Risk-sensitive control of stochastic hybrid systems on infinite time horizon.
Runolfsson, Thordur (2000)
Mathematical Problems in Engineering
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Displaying similar documents to “Controlled diffusion processes.”
Risk-sensitive control of stochastic hybrid systems on infinite time horizon.
Computing the value function for an optimal control problem.
Pascal, Jesús A., Galindez, Cecilia (2005)
Divulgaciones Matemáticas
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The value function in ergodic control of diffusion processes with partial observations II
Vivek Borkar (2000)
Applicationes Mathematicae
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The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial observations can be recast as an equivalent control problem for the associated nonlinear filter. In analogy with the completely observed case, one may seek the value function for this problem as the vanishing discount limit of value functions for the associated discounted cost problems. This passage is justified here for the scalar case under a stability hypothesis, leading in particular...
Optimal control of a waste water cleaning plant.
Grigorieva, Ellina V., Khailov, Evgenii N. (2010)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Approximation of optimal control problems with bound constraints by control parameterization
Walter Alt (2003)
Control and Cybernetics
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Aspects of control for the normal Markov processes.
Saebi, Nasrollah (2004)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Degenerate variance control in the one-dimensional stationary case.
Ocone, Daniel, Weerasinghe, Ananda (2003)
Electronic Journal of Probability [electronic only]
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A panorama of geometrical optimal control theory.
M. Delgado-Téllez, Alberto Ibort Latre (2003)
Extracta Mathematicae
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Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
Onésimo Hernández-Lerma, Oscar Vega-Amaya (1998)
Applicationes Mathematicae
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We consider discrete-time Markov control processes on Borel spaces and infinite-horizon undiscounted cost criteria which are sensitive to the growth rate of finite-horizon costs. These criteria include, at one extreme, the grossly underselective average cost
Optimal control for a class of mechanical thermoviscoelastic frictional contact problems
Zdzisław Denkowski, Stanisław Migórski, Anna Ochal (2007)
Control and Cybernetics
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Piecewise viscosity solutions for stochastic singular control.
Dorroh, J. R., Ferreyra, G., Pascal, J. (2001)
Divulgaciones Matemáticas
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How humans fly
Alain Ajami, Jean-Paul Gauthier, Thibault Maillot, Ulysse Serres (2013)
ESAIM: Control, Optimisation and Calculus of Variations
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This paper is devoted to the general problem of reconstructing the cost from the observation of trajectories, in a problem of optimal control. It is motivated by the following applied problem, concerning HALE drones: one would like them to decide by themselves for their trajectories, and to behave at least as a good human pilot. This applied question is very similar to the problem of determining what is minimized in human locomotion. These starting points are the reasons for the particular...