10 research outputs found
The application of parameter sensitivity analysis methods to inverse simulation models
Knowledge of the sensitivity of inverse solutions to variation of parameters of a model can be very useful in making engineering design decisions. This paper describes how parameter sensitivity analysis can be carried out for
inverse simulations generated through approximate transfer function inversion methods and also by the use of feedback principles. Emphasis is placed on the use of sensitivity models and the paper includes examples and a case study involving a model of an underwater vehicle. It is shown that the use of sensitivity models can provide physical understanding of inverse simulation solutions that is not directly available using parameter sensitivity analysis methods that involve parameter perturbations and response
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Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
New algorithms for computing of asymptotic expansions for stationary
distributions of nonlinearly perturbed semi-Markov processes are presented. The
algorithms are based on special techniques of sequential phase space reduction,
which can be applied to processes with asymptotically coupled and uncoupled
finite phase spaces.Comment: 83 page
On differential games with long-time-average cost
The paper deals with the ergodicity of deterministic zero-sum differential games with long-time-average cost. Some new sufficient conditions are given, as well as a class of games that are not ergodic. In particular, we settle the issue of ergodicity for the simple games whose associated Isaacs equation is a convex-concave eikonal equation