Results 11 to 20 of about 896,969 (285)
Advances in Neural Information Processing Systems 35, 2022 Control problems are always challenging since they arise from the real-world systems where stochasticity and randomness are of ubiquitous presence. This naturally and urgently calls for developing efficient neural control policies for stabilizing not only the deterministic equations but the stochastic systems as well.
Jingdong Zhang 0001 +2 more
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Decentralized stochastic control [PDF]
Annals of Operations Research, 2014 Decentralized stochastic control refers to the multi-stage optimization of a dynamical system by multiple controllers that have access to different information. Decentralization of information gives rise to new conceptual challenges that require new solution approaches.
Aditya Mahajan, Mehnaz Mannan
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Active Inference for Stochastic Control [PDF]
, 2021 12 pages, 5 figures, Accepted presentation at IWAI-2021 (ECML-PKDD)
Aswin Paul +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, 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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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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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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Stochastic maximum principle for optimal control of SPDEs [PDF]
, 2012 In this note, we give the stochastic maximum principle for optimal control of stochastic PDEs in the general case (when the control domain need not be convex and the diffusion coefficient can contain a control variable)
Fuhrman, Marco +2 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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Partially Observed Non-linear Risk-sensitive Optimal Stopping Control for Non-linear Discrete-time Systems [PDF]
, 2006 In this paper we introduce and solve the partially observed optimal stopping non-linear risk-sensitive stochastic control problem for discrete-time non-linear systems.
Ford, Jason
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