搜索结果: 1-14 共查到“stochastic control”相关记录14条 . 查询时间(0.235 秒)
Performance bounds for linear stochastic control
Stochastic control Model predictive control Linear matrix inequality Convex optimization
2015/8/10
We develop computational bounds on performance for causal state feedback stochastic control with linear dynamics, arbitrary noise distribution, and arbitrary input constraint set. This can be very use...
Nonlinear Q-design for convex stochastic control
Nonlinear dynamic controller discrete linear constraint convex function parameters are random
2015/8/7
In this note we describe a version of the Q-design method that can be used to design nonlinear dynamic controllers for a discrete-time linear time-varying plant, with convex cost and constraint functi...
Performance bounds and suboptimal policies for linear stochastic control via LMIs
dynamic programming stochastic control convex optimization
2015/8/7
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
Nonlinear Q-Design for Convex Stochastic Control
Convex optimization nonlinear control Q-parameter stochastic control
2015/7/9
In this note we describe a version of the Q-design method that can be used to design nonlinear dynamic controllers for a discrete-time linear time-varying plant, with convex cost and constraint functi...
Performance Bounds and Suboptimal Policies for Linear Stochastic Control via LMIs
dynamic programming stochastic control convex optimization
2015/7/9
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
Suboptimality Bounds in Stochastic Control: A Queueing Example
Queueing Example Stochastic Control
2015/6/19
In this paper we consider Markov decision processes with average cost criteria, and discuss an approach for characterizing the performance loss associated with using a suboptimal control policy. Becau...
Stochastic Control of Event-Driven Feedback in Multi-Antenna Interference Channels
Stochastic Control of Event-Driven Feedback Multi-Antenna Interference Channels
2011/2/22
Spatial interference avoidance is a simple and effective way of mitigating interference in multi-antenna wireless networks.
Identification of the solution of the Burgers equation on a finite interval via the solution of an appropriate stochastic control problem
Stochastic Control Theory Lagrangain Brownian motion
2010/9/26
Solution of the inhomogeneous Burgers equation with given homogeneous Initial/Dirichlet boundary conditions are identified by a stochastic control problem. Our approach consists of identifying the sol...
Optimization and Convergence of Observation Channels in Stochastic Control
Stochastic control information theory observation channels optimization
2010/12/9
This paper studies the optimization of observation channels (stochastic kernels)in partially observed stochastic control problems. In particular, existence, continuity, and convexity
properties are i...
Operator valued stochastic control in Fock space with applications to orbit tracking and noise filtering
Operator valued stochastic control Fock space applications to orbit tracking
2009/9/22
The control process that minimizes the quadratic performance
functional associated with a quantum system whose evolution
is described by a Hudson-Parthasarathy type stochastic differential
equation...
Mean-Square Exponential Input-to-State Stability of Euler-Maruyama Method to Stochastic Control Systems
Mean-square exponential input-to-state stability Stochastic control systems Euler-Maruyama method
2009/9/9
This paper deals with the mean-square exponential input-to-state stability (exp-ISS) of Euler-Maruyama (EM) method
to stochastic control systems (SCSs). The aim is to find out the conditions of the e...
On some recent aspects of stochastic control and their applications
Controlled diffusions dynamic programming maximum principle viscosity solutions
2009/5/18
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's maximum principle, ...
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems
Quasi-variational inequalities Contraction Fixed point finite element Error estimate
2008/6/27
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems.
This paper considers the Merton portfolio management problem. We are concerned with non-exponential discounting of time and this leads to time inconsistencies of the decision maker. Following Ekeland...