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Optimizing Noisy Complex Systems Liable to Failure

Inspired by complex systems in social and industrial contexts, we consider a family of coupled diffusion processes modeling system components and an associated system objective. Each process is inherently noisy, driven by a controllable drift, and fails upon reaching a critical state. Interdependence is captured via the global objective and the governing dynamics (correlated noise, cascading failures). Analytical and numerical calculations reveal that the optimal strategies to steer such systems to maximize the objective are highly coupled, depending strongly on the state of the entire system. Strikingly, they exhibit a rich set of bifurcations, describing qualitatively different strategies throughout the parameter space.

Ketersediaan

Informasi Detail

Judul Seri

SIAM JOURNAL ON APPLIED MATHEMATICS; Vol.82 No.1 January-February 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 25-48

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

ASYMPTOTIC ANALYSIS
OPTIMAL CONTROL OF PDES
STOCHASTIC PROCESSES WITH RESET

Info Detail Spesifik

https://doi.org/10.1137/21M1416126

Pernyataan Tanggungjawab

Davin Lunz

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