Results 221 to 230 of about 380,569 (245)

A Computational Method for Stochastic Optimal Control Problems in Financial Mathematics

Asian Journal of Control, 2015
AbstractPrinciple of optimality or dynamic programming leads to derivation of a partial differential equation (PDE) for solving optimal control problems, namely the Hamilton‐Jacobi‐Bellman (HJB) equation. In general, this equation cannot be solved analytically; thus many computing strategies have been developed for optimal control problems.
Kafash, Behzad, Delavarkhalafi, Ali, Karbassi, Seyed Mehdi   +2 more
openaire   +2 more sources

Adaptive Neural Dynamic Surface Control With Prespecified Tracking Accuracy of Uncertain Stochastic Nonstrict-Feedback Systems

IEEE Transactions on Cybernetics, 2022
Jian Wu, Jing Li, Zheng-Guang Wu
exaly  

Probabilistic prediction methods for nonlinear systems with application to stochastic model predictive control

Annual Reviews in Control, 2023
Daniel Landgraf
exaly  

Optimized Backstepping Tracking Control Using Reinforcement Learning for a Class of Stochastic Nonlinear Strict-Feedback Systems

IEEE Transactions on Neural Networks and Learning Systems, 2023
Guoxing Wen, Liguang Xu, Bin Li
exaly  

A Novel Adaptive NN Prescribed Performance Control for Stochastic Nonlinear Systems

IEEE Transactions on Neural Networks and Learning Systems, 2021
Shuai Sui, C P Chen, Shaocheng Tong
exaly  

On Lagrangian stochastic methods for turbulent polydisperse two-phase reactive flows

Progress in Energy and Combustion Science, 2015
Jean-Pierre Minier
exaly