Search Results - Dynamic programming Optimal control Monotone functionals

On the properties of monotone functionals for generalizing Bellman Principle

Authors: Caen, Auguste Mathias, Jean-Denis Louembe, Kareen

Contributors: Caen, Auguste Mathias, Jean-Denis Louembe, Kareen

Source: Automatica. 179:112418

Subject Terms: Monotone functionals, Dynamic programming Optimal control Monotone functionals, Contrôle optimal, [INFO] Computer Science [cs], Dynamic programming, Fonctionnelles monotones, Optimal control, Programmation dynamique

File Description: application/pdf

Access URL: https://hal.inrae.fr/hal-05136034v1
https://doi.org/10.1016/j.automatica.2025.112418
https://hal.inrae.fr/hal-05136034v1/document

Monotone Optimal Control of Permutable GSMPs

Authors: Glasserman, Paul Yao, David D.

Source: Mathematics of Operations Research, 1994 May 01. 19(2), 449-476.

Access URL: https://www.jstor.org/stable/3690229

Monotone Optimal Control of Permutable GSMPs: Monotone optimal control of permutable GSMPs

Authors: Paul Glasserman David D. Yao

Source: Mathematics of Operations Research. 19:449-476

Subject Terms: Markov renewal processes, semi-Markov processes, dynamic programming, structural properties, optimal control, 0209 industrial biotechnology, Markov and semi-Markov decision processes, switching-curve policies, 0211 other engineering and technologies, 02 engineering and technology, generalized semi-Markov processes, Dynamic programming, monotone optimal controls, Markov decision processes

File Description: application/xml

Access URL: https://zbmath.org/622011
https://doi.org/10.1287/moor.19.2.449
http://www0.gsb.columbia.edu/mygsb/faculty/research/pubfiles/4283/glasserman_yao_monotone.pdf
https://www.jstor.org/stable/3690229
https://www0.gsb.columbia.edu/mygsb/faculty/research/pubfiles/4283/glasserman_yao_monotone.pdf
https://dblp.uni-trier.de/db/journals/mor/mor19.html#GlassermanY94
https://ideas.repec.org/a/inm/ormoor/v19y1994i2p449-476.html
https://pubsonline.informs.org/doi/10.1287/moor.19.2.449

Lagrangian relaxation for continuous‐time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays.

Authors: Ben Hammouda, Chiheb Rezvanova, Eliza von Schwerin, Erik et al.

Source: Optimal Control - Applications & Methods; Sep2024, Vol. 45 Issue 5, p2279-2311, 33p

Subject Terms: TIME delay systems, POWER resources, DYNAMIC programming, PARTIAL differential equations, RENEWABLE energy sources, NONSMOOTH optimization, CONTINUOUS time models

Dissipativity in Infinite Horizon Optimal Control and Dynamic Programming.

Authors: Angeli, David Grüne, Lars

Source: Applied Mathematics & Optimization; Apr2024, Vol. 89 Issue 2, p1-64, 64p

Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics.

Authors: Phelan, Thomas Eslami, Keyvan

Source: Working Paper Series (Federal Reserve Bank of Cleveland); 2/10/2021, p1-48, 48p

Subject Terms: MARKOV processes, OPTIMAL control theory, ECONOMICS, DYNAMIC programming, ECONOMIC equilibrium

Generalized Risk-Sensitive Optimal Control and Hamilton–Jacobi–Bellman Equation.

Authors: Moon, Jun

Source: IEEE Transactions on Automatic Control; May2021, Vol. 66 Issue 5, p2319-2325, 7p

Subject Terms: HAMILTON-Jacobi-Bellman equation, STOCHASTIC differential equations, STOCHASTIC control theory, VISCOSITY solutions, DYNAMIC programming, DIFFERENTIAL equations

Geographic Terms: EUROPE

Dynamic Programming of the Stochastic Burgers Equation Driven by Lévy Noise.

Authors: Mohan, Manil T. Sakthivel, Kumarasamy Sritharan, Sivaguru S.

Source: Journal of Optimization Theory & Applications; May2024, Vol. 201 Issue 2, p490-538, 49p

Subject Terms: DYNAMIC programming, BURGERS' equation, STOCHASTIC programming, STOCHASTIC control theory, NOISE control, INTEGRO-differential equations

Lyapunov Functions for Infinite-Dimensional Systems: Lyapunov functions for infinite-dimensional systems

Authors: KOCAN M SORAVIA, PIERPAOLO

Source: Journal of Functional Analysis. 192:342-363

Subject Terms: viscosity solutions, Operator-theoretic methods, nonlinear semigroups, Dynamic programming in optimal control and differential games, stability, Lyapunov functionals, accretive operators, infinite-dimensional dynamical systems, 01 natural sciences, optimality principles, optimality, Lyapunov and storage functions, Lyapunov method, Control/observation systems in abstract spaces, monotone operators, 0101 mathematics, Hamilton-Jacobi equations, Analysis, Lyapunov functions

File Description: application/xml

Access URL: https://zbmath.org/1836659
https://doi.org/10.1006/jfan.2001.3910
https://www.sciencedirect.com/science/article/abs/pii/S0022123601939102
https://digitalcollections.anu.edu.au/handle/1885/91986
https://openresearch-repository.anu.edu.au/handle/1885/91986
https://core.ac.uk/display/53404696
https://www.sciencedirect.com/science/article/pii/S0022123601939102
https://hdl.handle.net/11577/1483480

A Multilinear HJB-POD Method for the Optimal Control of PDEs on a Tree Structure.

Authors: Kirsten, Gerhard Saluzzi, Luca

Source: Journal of Scientific Computing; Nov2024, Vol. 101 Issue 2, p1-35, 35p

AN EFFICIENT DP ALGORITHM ON A TREE-STRUCTURE FOR FINITE HORIZON OPTIMAL CONTROL PROBLEMS.

Authors: ALLA, ALESSANDRO FALCONE, MAURIZIO SALUZZI, LUCA

Source: SIAM Journal on Scientific Computing; 2019, Vol. 41 Issue 4, pA2384-A2406, 23p

Subject Terms: INTERPOLATION spaces, HAMILTON-Jacobi-Bellman equation, VISCOSITY solutions, ALGORITHMS, DYNAMIC programming, OPTIMAL control theory, HORIZON

AN ALGORITHM TO CONSTRUCT SUBSOLUTIONS OF CONVEX OPTIMAL CONTROL PROBLEMS.

Authors: BET, GIANMARCO FISCHER, MARKUS

Source: SIAM Journal on Control & Optimization; 2022, Vol. 60 Issue 5, p2902-2926, 25p

Subject Terms: STOCHASTIC control theory, DYNAMIC programming, MARKOV processes

Weakly monotone solutions of the Hamilton-Jacobi inequality and optimality conditions with positional controls.

Authors: Dykhta, V.

Source: Automation & Remote Control; May2014, Vol. 75 Issue 5, p829-844, 16p

Subject Terms: MONOTONE operators, HAMILTON-Jacobi equations, BELL'S theorem, DYNAMIC programming, PONTRYAGIN'S minimum principle, SMOOTHNESS of functions

Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions.

Authors: Chorobura, Ana Paula

Source: Computational & Applied Mathematics; Dec2021, Vol. 40 Issue 8, p1-24, 24p

Subject Terms: PARETO optimum, DYNAMIC programming, SET functions, HAMILTON-Jacobi-Bellman equation

Monotone Numerical Schemes and Feedback Construction for Hybrid Control Systems.

Authors: Ferretti, Roberto Zidani, Hasnaa

Source: Journal of Optimization Theory & Applications; May2015, Vol. 165 Issue 2, p507-531, 25p

Subject Terms: HYBRID systems, STOCHASTIC convergence, OPTIMAL control theory, DYNAMIC programming, DYNAMICAL systems, FEEDBACK control systems

RANDOMIZED DYNAMIC PROGRAMMING PRINCIPLE AND FEYNMAN-KAC REPRESENTATION FOR OPTIMAL CONTROL OF MCKEAN-VLASOV DYNAMICS.

Authors: BAYRAKTAR, ERHAN COSSO, ANDREA PHAM, HUYÊN

Source: Transactions of the American Mathematical Society; Mar2018, Vol. 370 Issue 3, p2115-2160, 46p

Subject Terms: DYNAMIC programming, FEYNMAN diagrams, OPTIMAL control theory, NUMERICAL solutions to stochastic differential equations, NUMERICAL analysis

Data-Driven Direct Adaptive Risk-Sensitive Control of Stochastic Systems.

Authors: Qiao, Nan Li, Tao

Source: Journal of Systems Science & Complexity; Aug2024, Vol. 37 Issue 4, p1446-1469, 24p

Pareto Fronts of the Set of Sustainable Thresholds for Constrained Control Systems.

Authors: Gajardo, Pedro Hermosilla, Cristopher

Source: Applied Mathematics & Optimization; Apr2021, Vol. 83 Issue 2, p1103-1121, 19p

Subject Terms: OPTIMAL control theory, RENEWABLE natural resources, DYNAMIC programming, DISCRETE-time systems, RESOURCE management

OPTIMAL CONTROL OF STOCHASTIC DELAY DIFFERENTIAL EQUATIONS AND APPLICATIONS TO PATH-DEPENDENT FINANCIAL AND ECONOMIC MODELS.

Authors: DE FEO, FILIPPO FEDERICO, SALVATORE ŚWIĘCH, ANDRZEJ

Source: SIAM Journal on Control & Optimization; 2024, Vol. 62 Issue 3, p1490-1520, 31p

Subject Terms: STOCHASTIC control theory, STOCHASTIC differential equations, HAMILTON-Jacobi-Bellman equation, DELAY differential equations, ECONOMIC models, HILBERT space, DIFFERENTIAL evolution

Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics.

Authors: Phelan, Thomas Eslami, Keyvan

Source: Working Paper Series (Federal Reserve Bank of Cleveland); 5/17/2022, p1-51, 52p

Subject Terms: MARKOV processes, ECONOMICS, DYNAMIC programming, FINANCE, MAGNITUDE estimation