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Information-Theoretic Dual Adaptive Control Revisited: Multivariable Extension with Applications to Fault-Tolerant Control. [PDF]
Entropy (Basel)Yamé JJ.
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Pathwise Optimality in Stochastic Control
SIAM Journal on Control and Optimization, 2000This paper deals with the pathwise optimality for stochastic control problems over an infinite time horizon. The authors considered the following problems. For an admissible control \(u_t\) and its response \(x^u_t\), the running cost is given by \(J_T(u)=\int^T_0 c(x^u_t,u_t)dt\).
DAI PRA, PAOLO +2 more
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On Stochastic Optimal Control in Ferromagnetism
Archive for Rational Mechanics and Analysis, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thomas Dunst +3 more
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Stochastic optimal structural control: Stochastic optimal open-loop feedback control
Advances in Engineering Software, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Optimal Control and Stochastic Parameter Estimation
Monte Carlo Methods and Applications, 2006Summary: An efficient sampling method is proposed to solve the stochastic optimal control problem in the context of data assimilation for the estimation of a random parameter. It is based on Bayesian inference and the Markov chain Monte Carlo technique, which exploits the relation between the inverse Hessian of the cost function and the error ...
Ngnepieba, Pierre Désiré +2 more
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Automatica, 1969
It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding ...
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It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding ...
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Pathwise Stochastic Optimal Control
SIAM Journal on Control and Optimization, 2007This paper approaches optimal control problems for discrete-time controlled Markov processes by representing the value of the problem in a dual Lagrangian form; the value is expressed as an infimum over a family of Lagrangian martingales of an expectation of a pathwise supremum of the objective adjusted by the Lagrangian martingale term.
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The Optimal Control of a Stochastic System
SIAM Journal on Control and Optimization, 1977The optimal control of a stochastic system with both complete and partial observations is considered. In the completely observable case, because the cost function is, in the terminology of Meyer, a “semimartingale speciale,” a dynamic programming condition for the optimal control is obtained in terms of a certain Hamiltonian.
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1987
In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
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In the long history of mathematics, stochastic optimal control is a rather recent development. Using Bellman’s Principle of Optimality along with measure-theoretic and functional-analytic methods, several mathematicians such as H. Kushner, W. Fleming, R. Rishel. W.M. Wonham and J.M.
openaire +1 more source