Results 11 to 20 of about 167,189 (264)
A direct approach to linear-quadratic stochastic control [PDF]
Opuscula Mathematica, 2017 A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic ...
Tyrone E. Duncan, Bozenna Pasik-Duncan
doaj +1 more source
Cross Apprenticeship Learning Framework: Properties and Solution Approaches
IEEE Open Journal of Control Systems, 2023 Apprenticeship learning is a framework in which an agent learns a policy to perform a given task in an environment using example trajectories provided by an expert. In the real world, one might have access to expert trajectories in different environments
Ashwin Aravind +2 more
doaj +1 more source
Algorithms, 2020 In this paper we study the optimization of the discrete-time stochastic linear-quadratic (LQ) control problem with conic control constraints on an infinite horizon, considering multiplicative noises. Stochastic control systems can be formulated as Markov
Ruobing Xue, Xiangshen Ye, Weiping Wu
doaj +1 more source
IEEE Access, 2021 In this article, a robust decentralized tracking control scheme for a large-scale unmanned aerial vehicle (UAV) formation team networked control system (NCS) is proposed to overcome a non-scalable or even infeasible design problem due to high ...
Min-Yen Lee +3 more
doaj +1 more source
Towards Tensor Representation of Controlled Coupled Markov Chains
Mathematics, 2020 For a controlled system of coupled Markov chains, which share common control parameters, a tensor description is proposed. A control optimality condition in the form of a dynamic programming equation is derived in tensor form.
Daniel McInnes +3 more
doaj +1 more source
Ranking and Selection as Stochastic Control [PDF]
IEEE Transactions on Automatic Control, 2018 Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function approximation, we derive an approximately optimal allocation policy.
Yijie Peng +3 more
openaire +3 more sources
Algorithms, 2021 OPTCON is an algorithm for the optimal control of nonlinear stochastic systems which is particularly applicable to economic models. It delivers approximate numerical solutions to optimum control (dynamic optimization) problems with a quadratic objective ...
Dmitri Blueschke +2 more
doaj +1 more source
A Hardware Efficient Random Number Generator for Nonuniform Distributions with Arbitrary Precision
International Journal of Reconfigurable Computing, 2012 Nonuniform random numbers are key for many technical applications, and designing efficient hardware implementations of non-uniform random number generators is a very active research field.
Christian de Schryver +6 more
doaj +1 more source
Journal of Mathematical Analysis and Applications, 2000 The authors consider a complicated version of controlled stochastic systems. The time \(t\) is measured continuously. The state of the system is represented by a continuous variable \(x\) and a discrete variable \(n\). Also, the control has two parts, a continuous type control \(v\) that is a measurable stochastic process and a discrete-type (or ...
Bensoussan, Alain, Menaldi, José-Luis
openaire +3 more sources
IEEE Access, 2021 In this study, the robust $H_{\infty }$ stochastic observer-based attack-tolerant guidance control strategy is designed for the nonlinear stochastic missile guidance control system under the external disturbance and measurement noise as well as ...
Bor-Sen Chen, Sheng-Yen Hsu, Min-Yen Lee
doaj +1 more source