Results 11 to 20 of about 221,775 (313)
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
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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
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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
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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
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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
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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
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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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
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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
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Deterministic and Stochastic Optimal Control and Inverse Problems
, 2021 Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount
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