S. A. Belbas

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We formulate and analyze a new method for solving optimal control problems for systems governed by Volterra integral equations. Our method utilizes discretization of the original Volterra controlled system and a novel type of dynamic programming jn which the Hamilton-Jacobi function is parametrized by the control function (rather than the state, as in the(More)
We define two models of hysteresis that generalize the Preisach model. The first model is deterministic, the second model is stochastic and it utilizes discontinuous transition probabilities that satisfy impulsive differential equations. For the first model we prove, among other things, a local version of the "wiping out" property; for the stochastic model,(More)