Temat: stochastic control - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Minimizing the time spent in an interval by a Wiener process with uniform jumps
Autorzy:: Lefebvre, Mario
Powiązania:: https://bibliotekanauki.pl/articles/1839133.pdf
Data publikacji:: 2019
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: Brownian motion
Poisson process
first-passage time
optimal stochastic control
integro-differential equation
Opis:: Let Xu(t) be a controlled Wiener process with jumps that are uniformly distributed over the interval [−c, c]. The aim is to minimize the time spent by Xu(t) in the interval [a, b]. The integro- differential equation, satisfied by the value function, is transformed into an ordinary differential equation and is solved explicitly for a particular case. The approximate solution obtained is precise when c is small.
Źródło:: Control and Cybernetics; 2019, 48, 3; 407-415
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Incremental value of information for discrete-time partially observed stochastic systems
Autorzy:: Banek, T.
Powiązania:: https://bibliotekanauki.pl/articles/969917.pdf
Data publikacji:: 2010
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: stochastic control
filtering
Hausdorff measures
change of variables formula of Federer
Lagrange multipliers
value of information
Opis:: A discrete-time stochastic control problem for general (nonlinear in state, control, observation and noise) models is considered. The same noise can enter into the state and into the observation equations, and the state/observation does not need to be affine with respect to the noise. Under mild assumptions the joint distribution function of the state/observation processes is obtained and used for computing the Gateaux and Frechet derivatives of the cost function. Under partial observation the control actions are restricted by the measurability requirement and we compute the Lagrange multiplier associated with this "information constraint". The multiplier is called a "dual", or "shadow" price, and in the literature of the subject is interpreted as an incremental value of information . The present and the future are two factors appearing in the multiplier and we study how they are balanced as time goes on. An algorithm for computing extremal controls in the spirit of R. Rishel (1985) is also obtained.
Źródło:: Control and Cybernetics; 2010, 39, 3; 769-781
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: On the fuzzy control stochastic differential systems
Autorzy:: Tung, T. T.
Powiązania:: https://bibliotekanauki.pl/articles/970073.pdf
Data publikacji:: 2013
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: fuzzy theory
differential equations
fuzzy differential equation
fuzzy stochastic differential system
control theory
Opis:: In this paper, fuzzy control stochastic differentia systems are introduced. The existence and some comparison results on solutions of fuzzy control stochastic differential systems and on sheaf-solutions of sheaf fuzzy control stochastic systems are provided. The continuous dependence of solutions and sheaf-solutions on initials and controls is investigated. The results obtained are correct and meaningful for the theory control.
Źródło:: Control and Cybernetics; 2013, 42, 2; 505-525
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Hard and soft sub-time-optimal controllers for a mechanical system with uncertain mass
Autorzy:: Kulczycki, P.
Wisniewski, R.
Kowalski, P.
Krawiec, K.
Powiązania:: https://bibliotekanauki.pl/articles/970463.pdf
Data publikacji:: 2004
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: sterowanie optymalne
odporność
system mechaniczny
masa niepewna
proces stochastyczny
budowa podoptymalna
optimal control
mechanical system
uncertain mass
stochastic process
suboptimal structure
robustness
Opis:: An essential limitation in using the classical optimal control has been its limited robustness to modeling inadequacies and perturbations. This paper presents the concepts of two practical control structures based on the time-optimal approach, a hard and soft one. The hard structure is defined by the parameters selected in accordance with the rules of the statistical decision theory: however, the soft structure allows additionally for elimination of rapid changes in control values. The object is a basic mechanical system, with uncertain (also non-stationary) mass treated as a stochastic process. The methodology proposed here is of a universal nature and may easily be applied with respect to other elements of uncertainty of time-optimal controlled mechanical systems.
Źródło:: Control and Cybernetics; 2004, 33, 4; 573-587
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

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