Results 1 to 10 of about 522,534 (332)

Assessing non-convex value functions for the optimal control of stochastic differential equations

Results in Control and Optimization, 2022
Solving the optimal control of stochastic differential equations (SDEs) using the dynamic programming method requires writing the problem in terms of the so-called value function. This paper presents conditions to assure that the value function is convex
Elmer Lévano, João B.R. do Val, Alessandro N. Vargas   +2 more
doaj   +1 more source

Tractable Dual Optimal Stochastic Model Predictive Control: An Example in Healthcare

, 2017
Output-Feedback Stochastic Model Predictive Control based on Stochastic Optimal Control for nonlinear systems is computationally intractable because of the need to solve a Finite Horizon Stochastic Optimal Control Problem.
Bitmead, Robert R., Sehr, Martin A.
core   +1 more source

Stochastic Optimal Control for Uncertain Structural Systems Under Random Excitations Based on Bayes Optimal Estimation

Buildings
Stochastic vibration control of uncertain structures under random loading is an important problem and its minimax optimal control strategy remains to be developed.
Hua Lei, Zhao-Zhong Ying, Zu-Guang Ying
doaj   +1 more source

Stochastic Optimal Control of Parallel Hybrid Electric Vehicles

Energies, 2017
Energy management strategies (EMSs) in hybrid electric vehicles (HEVs) are highly related to the fuel economy and emission performances. However, EMS constitutes a challenging problem due to the complex structure of a HEV and the unknown or partially ...
Feiyan Qin, Guoqing Xu, Yue Hu, Kun Xu, Weimin Li   +4 more
doaj   +1 more source

Receding horizon control strategy for an electric vehicle with dual-motor coupling system in consideration of stochastic vehicle mass. [PDF]

PLoS ONE, 2018
Additional degrees of freedom existed in dual-motor coupling system bring considerable challenge to the optimal control of electric vehicles. Moreover, the stochastic characteristic of vehicle mass can further increase this challenge.
Hongqiang Guo, Jinyong Shangguan, Juan Tang, Qun Sun, Hongting Wu   +4 more
doaj   +1 more source

Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients

, 2008
We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated.
Guatteri, Giuseppina, Masiero, Federica
core   +1 more source

Dynamic programming approach to principal-agent problems [PDF]

, 2017
We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems.
Cvitanić, Jakša, Possamaï, Dylan, Touzi, Nizar   +2 more
core   +4 more sources

Nonlinear Optimal Control for Stochastic Dynamical Systems

Mathematics
This paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
doaj   +1 more source

Stochastic HJB Equations and Regular Singular Points [PDF]

, 2018
IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.
Krener, Arthur J.
core   +1 more source

Guaranteed robustness properties of multivariable, nonlinear, stochastic optimal regulators [PDF]

, 1983
The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured.
Athans, M., Tsitsiklis, J. N.
core   +2 more sources