Results 21 to 30 of about 16,838,741 (322)
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
Pressure control using stochastic cell rescaling. [PDF]
Journal of Chemical Physics, 2020 Molecular dynamics simulations require barostats to be performed at a constant pressure. The usual recipe is to employ the Berendsen barostat first, which displays a first-order volume relaxation efficient in equilibration but results in incorrect volume
Mattia Bernetti, G. Bussi
semanticscholar +1 more source
Robustness to Incorrect System Models in Stochastic Control [PDF]
SIAM Journal of Control and Optimization, 2018 In stochastic control applications, typically only an ideal model (controlled transition kernel) is assumed and the control design is based on the given model, raising the problem of performance loss due to the mismatch between the assumed model and the ...
A. D. Kara, S. Yüksel
semanticscholar +1 more source
AIMS Mathematics, 2023 We investigate a robust optimal reinsurance-investment problem for $ n $ insurers under multiple interactions, which arise from the insurance market, the financial market, the competition mechanism and the cooperation mechanism.
Peng Yang
doaj +1 more source
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
core +12 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
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
core +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
Mathematical control of complex systems 2013 [PDF]
, 2014 Mathematical control of complex systems have already become an ideal research area for control engineers, mathematicians, computer scientists, and biologists to understand, manage, analyze, and interpret functional information/dynamical behaviours from ...
Dong, H +5 more
core +4 more sources
Gaussian Process Latent Force Models for Learning and Stochastic Control of Physical Systems [PDF]
IEEE Transactions on Automatic Control, 2017 This paper is concerned with learning and stochastic control in physical systems that contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parameterized covariance structures. The resulting latent force
Simo Särkkä +2 more
semanticscholar +1 more source