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In previous chapters we assumed that the state variables of the system are known with certainty. When the variables are outcomes of a random phenomenon, the state of the system is modeled as a stochastic process. Specifically, we now face a stochastic optimal control problem where the state of the system is represented by a controlled stochastic ...
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Stochastic Optimal Control Matching
Neural Information Processing Systems, 2023Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence.
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In this paper, a stochastic model (with random noise transmission) is designed. The model possesses substantial potential to describe the dynamical behavior of the Hepatitis B (HBV) virus and it’s control by applying the strategy of vaccinating an ...
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A Stochastic Gradient Descent Approach for Stochastic Optimal Control
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