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Stochastic optimal structural control: Stochastic optimal open-loop feedback control

Advances in Engineering Software, 2012
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Pathwise Optimality in Stochastic Control

SIAM Journal on Control and Optimization, 2000
This paper deals with the pathwise optimality for stochastic control problems over an infinite time horizon. The authors considered the following problems. For an admissible control \(u_t\) and its response \(x^u_t\), the running cost is given by \(J_T(u)=\int^T_0 c(x^u_t,u_t)dt\).
DAI PRA, PAOLO   +2 more
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Stochastic Optimal Control

1987
In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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Stochastic Optimal Control

1970
H. J. Kushner has obtained the differential equation satisfied by the optimal feedback control law for a stochastic control system in which the plant dynamics and observations are perturbed by independent additive Gaussian white noise processes.
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Stochastic Optimal Control

2018
In previous chapters we assumed that the state variables of the system are known with certainty. When the variables are outcomes of a random phenomenon, the state of the system is modeled as a stochastic process. Specifically, we now face a stochastic optimal control problem where the state of the system is represented by a controlled stochastic ...
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