We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling possibly multimodal invariant probability distribution system at small noise (or low temperature), for which dynamics can easily get trapped inside metastable subsets phase space. follow Chen et al. [J. Math. Phys. 56, 113302 (201...

We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. provide the relations between a usual optimal control setting Lagrangian method. In this context, we prove corresponding theorems two different types of constraints, lead us to find real-valued Lagrange multipliers, respe...

Data envelopment analysis (DEA) is a methodology for measuring the relative efficiency of decision making units (DMUs) which ‎consume the same types of inputs and producing the same types of outputs. Believing that future planning and predicting the ‎efficiency are very important for DMUs, this paper first presents a new dynamic random fuzzy DEA model (DRF-DEA) with ‎common weights (using...

fuzzy logic is one of the concepts that has created different scientific attitudes by entering into various professional fields nowadays and in some cases has made remarkable effects on the results of the practical researches. however, the existence of stochastic and uncertain situations in risk and accident field, affects the possibility of the forecasting and preventing the occurrence of the ...

performance evaluation of universities is an important issue between researchers. classic data envelopment analysis (dea) models with deterministic data have been used by many authors to measure efficiency of universities in different countries. however, dea with stochastic data are, rarely used to measure efficiency of universities. in this paper, input oriented model in stochastic data envelo...

Traffic conditions vary over time, and therefore, traffic behavior should be modeled as a stochastic process. In this study, a probabilistic approach utilizing Autocorrelation is proposed to model the stochastic variation of traffic conditions, and subsequently, predict the traffic conditions. Using autocorrelation of the time series samples of density and flow which are collected from segments...

For dynamic security assessment considering uncertainties in grid operations, this paper proposes an approach for time-domain simulation of a power system having stochastic loads. The proposed approach solves a stochastic differential equation model of the power system in a semi-analytical way using the Adomian decomposition method. The approach generates semi-analytical solutions expressing bo...

Facing supply uncertainty of bulky wastes, the capacitated multi-product stochastic network design model for bulky waste recycling is proposed in this paper. The objective of this model is to minimize the first-stage total fixed costs and the expected value of the second-stage variable costs. The possibility of operation costs and transportation costs for bulky waste recycling is considered ...

This article examines a new approach which solves Linear Programming (LP) problems with stochastic parameters as a generalized model of the fuzzy mathematical model analyzed by Verdegay. An expectation model is provided for solving the problem. A multi-parametric programming is applied to access to a solution with different desired degrees as well as problem constraints. Additionally, we presen...