Results 1 to 10 of about 517,257 (186)
Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations [PDF]
, 2014 Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs in short) are formulated and studied. A general duality principle is established for linear backward stochastic integral equation and linear stochastic Fredholm ...
Shi, Yufeng +2 more
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Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2015 The activity of distribution companies is multifaceted. Ihey establish contacts with producers and consumers, determine the range of prices of medicines, do promotions, hold stocks of pharmaceuticals and take risks in their further selling.Their internal
M. Boychuk, O. Yaroshenko
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, 2017 We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex.
Fuhrman, Marco +2 more
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Optimal control analysis of COVID-19 stochastic model with comprehensive strategies
Systems Science & Control EngineeringIn this paper, we construct a stochastic SVEAIR (Susceptible-Vaccinated-Exposed -Asymptomatic-Infected-Removed) epidemic model. It aimed to investigate COVID-19 control strategies through four different control methods, which consist of prophylaxis ...
Junmei Liu, Yonggang Ma
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IEEE Access, 2019 This paper presents a control method intended to suppress the effects of manufacturing variations on nanomechanical systems. Often, the resonance characteristics of nanoscale devices are inconsistent, due to unavoidable variations in the fabrication ...
Yuji Ito +4 more
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New approach to stochastic optimal control and applications to economics [PDF]
, 2005 This paper provides new insights into the solution of optimal stochastic control problems by means of a system of partial differential equations, which characterize directly the optimal control.
Josa-Fombellida, Ricardo +1 more
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New Approach to Stochastic Optimal Control [PDF]
Journal of Optimization Theory and Applications, 2007 The original publication is available at www.springerlink.com This paper provides new insights into the solution of optimal stochastic control problems by means of a system of partial differential equations, which characterize directly the optimal control.
Josa-Fombellida, R. +1 more
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AIP Advances, 2014 The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied.
Z. W. Zhu, W. D. Zhang, J. Xu
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Stochastic Characteristics and Optimal Control for a Stochastic Chemostat Model with Variable Yield
Complexity, 2020 In this paper, a stochastic chemostat model with variable yield and Contois growth function is investigated. The yield coefficient depends on the limiting nutrient, and the environmental noises are given by independent standard Brownian motions.
Rong Yan, Shulin Sun
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Temporal deep unfolding for constrained nonlinear stochastic optimal control
IET Control Theory & Applications, 2022 This paper proposes a computational technique to solve discrete‐time optimal control problems for nonlinear systems subject to stochastic disturbances, hard input constraints, and soft constraints.
Masako Kishida, Masaki Ogura
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