scholarly journals Stochastic analysis of optimal production of infectious progeny in Chlamydia

2019 ◽  
Author(s):  
German Enciso ◽  
Ming Tan ◽  
Frederic Y.M. Wan
Keyword(s):  
Optimal Control ◽  
Life Cycle ◽  
Chlamydia Trachomatis ◽  
Stochastic Optimal Control ◽  
Stochastic Analysis ◽  
Initial Period ◽  
Optimal Production ◽  
Control Models ◽  
Initial Conversion

ABSTRACTRecent data collected on the Chlamydia Trachomatis life cycle show an initial period of no RB-to-EB conversion. This and other features of the observed bacterial life cycle are postulated to be consequences of the bacteria’s drive for Darwinian survival. Stochastic optimal control models formulated herein in fact lead to an initial conversion holiday that support this proposition.

Stochastic Optimal Control Models for the Insurance Company with Bankruptcy Return

2013 ◽  
Vol 7 (1L) ◽  
pp. 273-282 ◽  
Author(s):  
Qingbin Meng ◽  
Zhendong Li ◽  
Menghai Wang ◽  
Xin Zhang
Keyword(s):  
Optimal Control ◽  
Stochastic Optimal Control ◽  
Insurance Company ◽  
Control Models

scholarly journals BSDEs with Logarithmic Growth Driven by Brownian Motion and Poisson Random Measure and Connection to Stochastic Control Problem

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Khalid Oufdil
Keyword(s):  
Optimal Control ◽  
Brownian Motion ◽  
Control Problem ◽  
Stochastic Optimal Control ◽  
Random Measure ◽  
Poisson Random Measure ◽  
One Dimensional ◽  
Stochastic Optimal Control Problem ◽  
Uniqueness Of The Solution ◽  
Logarithmic Growth

Abstract In this paper, we study one-dimensional backward stochastic differential equations under logarithmic growth in the 𝑧-variable ( | z | ⁢ | ln ⁡ | z | | ) (\lvert z\rvert\sqrt{\lvert\ln\lvert z\rvert\rvert}) . We show the existence and the uniqueness of the solution when the noise is driven by a Brownian motion and an independent Poisson random measure. In addition, we highlight the connection of such BSDEs with stochastic optimal control problem, where we show the existence of an optimal strategy for the control problem.

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