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ON DE FINETTI'S OPTIMAL IMPULSE DIVIDEND CONTROL PROBLEM UNDER CHAPTER 11 BANKRUPTCY
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作者 王文元 明瑞星 胡亦钧 《Acta Mathematica Scientia》 SCIE CSCD 2024年第1期215-233,共19页
Motivated by recent advances made in the study of dividend control and risk management problems involving the U.S.bankruptcy code,in this paper we follow[44]to revisit the De Finetti dividend control problem under the... Motivated by recent advances made in the study of dividend control and risk management problems involving the U.S.bankruptcy code,in this paper we follow[44]to revisit the De Finetti dividend control problem under the reorganization process and the regulator's intervention documented in U.S.Chapter 11 bankruptcy.We do this by further accommodating the fixed transaction costs on dividends to imitate the real-world procedure of dividend payments.Incorporating the fixed transaction costs transforms the targeting optimal dividend problem into an impulse control problem rather than a singular control problem,and hence computations and proofs that are distinct from[44]are needed.To account for the financial stress that is due to the more subtle concept of Chapter 11 bankruptcy,the surplus process after dividends is driven by a piece-wise spectrally negative Lévy process with endogenous regime switching.Some explicit expressions of the expected net present values under a double barrier dividend strategy,new to the literature,are established in terms of scale functions.With the help of these expressions,we are able to characterize the optimal strategy among the set of admissible double barrier dividend strategies.When the tail of the Lévy measure is log-convex,this optimal double barrier dividend strategy is then verified as the optimal dividend strategy,solving our optimal impulse control problem. 展开更多
关键词 spectrally negative Lévy process Chapter 11 bankruptcy De Finetti's dividend problem double barrier strategy impulse control
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Controlling chaos and supressing chimeras in a fractional-order discrete phase-locked loop using impulse control
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作者 Karthikeyan Rajagopal Anitha Karthikeyan Balamurali Ramakrishnan 《Chinese Physics B》 SCIE EI CAS CSCD 2021年第12期63-73,共11页
A fractional-order difference equation model of a third-order discrete phase-locked loop(FODPLL) is discussed and the dynamical behavior of the model is demonstrated using bifurcation plots and a basin of attraction. ... A fractional-order difference equation model of a third-order discrete phase-locked loop(FODPLL) is discussed and the dynamical behavior of the model is demonstrated using bifurcation plots and a basin of attraction. We show a narrow region of loop gain where the FODPLL exhibits quasi-periodic oscillations, which were not identified in the integer-order model. We propose a simple impulse control algorithm to suppress chaos and discuss the effect of the control step. A network of FODPLL oscillators is constructed and investigated for synchronization behavior. We show the existence of chimera states while transiting from an asynchronous to a synchronous state. The same impulse control method is applied to a lattice array of FODPLL, and the chimera states are then synchronized using the impulse control algorithm. We show that the lower control steps can achieve better control over the higher control steps. 展开更多
关键词 discrete Josephson junction fractional order chaos impulse control CHIMERA
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Dynamical behavior and optimal impulse control analysis of a stochastic rumor spreading model
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作者 Liang’an Huo Xiaomin Chen 《Chinese Physics B》 SCIE EI CAS CSCD 2022年第11期188-200,共13页
The Internet era has brought great convenience to our life and communication.Meanwhile,it also makes a bunch of rumors propagate faster and causes even more harm to human life.Therefore,it is necessary to perform effe... The Internet era has brought great convenience to our life and communication.Meanwhile,it also makes a bunch of rumors propagate faster and causes even more harm to human life.Therefore,it is necessary to perform effective control mechanisms to minimize the negative social impact from rumors.Thereout,firstly,we formulate a rumor spreading model considering psychological factors and thinking time,then,we add white noise(i.e.,stochastic interference)and two pulse control strategies which denote education mechanism and refutation mechanism into the model.Secondly,we obtain the global positive solutions and demonstrate the global exponential stability of the unique positive periodic rumor-free solution.Thirdly,we discuss the extinction and persistence of rumor.Moreover,we use Pontriagin’s minimum principle to explore the optimal impulse control.Finally,several numerical simulations are carried out to verify the effectiveness and availability of the theoretical analysis.We conclude that the pulse control strategies have a great influence on controlling rumor spreading,and different control strategies should be adopted under different transmission scenarios. 展开更多
关键词 rumor spreading stochastic process optimal impulse control education mechanism refutation mechanism
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PERIODIC OPTIMAL CONTROL PROBLEMS GOVERNED BY SEMILINEAR PARABOLIC EQUATIONS WITH IMPULSE CONTROL
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作者 闫奇姝 《Acta Mathematica Scientia》 SCIE CSCD 2016年第3期847-862,共16页
This paper is concerned with periodic optimal control problems governed by semi- linear parabolic differential equations with impulse control. Pontryagin's maximum principle is derived. The proofs rely on a unique co... This paper is concerned with periodic optimal control problems governed by semi- linear parabolic differential equations with impulse control. Pontryagin's maximum principle is derived. The proofs rely on a unique continuation estimate at one time for a linear parabolic equation. 展开更多
关键词 Pontryagin's maximum principle impulse control semilinear parabolic equation
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Concomitant Othello syndrome and impulse control disorders in a patient with Parkinson’s disease:A case report
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作者 Tian Xu Zhao-Sheng Li +2 位作者 Wei Fang Lan-Xiao Cao Guo-Hua Zhao 《World Journal of Clinical Cases》 SCIE 2022年第3期1024-1031,共8页
BACKGROUND Othello syndrome(OS)is characterized by delusional beliefs concerning the infidelity of a spouse or sexual partner,which may lead to extreme behaviors.Impulse control disorders refer to behaviors involving ... BACKGROUND Othello syndrome(OS)is characterized by delusional beliefs concerning the infidelity of a spouse or sexual partner,which may lead to extreme behaviors.Impulse control disorders refer to behaviors involving repetitive,excessive,and compulsive activities driven by an intense desire.Both OS and impulse control disorders in Parkinson’s disease(PD)may be side effects of dopamine agonists.At present,there are only a few case reports and studies related to PD with concomitant OS and impulse control disorders.CASE SUMMARY We describe a 70-year-old male patient with PD,OS,and impulse control disorders,who presented with a six-month history of the delusional belief that his wife was having an affair with someone.He began to show an obvious increase in libido presenting as frequent masturbation.He had been diagnosed with PD ten years earlier and had no past psychiatric history.In his fourth year of PD,he engaged in binge eating,which lasted approximately one year.Both OS and hypersexuality were alleviated substantially after a reduction of his pramipexole dosage and a prescription of quetiapine.CONCLUSION Given its potential for severe consequences,OS should be identified early,especially in patients undergoing treatment with dopamine agonists. 展开更多
关键词 Othello syndrome Delusional jealousy impulse control disorders Hypersexuality Parkinson’s disease Case report
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Impulse Controller Design of a Harmonic Drive System with Friction
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作者 李刚俊 《Journal of Southwest Jiaotong University(English Edition)》 2010年第3期238-243,共6页
A friction model was established for impulse control design in a precision control system. First, the physical characteristics of the impulse in momentum, such as motion and energy, were analyzed and formulated. Then,... A friction model was established for impulse control design in a precision control system. First, the physical characteristics of the impulse in momentum, such as motion and energy, were analyzed and formulated. Then, experimental response to a new pulse with two harmonic expansions was studied. The first harmonic is the main pulse to drive the arm, and the second harmonic has two functions: its first half helps the main pulse eliminate the dead zone, and its second half, a negative pulse, stops the arm motion quickly. Finally, an impulse feedback controller was developed. Comparison between simulation and experiments shows the effectiveness of the proposed controller. 展开更多
关键词 impulse control Harmonic drives Friction model Precision systems
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Impulse Control Problem of Partially Observed Diffusion Processes
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作者 Baghery-Kabbaj Fouzia Massa-Turpin Isabelle 《Computer Technology and Application》 2011年第1期80-84,共5页
The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the on... The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the only viscosity solution of the corresponding quasi-variational inequality. The authors show the optimal cost function for the problem with incomplete information can be approximated by a sequence of value functions of the previous type. 展开更多
关键词 impulse control partially observed diffusion process nonlinear filtering diffusion process Hamilton Jacobi Bellmanquasi-variational inequality viscosity solutions.
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Lack of Association between Impulse Control Disorders and REM Sleep Behavior Disorder in Patients with Parkinson’s Disease
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作者 Lisette Bazán-Rodríguez Mayela Rodríguez-Violante +4 位作者 Amin Cervantes-Arriaga Guillermo Parra-López Diego Cruz-Fino Francisco Pascasio-Astudillo Vanessa Alatriste-Booth 《Advances in Parkinson's Disease》 2016年第4期67-72,共7页
Purpose: Rapid eye movement sleep behavior disorder (RBD) and impulse control disorders (ICDs) are common in subjects with Parkinson’s disease. The association between these two conditions has been contradictory. The... Purpose: Rapid eye movement sleep behavior disorder (RBD) and impulse control disorders (ICDs) are common in subjects with Parkinson’s disease. The association between these two conditions has been contradictory. The aim of this study is to analyze the association between these two non-motor symptoms. Methods: Consecutive subjects with Parkinson’s disease attending the Movement Disorders Outpatient Clinic were included. The presence of ICDs was assessed using the Questionnaire for Impulse Control Disorders Rating Scale. RBD was diagnosed by an overnight, single night polysomnography. Results: Fifty-five consecutive subjects with Parkinson’s disease were included. The prevalence of ICDs and related behaviors was 23.6% (ICD in 14.5% and related behaviors in 9.1%). RBD was diagnosed in 47.2% of the patients. No differences were found in the frequency of ICDs and related behaviors when comparing subjects with and without RBD (23% versus 24.1%, p = 0.926, respectively). Conclusion: No association between the presence of RBD and the frequency of ICDs in subjects with Parkinson’s disease was found. 展开更多
关键词 Parkinson’s Disease impulse control Disorders REM Sleep Behavior Disorder
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Analysis and Design of Time-Delay Impulsive Systems Subject to Actuator Saturation
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作者 Chenhong Zhu Xiuping Han Xiaodi Li 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第1期196-204,共9页
This paper investigates the exponential stability and performance analysis of nonlinear time-delay impulsive systems subject to actuator saturation. When continuous dynamics is unstable, under some conditions, it is s... This paper investigates the exponential stability and performance analysis of nonlinear time-delay impulsive systems subject to actuator saturation. When continuous dynamics is unstable, under some conditions, it is shown that the system can be stabilized by a class of saturated delayed-impulses regardless of the length of input delays. Conversely, when the system is originally stable, it is shown that under some conditions, the system is robust with respect to sufficient small delayed-impulses. Moreover, the design problem of the controller with the goal of obtaining a maximized estimate of the domain of attraction is formulated via a convex optimization problem. Three examples are provided to demonstrate the validity of the main results. 展开更多
关键词 Delayed impulses impulsive control impulsive disturbance nonlinear systems SATURATION
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Exponential Estimation of the Lyapunov Function for Delay-Coupled Neural Networks with Integral Terms
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作者 Nan Li Liang Wang 《Journal of Applied Mathematics and Physics》 2024年第3期870-876,共7页
This paper investigates a class of coupled neural networks with delays and ad-dresses the exponential synchronization problem using delay-compensatory impulsive control. Razumikhin-type inequalities involving some des... This paper investigates a class of coupled neural networks with delays and ad-dresses the exponential synchronization problem using delay-compensatory impulsive control. Razumikhin-type inequalities involving some destabilizing delayed impulse gains are proposed, along with a new delay-compensatory concept demonstrating two crucial roles in system stability. Based on the constructed inequalities and the introduced delay-compensatory concept, sufficient stability and synchronization criteria for globally exponential synchronization of coupled neural networks are provided. To address the exponential synchronization problem in coupled neural networks. Utilizing delay-compensatory impulsive control and Razumikhin-type inequalities. The Lyapunov function for coupled neural networks with delays and integral terms exhibits exponential estimates. 展开更多
关键词 Delayed Impulsive control Hybrid System Synchronization Delay-Compensatory
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Impulsive control of permanent magnet synchronous motors with parameters uncertainties 被引量:6
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作者 李东 王时龙 +2 位作者 张小洪 杨丹 王慧 《Chinese Physics B》 SCIE EI CAS CSCD 2008年第5期1678-1684,共7页
The permanent magnet synchronous motors (PMSMs) may have chaotic behaviours for the uncertain values of parameters or under certain working conditions, which threatens the secure and stable operation of motor-driven... The permanent magnet synchronous motors (PMSMs) may have chaotic behaviours for the uncertain values of parameters or under certain working conditions, which threatens the secure and stable operation of motor-driven. It is important to study methods of controlling or suppressing chaos in PMSMs. In this paper, robust stabilities of PMSM with parameter uncertainties are investigated. After the uncertain matrices which represent the variable system parameters are formulated through matrix analysis, a novel asymptotical stability criterion is established. Some illustrated examples are also given to show the effectiveness of the obtained results. 展开更多
关键词 permanent magnet synchronous motors impulsive control parameters uncertainties robust stability
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Impulsive control of chaotic systems and its applications in synchronization 被引量:3
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作者 吴波 刘洋 卢剑权 《Chinese Physics B》 SCIE EI CAS CSCD 2011年第5期184-190,共7页
In this paper, some novel sufficient conditions for asymptotic stability of impulsive control systems are presented by comparison systems. The results are used to obtain the conditions under which the chaotic systems ... In this paper, some novel sufficient conditions for asymptotic stability of impulsive control systems are presented by comparison systems. The results are used to obtain the conditions under which the chaotic systems can be asymptotically controlled to the origin via impulsive control. Compared with some existing results, our results are more relaxed in the sense that the Lyapunov function is required to be nonincreasing only along a subsequence of switchings. Moreover, a larger upper bound of impulsive intervals for stabilization and synchronization is obtained. 展开更多
关键词 comparison systems impulsive control chaotic systems SYNCHRONIZATION
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Impulsive control of stochastic system under the sense of stochastic asymptotical stability 被引量:3
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作者 牛玉俊 马戈 《Chinese Physics B》 SCIE EI CAS CSCD 2010年第11期207-211,共5页
This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution's stochastic asymptotical stability. From th... This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution's stochastic asymptotical stability. From the comparison theory, it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterministic comparison system. As a general application of this theory, it controls the chaos of stochastic Lii system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method. 展开更多
关键词 stochastic impulsive system stochastic asymptotical stability comparison theory impulsive control
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Robust lag synchronization between two different chaotic systems via dual-stage impulsive control 被引量:2
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作者 张化光 马铁东 +1 位作者 浮洁 佟绍成 《Chinese Physics B》 SCIE EI CAS CSCD 2009年第9期3751-3757,共7页
In this paper, an improved impulsive lag synchronization scheme for different chaotic systems with parametric uncertainties is proposed. Based on the new definition of synchronization with error bound and a novel impu... In this paper, an improved impulsive lag synchronization scheme for different chaotic systems with parametric uncertainties is proposed. Based on the new definition of synchronization with error bound and a novel impulsive control scheme (the so-called dual-stage impulsive control), some new and less conservative sufficient conditions are established to guarantee that the error dynamics can converge to a predetermined level, which is more reasonable and rigorous than the existing results. In particular, some simpler and more convenient conditions are derived by taking the same impulsive distances and control gains. Finally, some numerical simulations for the Lorenz system and the Chen system are given to demonstrate the effectiveness and feasibility of the proposed method. 展开更多
关键词 chaotic systems lag synchronization dual-stage impulsive control parametric uncertainty
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Impulsive control of nonlinear systems with time-varying delays 被引量:2
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作者 于永斌 鲍景富 +3 位作者 张洪斌 钟其水 廖晓峰 虞厥邦 《Chinese Physics B》 SCIE EI CAS CSCD 2008年第7期2377-2387,共11页
A whole impulsive control scheme of nonlinear systems with time-varying delays, which is an extension for impulsive control of nonlinear systems without time delay, is presented in this paper. Utilizing the Lyapunov f... A whole impulsive control scheme of nonlinear systems with time-varying delays, which is an extension for impulsive control of nonlinear systems without time delay, is presented in this paper. Utilizing the Lyapunov functions and the impulsive-type comparison principles, we establish a series of different conditions under which impulsively controlled nonlinear systems with time-varying delays are asymptotically stable. Then we estimate upper bounds of impulse interval and time-varying delays for asymptotically stable control. Finally a numerical example is given to illustrate the effectiveness of the method. 展开更多
关键词 impulsive control time-varying delays impulsive delay systems Lyapunov functions A
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Controlling bifurcations and chaos in discrete small-world networks 被引量:2
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作者 刘峰 关治洪 王华 《Chinese Physics B》 SCIE EI CAS CSCD 2008年第7期2405-2411,共7页
We propose an impulsive hybrid control method to control the period-doubling bifurcations and stabilize unstable periodic orbits embedded in a chaotic attractor of a small-world network. Simulation results show that t... We propose an impulsive hybrid control method to control the period-doubling bifurcations and stabilize unstable periodic orbits embedded in a chaotic attractor of a small-world network. Simulation results show that the bifurcations can be delayed or completely eliminated. A periodic orbit of the system can be controlled to any desired periodic orbit by using this method. 展开更多
关键词 BIFURCATION CHAOS small-world networks impulsive hybrid control
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An improved impulsive control approach to nonlinear systems with time-varying delays 被引量:2
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作者 张化光 符洁 +1 位作者 马铁东 佟绍成 《Chinese Physics B》 SCIE EI CAS CSCD 2009年第3期969-974,共6页
A scheme for the impulsive control of nonlinear systems with time-varying delays is investigated in this paper. Based on the Lyapunov-like stability theorem for impulsive functional differential equations (FDEs), so... A scheme for the impulsive control of nonlinear systems with time-varying delays is investigated in this paper. Based on the Lyapunov-like stability theorem for impulsive functional differential equations (FDEs), some sufficient conditions are presented to guarantee the uniform asymptotic stability of impulsively controlled nonlinear systems with time-varying delays. These conditions are more effective and less conservative than those obtained. Finally, two numerical examples are provided to demonstrate the effectiveness of the proposed method. 展开更多
关键词 impulsive control time-varying delays impulsive functional differential equations Lyapunov-like stability theorem
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Bifurcations and chaos control in discrete small-world networks 被引量:2
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作者 Li Ning Sun Hai-Yi Zhang Qin Ling 《Chinese Physics B》 SCIE EI CAS CSCD 2012年第1期127-132,共6页
An impulsive delayed feedback control strategy to control period-doubling bifurcations and chaos is proposed. The control method is then applied to a discrete small-world network model. Qualitative analyses and simula... An impulsive delayed feedback control strategy to control period-doubling bifurcations and chaos is proposed. The control method is then applied to a discrete small-world network model. Qualitative analyses and simulations show that under a generic condition, the bifurcations and the chaos can be delayed or eliminated completely. In addition, the periodic orbits embedded in the chaotic attractor can be stabilized. 展开更多
关键词 BIFURCATION CHAOS small-world networks impulsive delayed feedback control
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Impulsive controller design for nonlinear networked control systems with time delay and packet dropouts 被引量:2
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作者 Xianlin Zhao Shumin Fei Jinxing Lin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2012年第3期414-418,共5页
The globally exponential stability of nonlinear impul- sive networked control systems (NINCS) with time delay and packet dropouts is investigated. By applying Lyapunov function theory, sufficient conditions on the g... The globally exponential stability of nonlinear impul- sive networked control systems (NINCS) with time delay and packet dropouts is investigated. By applying Lyapunov function theory, sufficient conditions on the global exponential stability are derived by introducing a comparison system and estimating the corresponding Cauchy matrix. An impulsive controller is explicitly designed to achieve exponential stability and ensure state con- verge with a given decay rate for the system. The Lorenz oscillator system is presented as a numerical example to illustrate the theo- retical results and effectiveness of the proposed controller design procedure. 展开更多
关键词 nonlinear impulsive networked control system (NINCS) exponential stability packet dropout.
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Structure identification of an uncertain network coupled with complex-variable chaotic systems via adaptive impulsive control 被引量:1
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作者 刘丹峰 吴召艳 叶青伶 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第4期183-190,共8页
In this paper, structure identification of an uncertain network coupled with complex-variable chaotic systems is in- vestigated. Both the topological structure and the system parameters can be unknown and need to be i... In this paper, structure identification of an uncertain network coupled with complex-variable chaotic systems is in- vestigated. Both the topological structure and the system parameters can be unknown and need to be identified. Based on impulsive stability theory and the Lyapunov function method, an impulsive control scheme combined with an adaptive strategy is adopted to design effective and universal network estimators. The restriction on the impulsive interval is relaxed by adopting an adaptive strategy. Further, the proposed method can monitor the online switching topology effectively. Several numerical simulations are provided to illustrate the effectiveness of the theoretical results. 展开更多
关键词 structure identification NETWORK complex-variable chaotic system impulsive control
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