Workshop: Modern trends in controlled stochastic jump processes: theory and applications
Workshop: Modern trends in controlled stochastic jump processes: theory and applications
批准号:
EP/I001328/1
负责人:
A Piunovskiy
金额:
$1.63万
依托单位:
依托单位国家:
英国
项目类别:
Research Grant
财政年份:
2010
资助国家:
英国
项目状态:
已结题
起止时间:
2010 至 --
中文摘要
经过初步接触,我们有15名海外参与者和7名来自利物浦以外的潜在英国参与者。如果我们增加5名统计和概率司(UNI.利物浦),我们得到了完整的初步名单,可以扩大其他部门的工作人员。数学科学系(Uni.利物浦)。根据标题,将在纯数学问题(如受控模型的构建、它们的性质、近似等)和基于已开发理论的实际应用之间取得良好的平衡,如互联网中的拥塞管理、投资组合优化和流行病的最优干预。目前,我们已经有了工作计划中描述的研讨会的时间表草案。参赛者将被允许进行30分钟的正式陈述。此外,他们还将有足够的时间进行非正式交流,建立和发展研究链接。从支持案例中可以看出,研讨会将有几位世界领先的科学家参加,还有有才华的年轻研究人员和博士生。
英文摘要
After the preliminary contacts, we have 15 overseas participants and 7 prospective British participants from outside Liverpool. If we add 5 members of staff 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, portfolio optimisation and optimal interventions in epidemics. At the moment, we have the draft schedule of the workshop, described in the Work Plan. The participants will be allowed to give 30-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.
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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
DOI:
10.1017/apr.2020.64
发表时间:
2021-06-01
期刊:
ADVANCES IN APPLIED PROBABILITY
影响因子:
1.2
作者:
[Guo, Xin, Kurushima, Aiko, Zhang, Yi]
通讯作者:
Zhang, Yi
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]
通讯作者:
Konstantin Avrachenkov;Oussama Habachi;A. Piunovskiy;Yi Zhang
DOI:
10.1007/s00245-015-9310-8
发表时间:
2014-02
期刊:
Applied Mathematics & Optimization
影响因子:
1.8
作者:
[F. Dufour;Alexei B. Piunovskiy]
通讯作者:
F. Dufour;Alexei B. Piunovskiy
DOI:
10.1239/jap/1294170511
发表时间:
2010-12
期刊:
Journal of Applied Probability
影响因子:
1
作者:
[François Dufour;A. Piunovskiy]
通讯作者:
François Dufour;A. Piunovskiy
共 10 条
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 processes: theory and applications
-
批准号:EP/M017206/1
-
项目类别:Research Grant
-
资助金额:$4.06万
-
财政年份:2015
-
负责人:A Piunovskiy
-
依托单位:
海外基金