Results 11 to 20 of about 10,002,855 (293)
Optimal control of stochastic partial differential equations in Banach spaces [PDF]
, 2010 In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio
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SMC design for robust H∞ control of uncertain stochastic delay systems [PDF]
, 2010 Recently, sliding mode control method has been extended to accommodate stochastic systems. However, the existing results employ an assumption that may be too restrictive for many stochastic systems.
Huang, Lirong, Mao, Xuerong
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Stabilisation of hybrid stochastic differential equations by delay feedback control [PDF]
, 2008 This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic dierential equations with Markovian switching) by delay feedback controls.
Lam, James +10 more
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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
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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
openaire +3 more sources
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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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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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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