Results 11 to 20 of about 1,342,874 (327)
Stochastic optimal control — A concise introduction
Mathematical Control and Related Fields, 2019 This is a concise introduction to stochastic optimal control theory. We assume that the readers have basic knowledge of real analysis, functional analysis, elementary probability, ordinary differential equations and partial differential equations.
J. Yong
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Sequential Convex Programming For Non-Linear Stochastic Optimal Control [PDF]
E S A I M: Control, Optimisation and Calculus of Variations, 2020 This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process.
Riccardo Bonalli, T. Lew, M. Pavone
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Stochastic optimal control analysis for the hepatitis B epidemic model
Results in Physics, 2021 Mathematical formulation of a stochastic hepatitis B virus (HBV) model with the application of optimal control and randomly noise transmission has been focused in this paper. For the ease of understanding, the model is divided into four different classes
Peijiang Liu +3 more
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Optimal control for controllable stochastic linear systems [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2020 This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of stochastic linear systems is studied.
Xiuchun Bi, Jingrui Sun, Jie Xiong
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Computational and Mathematical Biophysics, 2023 This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu +1 more
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A sufficient maximum principle for backward stochastic systems with mixed delays
Mathematical Biosciences and Engineering, 2023 In this paper, we study the problem of optimal control of backward stochastic differential equations with three delays (discrete delay, moving-average delay and noisy memory). We establish the sufficient optimality condition for the stochastic system. We
Heping Ma, Hui Jian , Yu Shi
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STOCHASTIC OPTIMAL CONTROL OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM [PDF]
Journal of Engineering Science (Chişinău), 2020 In this paper, we considered the problem of optimally controlling a twodimensional dynamical system until it reaches either of two boundaries. We consider a controlled dynamical system (X(t), Y(t)) which is a generalization of the classic twodimensional ...
Lefebvre, Mario
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Sparse optimal stochastic control [PDF]
Automatica, 2021 In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost functional, in general, the value function is not differentiable in the domain.
Ito, Kaito +2 more
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Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method [PDF]
IEEE Transactions on Automatic Control, 2020 This article adopts a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where the drift and diffusion terms in the dynamics may depend on both the state and control.
Na Li, Xunjing Li, Jing Peng, Z. Xu
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Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs [PDF]
Robotics: Science and Systems, 2019 In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning.
Ziyi Wang +2 more
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