Add to ORKGThis paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal solution to an infinite-horizon stochastic optimal control problem. The suite is an updated version of that described in [Kra01b]. Its routines implement a policy improvement algorithm to optimise a Markov decision chain approximating the original control problem, as described in [Kra01c
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
We show how infinite horizon stochastic optimal control problems can be solved via studying their fi...
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 paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...
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...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB (R) routin...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB routines d...
Theme 4 - Simulation et optimisation de systemes complexes - Projet PromathSIGLEAvailable at INIST (...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
We show how infinite horizon stochastic optimal control problems can be solved via studying their fi...
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 paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...
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...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB (R) routin...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB routines d...
Theme 4 - Simulation et optimisation de systemes complexes - Projet PromathSIGLEAvailable at INIST (...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control p...
We show how infinite horizon stochastic optimal control problems can be solved via studying their fi...