Add to ORKGAbstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of approximating a solu-tion to a given continuous-time stochastic optimal control problem using Markov chains was developed in [Kra01]. This paper describes a suite of MATLAB R © routines imple-menting this method
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
This thesis is concerned with the solution of a specific optimal control problem. Because of the eff...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal sol...
This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solutio...
This paper describes a suite of MATLAB routines devised to provide an approximately optimal solution...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB routines d...
A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal con...
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
This thesis is concerned with the solution of a specific optimal control problem. Because of the eff...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal sol...
This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solutio...
This paper describes a suite of MATLAB routines devised to provide an approximately optimal solution...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB routines d...
A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal con...
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
This thesis is concerned with the solution of a specific optimal control problem. Because of the eff...