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: University of Liverpool
• 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
• 起止时间: 2015 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=EP%2FM017206%2F1
• 关键词: Workshop; modern; trends; controlled; stochastic

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.

经过初步接触，我们有28名海外参与者和7名来自利物浦以外的潜在英国参与者。如果我们加上5名工作人员和统计与概率（Uni。的利物浦），我们获得了完整的初步名单，可以扩大由其他成员的工作人员的部门。数学科学（Uni。（来自利物浦）。根据标题，将有一个很好的平衡之间的纯数学问题，如控制模型的建设，其属性，近似等，和实际应用的基础上发展的理论，如拥塞管理在互联网上，风险管理在经济和保险，库存控制和最佳干预流行病。目前，我们有研讨会的时间表草案，在时间表中描述。与会者将被允许进行30-35分钟的正式演讲。此外，他们将有足够的时间进行非正式沟通，建立和发展研究联系。从支持案例中可以看出，研讨会将涉及几位世界领先的科学家，沿着有才华的年轻研究人员和博士生。

项目成果

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

• DOI: 10.1137/140996380
• 发表时间: 2016-06
• 期刊: SIAM J. Control. Optim.
• 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

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

• 发表时间: 2016
• 期刊: Stochastics
• 影响因子: 0.9
• 作者: F.Dufour

Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes

• DOI: 10.1137/15m1014012
• 发表时间: 2015-12
• 期刊: SIAM J. Control. Optim.
• 作者: A. Piunovskiy

Infinite horizon optimal impulsive control with applications to Internet congestion control

• DOI: 10.1080/00207179.2014.971436
• 发表时间: 2015-04
• 期刊: International Journal of Control
• 影响因子: 2.1
• 作者: Konstantin Avrachenkov;Oussama Habachi;A. Piunovskiy;Yi Zhang