Results 21 to 30 of about 896,969 (285)
Solving Schrödinger Bridges via Maximum Likelihood
Entropy, 2021 The Schrödinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution.
Francisco Vargas +3 more
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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
Market Making With Signals Through Deep Reinforcement Learning
IEEE Access, 2021 Deep reinforcement learning has recently been successfully applied to a plethora of diverse and difficult sequential decision-making tasks, ranging from the Atari games to robotic motion control.
Bruno Gasperov, Zvonko Kostanjcar
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Maximum principle for a stochastic delayed system involving terminal state constraints [PDF]
, 2017 We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set.
Shi, Yufeng, Wen, Jiaqiang
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Nihon Kikai Gakkai ronbunshu, 2017 An ionic polymer-metal composite (IPMC) actuator is an electric driven soft actuator. It is fabricated by chemically plating metal on both surface of an ion-exchange membrane. It is able to be activated by a simple driving circuit and low applied voltage
Keishiro KIMURA, Norihiro KAMAMICHI
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Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: A survey [PDF]
, 2013 The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances.
Dong, H, Ma, L, Wang, Z, Wei, G
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Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model
Risks, 2017 We consider an insurer who faces an external jump-diffusion risk that is negatively correlated with the capital returns in a multidimensional regime switching model. The insurer selects investment and liability ratio policies continuously to maximize her/
Bin Zou, Abel Cadenillas
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Fractal and Fractional, 2022 Despite its high mortality rate of approximately 90%, the Ebola virus disease (EVD) has not received enough attention in terms of in-depth research. This illness has been responsible for over 40 years of epidemics throughout Central Africa.
Anwarud Din, Asad Khan, Yassine Sabbar
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Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion [PDF]
, 2013 In this paper, we consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in [10.11], we can investigate the more general ...
Bi, Xiuchun +2 more
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Optimal and Suboptimal Control of a Standard Brownian Motion
Archives of Control Sciences, 2016 The problem of optimally controlling a standard Brownian motion until a fixed final time is considered in the case when the final cost function is an even function. Two particular problems are solved explicitly.
Lefebvre Mario
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