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Workshop: modern trends in controlled stochastic processes: theory and applications

Workshop: modern trends in controlled stochastic processes: theory and applications
研讨会:受控随机过程的现代趋势:理论与应用
批准号:
EP/M017206/1
负责人:
A Piunovskiy
金额:
$4.06万
依托单位:
依托单位国家:
英国
项目类别:
Research Grant
财政年份:
2015
资助国家:
英国
项目状态:
已结题
起止时间:
2015 至 --

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中文摘要
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英文摘要
After preliminary contacts, we have 28 overseas participants and 7 prospective British participants from outside Liverpool. If we add 5 members of staff and research students of the Division of Statistics and Probability (Uni. of Liverpool) we obtain the full preliminary list which can be enlarged by other members of staff of the Dept. of Mathematical Sciences (Uni. of Liverpool). According to the title, there will be a good balance between purely mathematical issues like construction of the controlled models, their properties, approximations etc, and practical applications based on the developed theory, like congestion management in Internet, risk management in economics and insurance, inventory control and optimal interventions in epidemics. At the moment, we have the draft schedule of the workshop, described in the Timetable. The participants will be allowed to give 30-35-minute long official presentations. Besides they will have plenty of time to communicate informally, to create and develop research links. As can be seen from the Case for Support, the workshop will involve several world leading scientists, along with talented young researchers and PhD students.
期刊论文(8)
专著(0)
科研奖励(0)
会议论文
DOI: 10.1137/140996380
发表时间: 2016-06
期刊: SIAM J. Control. Optim.
影响因子: --
作者: [O. Costa;F. Dufour;A. Piunovskiy]
通讯作者: O. Costa;F. Dufour;A. Piunovskiy
Optimal impulsive control of piecewise deterministic Markov processes
分段确定性马尔可夫过程的最优脉冲控制
DOI: 10.1080/17442508.2016.1197925
发表时间: 2016
期刊: Stochastics
影响因子: 0.9
作者: [Dufour F]
通讯作者: Dufour F
Optimal impulsive control of piece-wise deterministic Markov process
分段确定性马尔可夫过程的最优脉冲控制
DOI: --
发表时间: 2016
期刊: Stochastics
影响因子: 0.9
作者: [F.Dufour]
通讯作者: F.Dufour
DOI: 10.1137/15m1014012
发表时间: 2015-12
期刊: SIAM J. Control. Optim.
影响因子: --
作者: [A. Piunovskiy]
通讯作者: A. Piunovskiy
8
    Workshop: modern trends in controlled stochastic processes: theory and applications
    • 批准号:
      EP/T018216/1
    • 项目类别:
      Research Grant
    • 资助金额:
      $5.3万
    • 财政年份:
      2020
    • 负责人:
      A Piunovskiy
    • 依托单位:
    Workshop: Modern trends in controlled stochastic jump processes: theory and applications
    • 批准号:
      EP/I001328/1
    • 项目类别:
      Research Grant
    • 资助金额:
      $1.63万
    • 财政年份:
      2010
    • 负责人:
      A Piunovskiy
    • 依托单位:
    海外基金