Temat: Optimal stochastic control - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: A multidimensional singular stochastic control problem on a finite time horizon
Autorzy:: Boryc, Marcin
Kruk, Łukasz
Powiązania:: https://bibliotekanauki.pl/articles/747102.pdf
Data publikacji:: 2015
Wydawca:: Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:: Singular stochastic control
generalized derivative
HJB equation
optimal control
Opis:: A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique.
Źródło:: Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica; 2015, 69, 1
0365-1029
2083-7402
Pojawia się w:: Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Optimal control of ∞-dimensional stochastic systems via generalized solutions of HJB equations
Autorzy:: Ahmed, N.
Powiązania:: https://bibliotekanauki.pl/articles/729348.pdf
Data publikacji:: 2001
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: optimal control
stochastic systems
infinite dimension
HJB equation
stationary feedback control
Opis:: In this paper, we consider optimal feedback control for stochastc infinite dimensional systems. We present some new results on the solution of associated HJB equations in infinite dimensional Hilbert spaces. In the process, we have also developed some new mathematical tools involving distributions on Hilbert spaces which may have many other interesting applications in other fields. We conclude with an application to optimal stationary feedback control.
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 1; 97-126
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

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

Artykuł

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