Results 261 to 270 of about 84,997 (313)

Sub-mV tunable photonic p-bits for probabilistic computing. [PDF]

open access: yesSci Adv
Seo J   +7 more
europepmc   +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

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

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

Optimal stochastic control

Automatica, 1969
It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding ...
openaire   +1 more source

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

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

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