Results 31 to 40 of about 16,838,741 (322)
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
doaj +1 more source
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
core +3 more sources
Compositional abstractions of interconnected discrete-time stochastic control systems [PDF]
IEEE Conference on Decision and Control, 2017 This paper is concerned with a compositional approach for constructing abstractions of interconnected discrete-time stochastic control systems. The abstraction framework is based on new notions of so-called stochastic simulation functions, using which ...
Abolfazl Lavaei +3 more
semanticscholar +1 more source
Abstractions of stochastic hybrid systems [PDF]
, 2005 Many control systems have large, infinite state space that can not be easily abstracted. One method to analyse and verify these systems is reachability analysis. It is frequently used for air traffic control and power plants.
Bujorianu, L.M. +2 more
core +2 more sources
A mean-field stochastic control problem with partial observations [PDF]
, 2017 In this paper we are interested in a new type of {\it mean-field}, non-Markovian stochastic control problems with partial observations. More precisely, we assume that the coefficients of the controlled dynamics depend not only on the paths of the state ...
R. Buckdahn, Juan Li, Jin Ma
semanticscholar +1 more source
Towards scalable synthesis of stochastic control systems [PDF]
Discrete event dynamic systems, 2016 Formal synthesis approaches over stochastic systems have received significant attention in the past few years, in view of their ability to provide provably correct controllers for complex logical specifications in an automated fashion.
Majid Zamani, Ilya Tkachev, A. Abate
semanticscholar +1 more source
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
doaj +1 more source
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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Linearly Solvable Stochastic Control Lyapunov Functions [PDF]
, 2016 This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial differential ...
Burdick, Joel W. +2 more
core +3 more sources
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
doaj +1 more source