Results 261 to 270 of about 221,775 (313)
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Stochastic Models of Mob Control
Automation and Remote Control, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Vladimir V. Breer +2 more
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Cybernetics and Systems Analysis
Controlled Markov and semi-Markov processes and systems are considered. A review of inventory control problems is provided. One- and multiproduct models with different types of cost function and optimality criteria are considered. The optimality conditions and structures of optimal strategies in the problems are investigated.
Knopov, P. S., Pepelyaeva, T. V.
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Controlled Markov and semi-Markov processes and systems are considered. A review of inventory control problems is provided. One- and multiproduct models with different types of cost function and optimality criteria are considered. The optimality conditions and structures of optimal strategies in the problems are investigated.
Knopov, P. S., Pepelyaeva, T. V.
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Pathwise Optimality in Stochastic Control
SIAM Journal on Control and Optimization, 2000This paper deals with the pathwise optimality for stochastic control problems over an infinite time horizon. The authors considered the following problems. For an admissible control \(u_t\) and its response \(x^u_t\), the running cost is given by \(J_T(u)=\int^T_0 c(x^u_t,u_t)dt\).
DAI PRA, PAOLO +2 more
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Singular Stochastic Control Problems
SIAM Journal on Control and Optimization, 2004Summary: We study an optimal singular stochastic control problem. By using a time transformation, this problem is shown to be equivalent to an auxiliary control problem defined as a combination of an optimal stopping problem and a classical control problem. For this auxiliary control problem, the controller must choose a stopping time (optimal stopping)
François Dufour, Boris M. Miller
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Nonconvexities in Stochastic Control Models
International Economic Review, 1995Summary: Nonconvexities in the criterion function of adaptive control problems were first found about ten years ago with numerical methods. Recently they have been confirmed by Mizrach with analytical methods. He found that a source of the nonconvexity was the probing component of the cost- to-go.
Amman, H.M., Kendrick, D.A.
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Stochastic control of ecological networks
Journal of Mathematical Biology, 2022The paper models the maintenance of ecological networks in forest environments, built from bioreserves, patches and corridors, when these grids are subject to random processes such as extreme natural events. It also outlines a management plan to support the optimized results.
Arnaud Z. Dragicevic, Anjula Gurtoo
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Stochastic programming and stochastic control
Trabajos de Estadistica y de Investigacion Operativa, 1975We consider the passive and active approach to stochastic linear programming and mention also some alternative approaches. Stochastic control theory is discussed in its discrete version. The theory is illustrated with the help of econometric models for Indian economic planning. 1. Stochastic programming. 2. Stochastic control theory.
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Automatica, 1969
It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding ...
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It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding ...
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1987
In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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Controllability of Stochastic Game-Based Control Systems
SIAM Journal on Control and Optimization, 2019The main results of this paper are the following. First, it formulates the general stochastic game-based control systems (GBCSs) ``as a two-level hierarchical structure, where the lower level is a noncooperative stochastic differential game among multiple agents, and the higher level is a macroregulator which can intervene in the lower level ...
Ren-Ren Zhang, Lei Guo 0001
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