Results 31 to 40 of about 522,389 (335)

Dynamic programming principle for optimal control of uncertain random differential equations and its application to optimal portfolio selection

Review of Business and Economics Studies
This study aimed to examine an uncertain stochastic optimal control problem premised on an uncertain stochastic process. The proposed approach is used to solve an optimal portfolio selection problem.
Justin Chirima, Frank Ranganai Matenda, Eriyoti Chikodza, Mabutho Sibanda   +3 more
doaj   +1 more source

An approximate stochastic optimal control framework to simulate nonlinear neuro-musculoskeletal models in the presence of noise.

PLoS Computational Biology, 2022
Optimal control simulations have shown that both musculoskeletal dynamics and physiological noise are important determinants of movement. However, due to the limited efficiency of available computational tools, deterministic simulations of movement focus
Tom Van Wouwe, Lena H Ting, Friedl De Groote   +2 more
doaj   +1 more source

Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients

, 2008
We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated.
Guatteri, Giuseppina, Masiero, Federica
core   +1 more source

Stochastic Optimal Control for Uncertain Structural Systems Under Random Excitations Based on Bayes Optimal Estimation

Buildings
Stochastic vibration control of uncertain structures under random loading is an important problem and its minimax optimal control strategy remains to be developed.
Hua Lei, Zhao-Zhong Ying, Zu-Guang Ying
doaj   +1 more source

Assessing non-convex value functions for the optimal control of stochastic differential equations

Results in Control and Optimization, 2022
Solving the optimal control of stochastic differential equations (SDEs) using the dynamic programming method requires writing the problem in terms of the so-called value function. This paper presents conditions to assure that the value function is convex
Elmer Lévano, João B.R. do Val, Alessandro N. Vargas   +2 more
doaj   +1 more source

Nonlinear Optimal Control for Stochastic Dynamical Systems

Mathematics
This paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
doaj   +1 more source

Diffusion Approximation and Optimal Stochastic Control [PDF]

Theory of Probability & Its Applications, 2000
By the same goal with the previous paper of these authors [SIAM J. Control Optimization 34, No. 1, 161-178 (1996; Zbl 0867.93085)] but considering the case of a stochastic control model admitted a diffusion approximation, they show in the present paper that an optimal Lipschitz feedback control of the limit model \[ dX_t = [A_0 (t,X_t)+ a_1 (t,X_t)u_t]
Liptser, R., Runggaldier, W. J., Taksar, M.   +2 more
openaire   +2 more sources

Stochastic HJB Equations and Regular Singular Points [PDF]

, 2018
IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.
Krener, Arthur J.
core   +1 more source

Mathematical Formulation of an Optimal Execution Problem with Uncertain Market Impact [PDF]

, 2015
We study an optimal execution problem with uncertain market impact to derive a more realistic market model. We construct a discrete-time model as a value function for optimal execution.
Ishitani, Kensuke, Kato, Takashi
core   +3 more sources

Systemic T Cell Receptor Profiling Reveals Adaptive Immune Activation and Potential Immune Signatures of Diagnosis and Brain Atrophy in Epilepsy

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Epilepsy is increasingly associated with immune dysregulation and inflammation. The T cell receptor (TCR), a key mediator of adaptive immunity, shows repertoire alterations in various immune‐mediated diseases. The unique TCR sequence serves as a molecular barcode for T cells, and clonal expansion accompanied by reduced overall TCR ...
Yong‐Won Shin, Sang Bin Hong, Yong Woo Shin, Inpyeong Hwang, Jaeseong Oh, Jihyeon Choi, Narae Kim, Jangsup Moon, Keun‐Hwa Jung, Kyung‐Il Park, Ki‐Young Jung, Kon Chu, Sang Kun Lee   +12 more
wiley   +1 more source