相关论文: Conjugate operators to operators of stochastic int…

Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far reaching applications in many domains,…

This paper proposes an iterative method to solve Mixed-Integer Optimal Control Problems arising from systems with switched dynamics. The so-called relaxed problem plays a central role within this context. Through a numerical example, it is…

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of…

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

We study the behaviour of functions of pairs of commuting self-adjoint operators under perturbations by relatively bounded operators. We obtain analogs of our earlier results for functions of a single self-adjoint operator under relatively…

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…

A stochastic conjugate gradient method for approximation of a function is proposed. The proposed method avoids computing and storing the covariance matrix in the normal equations for the least squares solution. In addition, the method…

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…

In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential…