Results 41 to 50 of about 1,342,874 (327)
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 +2 more
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, 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
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BuildingsStochastic 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
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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 +4 more
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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 +4 more
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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.
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Nonlinear Optimal Control for Stochastic Dynamical Systems
MathematicsThis paper presents a comprehensive framework addressing optimal nonlinear analysis and feedback control synthesis for nonlinear stochastic dynamical systems.
Manuel Lanchares, Wassim M. Haddad
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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.
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Mathematical Formulation of an Optimal Execution Problem with Uncertain Market Impact [PDF]
, 2015 We study an optimal execution problem with uncertain market impact to derive a more realistic market model. We construct a discrete-time model as a value function for optimal execution.
Ishitani, Kensuke, Kato, Takashi
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Diffusion Approximation and Optimal Stochastic Control [PDF]
Theory of Probability & Its Applications, 2000 By the same goal with the previous paper of these authors [SIAM J. Control Optimization 34, No. 1, 161-178 (1996; Zbl 0867.93085)] but considering the case of a stochastic control model admitted a diffusion approximation, they show in the present paper that an optimal Lipschitz feedback control of the limit model \[ dX_t = [A_0 (t,X_t)+ a_1 (t,X_t)u_t]
Liptser, R. +2 more
openaire +2 more sources