Results 251 to 260 of about 1,450,399 (320)
Some of the next articles are maybe not open access.

Fuzzy Adaptive Optimal Consensus Fault-Tolerant Control for Stochastic Nonlinear Multiagent Systems

IEEE transactions on fuzzy systems, 2021
This article investigates the problem of adaptive fuzzy optimal distributed consensus control for stochastic multiagent systems (MASs) with full-state constraints and nonaffine nonlinear faults.
Kewen Li, Yong-ming Li
semanticscholar   +1 more source

Optimal stochastic control

IRE Transactions on Automatic Control, 1962
H. Kushner
semanticscholar   +2 more sources

Stationary distribution extinction and optimal control for the stochastic hepatitis B epidemic model with partial immunity

Physica Scripta, 2021
In this paper, a stochastic model (with random noise transmission) is designed. The model possesses substantial potential to describe the dynamical behavior of the Hepatitis B (HBV) virus and it’s control by applying the strategy of vaccinating an ...
Anwarud Din, Yongjin Li
semanticscholar   +1 more source

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
openaire   +4 more sources

On Stochastic Optimal Control in Ferromagnetism

Archive for Rational Mechanics and Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thomas Dunst   +3 more
openaire   +2 more sources

Pathwise Stochastic Optimal Control

SIAM Journal on Control and Optimization, 2007
This paper approaches optimal control problems for discrete-time controlled Markov processes by representing the value of the problem in a dual Lagrangian form; the value is expressed as an infimum over a family of Lagrangian martingales of an expectation of a pathwise supremum of the objective adjusted by the Lagrangian martingale term.
openaire   +1 more source

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

Advances in Engineering Software, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

The Optimal Control of a Stochastic System

SIAM Journal on Control and Optimization, 1977
The optimal control of a stochastic system with both complete and partial observations is considered. In the completely observable case, because the cost function is, in the terminology of Meyer, a “semimartingale speciale,” a dynamic programming condition for the optimal control is obtained in terms of a certain Hamiltonian.
openaire   +2 more sources

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.
openaire   +1 more source

Optimal Control and Stochastic Parameter Estimation

Monte Carlo Methods and Applications, 2006
Summary: An efficient sampling method is proposed to solve the stochastic optimal control problem in the context of data assimilation for the estimation of a random parameter. It is based on Bayesian inference and the Markov chain Monte Carlo technique, which exploits the relation between the inverse Hessian of the cost function and the error ...
Ngnepieba, Pierre Désiré   +2 more
openaire   +3 more sources

Home - About - Disclaimer - Privacy