Add to ORKGComputing the solution to a stochastic optimal control problem is difficult. A method of approximating a solution to a given stochastic optimal control problem using Markov chains was developed in [1]. This paper describes a suite of MATLAB functions implementing this method of approximating a solution to a given continuous stochastic optimal control problem
Computing a numerical solution to a periodic optimal control problem is difficult. A method of appro...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
We present a numerical method for finite-horizon stochastic optimal control models. We derive a stoc...
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 routines d...
This paper describes a suite of MATLAB routines devised to provide an approximately optimal solution...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...
This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solutio...
Parallel MATLAB is a recent MathWorks product enabling the use of parallel computing methods on mult...
This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal sol...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB (R) routin...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
Computing a numerical solution to a periodic optimal control problem is difficult. A method of appro...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
We present a numerical method for finite-horizon stochastic optimal control models. We derive a stoc...
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 routines d...
This paper describes a suite of MATLAB routines devised to provide an approximately optimal solution...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...
This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solutio...
Parallel MATLAB is a recent MathWorks product enabling the use of parallel computing methods on mult...
This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal sol...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB (R) routin...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
Computing a numerical solution to a periodic optimal control problem is difficult. A method of appro...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
We present a numerical method for finite-horizon stochastic optimal control models. We derive a stoc...