Add to ORKGA new stochastic method and algorithm are presented to solve optimal control problems under uncertainty which are illustrated with two examples of minimum-time control problems
We study the applicability of the method of Dynamic Programming (DP) for the solution of a general c...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
This thesis is concerned with the solution of a specific optimal control problem. Because of the eff...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
Abstract: A minimax stochastic optimal control strategy for bounded-uncertain stochastic systems is ...
Abstract. This paper develops a general continuous-time stochastic framework for robustness analysis...
We consider some problems of optimal control with discrete time where some parameters are fixed but ...
The optimal control problem, in the presence of uncertainty in the plant, is formulated as a game be...
In the financial engineering field, many problems can be formulated as stochastic control problems. ...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
Abstract. This paper is concerned with existence and optimality properties of so-called guar-anteed ...
This course covers the basic models and solution techniques for problems of sequential decision maki...
We describe a change of time technique for stochastic control problems with unbounded control set. W...
The optimal control of problems that are constrained by partial differential equations with uncertai...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
We study the applicability of the method of Dynamic Programming (DP) for the solution of a general c...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
This thesis is concerned with the solution of a specific optimal control problem. Because of the eff...
A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...
Abstract: A minimax stochastic optimal control strategy for bounded-uncertain stochastic systems is ...
Abstract. This paper develops a general continuous-time stochastic framework for robustness analysis...
We consider some problems of optimal control with discrete time where some parameters are fixed but ...
The optimal control problem, in the presence of uncertainty in the plant, is formulated as a game be...
In the financial engineering field, many problems can be formulated as stochastic control problems. ...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
Abstract. This paper is concerned with existence and optimality properties of so-called guar-anteed ...
This course covers the basic models and solution techniques for problems of sequential decision maki...
We describe a change of time technique for stochastic control problems with unbounded control set. W...
The optimal control of problems that are constrained by partial differential equations with uncertai...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
We study the applicability of the method of Dynamic Programming (DP) for the solution of a general c...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
This thesis is concerned with the solution of a specific optimal control problem. Because of the eff...