915 resultados para Controlled stochastic differential equation, Infinite-dimensional stochastic differential equation, Quadratic optimal control
Resumo:
A class of generalized Lévy Laplacians which contain as a special case the ordinary Lévy Laplacian are considered. Topics such as limit average of the second order functional derivative with respect to a certain equally dense (uniformly bounded) orthonormal base, the relations with Kuo’s Fourier transform and other infinite dimensional Laplacians are studied.
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It is proved that for any $f$ is an element of $C^k(L,R)$, where k is a natural number and L is a closed linear subspace of a nuclear Frechet space $X$, the function $f$ can be extended to a function of class $C^{k-1}$ defined on the entire space $X$. It is also proved that for any $f$ is an element of $C^k(L, R)$, where $k$ is a natural number of infinity and L is a closed linear subspace of a dual $X$ of a nuclear Frechet space, the function $f$ can be extended to a function of class $C^k$ defined on the entire space $X$. In addition, it is proved that under these conditions, the existence of a linear extension operator is equivalent to the complementability of the subspace.
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An example is constructed of an infinite-dimensional separable pre-Hilbert space non-homeomorphic to any of its closed hyperplanes.
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Let $E$ be a nonnormable Frechet space, and let $E'$ be the space of all continuous linear functionals on $E$ in the strong topology. A continuous mapping $f : E' \to E'$ such that for any $t_0\in R$ and $x_0\in E'$, the Cauchy problem $\dot x= f(x)$, x(t_0) = x_0$ has no solutions is constructed.
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The aim of this paper is to show that there exist infinite dimensional Banach spaces of functions that, except for 0, satisfy properties that apparently should be destroyed by the linear combination of two of them. Three of these spaces are: a Banach space of differentiable functions on Rn failing the Denjoy-Clarkson property; a Banach space of non Riemann integrable bounded functions, but with antiderivative at each point of an interval; a Banach space of infinitely differentiable functions that vanish at infinity and are not the Fourier transform of any Lebesgue integrable function.
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Inconsistent evidence of the hypothesized favorable effects of high job control on health may have resulted from a failure to treat job control as a multifactor concept. The authors studied whether the 2 components of job control, decision authority and skill discretion, were differentially associated with cause-specific mortality in 13,510 Finnish forest company employees with no history of severe illness. Surveys on work characteristics were carried out in 1986 and 1996, and the respondents were followed up until the end of 2005 by use of the Statistics Finland National Death Registry. During a mean follow-up of 15.5 years, 981 participants died. In the analyses adjusted for confounders, employees with high and intermediate levels of skill discretion had a lower all-cause mortality risk than those with low skill discretion, with hazard ratios of 0.84 (95% confidence interval (CI): 0.69, 1.02) and 0.81 (95% CI: 0.69, 0.96), respectively. In contrast, high decision authority was associated with elevated risks of all-cause, cardiovascular, and alcohol-related mortality, with hazard ratios of 1.28 (95% CI: 1.06, 1.54), 1.49 (95% CI: 1.11, 2.02), and 2.03 (95% CI: 1.03, 4.00), respectively. The results suggest that job control is not an unequivocal concept in relation to mortality; decision authority and skill discretion show different and to some extent opposite associations.
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An iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified simplified model based problem with parameter updating in such a manner that the correct solution of the original nonlinear problem is achieved.
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We consider a generic basic semi-algebraic subset S of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an infinite sequence of generalized functions to be realizable on S, namely to be the moment sequence of a finite measure concentrated on S. Our approach combines the classical results about the moment problem on nuclear spaces with the techniques recently developed to treat the moment problem on basic semi-algebraic sets of Rd. In this way, we determine realizability conditions that can be more easily verified than the well-known Haviland type conditions. Our result completely characterizes the support of the realizing measure in terms of its moments. As concrete examples of semi-algebraic sets of generalized functions, we consider the set of all Radon measures and the set of all the measures having bounded Radon–Nikodym density w.r.t. the Lebesgue measure.
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We consider parameter dependent semilinear evolution problems for which, at the limit value of the parameter, the problem is finite dimensional. We introduce an abstract functional analytic framework that applies to many problems in the existing literature for which the study of asymptotic dynamics can be reduced to finite dimensions via the invariant manifolds technique. Some practical models are considered to show wide applicability of the theory. © 2013 Society for Industrial and Applied Mathematics.