Results 11 to 20 of about 380,569 (245)
Chebyshev wavelet-based method for solving various stochastic optimal control problems and its application in finance [PDF]
Iranian Journal of Numerical Analysis and OptimizationIn this paper, a computational method based on parameterizing state and control variables is presented for solving Stochastic Optimal Control (SOC) problems.
M. Yarahmadi, S. Yaghobipour
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Stochastic variational variable selection for high-dimensional microbiome data
Microbiome, 2022 Background The rapid and accurate identification of a minimal-size core set of representative microbial species plays an important role in the clustering of microbial community data and interpretation of clustering results.
Tung Dang +9 more
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Frontiers in Energy Research, 2022 Increasing penetration of wind power with intermittency and variability threatens the stability of the power system frequency. The fast response capability of the energy storage system (ESS) makes it an effective measure to improve frequency regulation ...
Zizhao Wang +4 more
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Application of Improved Q-Learning Algorithm in Dynamic Path Planning for Aircraft at Airports
IEEE Access, 2023 Guiding and controlling aircraft within an airport is a decision-making process based on safety and efficiency in a highly dynamic and stochastic environment.
Zheng Xiang, Heyang Sun, Jiahao Zhang
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Path integrals and symmetry breaking for optimal control theory [PDF]
, 2005 This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation.
Bellman R +10 more
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Mathematics, 2022 Nowadays, much of the world has a regional air pollution strategy to limit and decrease the pollution levels across governmental borders and control their impact on human health and ecological systems.
Venelin Todorov, Ivan Dimov
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Virtual Sensoring of Motion Using Pontryagin’s Treatment of Hamiltonian Systems
Sensors, 2021 To aid the development of future unmanned naval vessels, this manuscript investigates algorithm options for combining physical (noisy) sensors and computational models to provide additional information about system states, inputs, and parameters ...
Timothy Sands
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Smart control of energy storage system in residential photovoltaic systems for economic and technical efficiency [PDF]
Archives of Electrical Engineering, 2023 In recent years, due to the increasing number of renewable energy sources, which are characterised by the stochastic nature of the generated power, interest in energy storage has increased.
Dominika Kaczorowska +3 more
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On the pathwise approximation of stochastic differential equations [PDF]
, 2015 We consider one-step methods for integrating stochastic differential equations and prove pathwise convergence using ideas from rough path theory. In contrast to alternative theories of pathwise convergence, no knowledge is required of convergence in pth ...
Shardlow, Tony, Taylor, Phillip
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Quantum measurement and feedback control [PDF]
, 2007 In this paper, an overview of research in quantum control is presented. Examples of work in the first theme include numerous applications of semi-definite programming and relaxation methods in quantum information theory.
Bouten, Luc +4 more
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