical University of Braunschweig, 2017) Botta, N.; Jansson, P.; Ionescu, C.; Christiansen, D.R.; Brady, E.
    We present a computer-checked generic implementation for solving finite-horizon sequential decision problems. This is a wide class of problems, including inter-temporal optimizations, knapsack, optimal bracketing, scheduling, etc. The implementation can handle time-step dependent control and state spaces, and monadic representations of uncertainty (such as stochastic, non-deterministic, fuzzy, or combinations thereof). This level of genericity is achievable in a programming language with dependent types (we have used both Idris and Agda). Dependent types are also the means that allow us to obtain a formalization and computer-checked proof of the central component of our implementation: Bellman’s principle of optimality and the associated backwards induction algorithm. The formalization clarifies certain aspects of backwards induction and, by making explicit notions such as viability and reachability, can serve as a starting point for a theory of controllability of monadic dynamical systems, commonly encountered in, e.g., climate impact research.
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    Synchronization of a Class of Memristive Stochastic Bidirectional Associative Memory Neural Networks with Mixed Time-Varying Delays via Sampled-Data Control
    (London : Hindawi Limited, 2018) Yuan, M.; Wang, W.; Luo, X.; Ge, C.; Li, L.; Kurths, J.; Zhao, W.
    The paper addresses the issue of synchronization of memristive bidirectional associative memory neural networks (MBAMNNs) with mixed time-varying delays and stochastic perturbation via a sampled-data controller. First, we propose a new model of MBAMNNs with mixed time-varying delays. In the proposed approach, the mixed delays include time-varying distributed delays and discrete delays. Second, we design a new method of sampled-data control for the stochastic MBAMNNs. Traditional control methods lack the capability of reflecting variable synaptic weights. In this paper, the methods are carefully designed to confirm the synchronization processes are suitable for the feather of the memristor. Third, sufficient criteria guaranteeing the synchronization of the systems are derived based on the derive-response concept. Finally, the effectiveness of the proposed mechanism is validated with numerical experiments.