Results 11 to 20 of about 522,534 (332)
Optimal control in stochastic thermodynamics
Journal of Physics Communications, 2023 We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to fast driving ...
Steven Blaber, David A Sivak
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Resetting in stochastic optimal control
Physical Review Research, 2023 “When in a difficult situation, it is sometimes better to give up and start all over again.” While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic strategy remains an ...
Benjamin De Bruyne, Francesco Mori
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An approximate stochastic optimal control framework to simulate nonlinear neuro-musculoskeletal models in the presence of noise. [PDF]
PLoS Computational Biology, 2022 Optimal control simulations have shown that both musculoskeletal dynamics and physiological noise are important determinants of movement. However, due to the limited efficiency of available computational tools, deterministic simulations of movement focus
Tom Van Wouwe +2 more
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Singularly Perturbed Forward-Backward Stochastic Differential Equations: Application to the Optimal Control of Bilinear Systems [PDF]
Computation, 2018 We study linear-quadratic stochastic optimal control problems with bilinear state dependence where the underlying stochastic differential equation (SDE) has multiscale features.
Omar Kebiri +2 more
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Fundamental Research, 2023 In this paper, we investigate a backward doubly stochastic recursive optimal control problem wherein the cost function is expressed as the solution to a backward doubly stochastic differential equation.
Yunhong Li +3 more
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Optimal stochastic tracking control for brain network dynamics [PDF]
Communications BiologyNetwork control theory (NCT) has recently been utilized in neuroscience to facilitate our understanding of brain stimulation effects and explore optimal paradigms.
Kangli Dong +7 more
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Nonlinear Monte Carlo Methods with Polynomial Runtime for Bellman Equations of Discrete Time High-Dimensional Stochastic Optimal Control Problems. [PDF]
Appl Math OptimBeck C, Jentzen A, Kleinberg K, Kruse T.
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Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model
Risks, 2021 Consider an insurance company whose surplus is modelled by an arithmetic Brownian motion of not necessarily positive drift. Additionally, the insurer has the possibility to invest in a stock modelled by a geometric Brownian motion independent of the ...
Leonie Violetta Brinker
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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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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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