作者:Ball, Karen; Kurtz, Thomas G.; Popovic, Lea; Rempala, Greg
作者单位:University of Minnesota System; University of Minnesota Twin Cities; University of Wisconsin System; University of Wisconsin Madison; University of Louisville
摘要:A reaction network is a chemical system involving multiple reactions and chemical species. Stochastic models of such networks treat the system as a continuous time Markov chain on the number of molecules of each species with reactions as possible transitions of the chain. In many cases of biological interest some of the chemical species in the network are present in much greater abundance than others and reaction rate constants can vary over several orders of magnitude. We consider approaches ...
作者:Budhiraja, Amarjit; Ross, Kevin
作者单位:University of North Carolina; University of North Carolina Chapel Hill
摘要:We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for Brownian control problems [14], associated with a broad family of stochastic networks, follows as a consequence.