Výsledky vyhľadávania - Dynamic programming Optimal control Monotone functionals

On the properties of monotone functionals for generalizing Bellman Principle Autor Caen, Auguste, Mathias, Jean-Denis

“…Dynamic programming is classically used for solving optimal control problems. This approach is based on equating the value function of the problem under study as well as the Bellman Principle…”
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Differential variational inequality approach to dynamic games with shared constraints Autor Chen, Xiaojun, Wang, Zhengyu

“… the players’ cost functionals but also their admissible control sets depend on the rivals’ decision variables through shared constraints…”
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Convergence of proximal solutions for evolution inclusions with time-dependent maximal monotone operators Autor Camlibel, Kanat, Iannelli, Luigi, Tanwani, Aneel

“… The differential inclusion is described by a time-dependent set-valued mapping having the property that, for a given time instant, the set-valued mapping describes a maximal monotone operator…”
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On the existence of solutions for a system of difference equations with non-monotone nonlinearity Autor Galewski, Marek

“…We derive a dual variational method in order to obtain the existence of a bounded solution to a certain nonlinear system with non-monotone nonlinearities…”
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Existence and Iterative Approximations of Solutions for Certain Functional Equation and Inequality Autor Liu, Zeqing, Dong, Haijiang, Cho, Sun Young, Kang, Shin Min

“…This paper deals with a functional equation and inequality arising in dynamic programming of multistage decision processes…”
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Optimal Control under a Dynamic Fuel Constraint Autor Bank, Peter

“… Instead of dynamic programming, we use the convexity of our cost functional to derive a first order characterization of optimal policies based on the Snell envelope of the objective functional's gradient at the optimum…”
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Dynamic Bid Prices in Revenue Management Autor Adelman, Daniel

“…We formally derive the standard deterministic linear program (LP) for bid-price control by making an affine functional approximation to the optimal dynamic programming value function…”
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Dynamic Programming Principle and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator Autor Zhuo, Yu, Dong, Yuchao, Pu, Jiangyan

“… More precisely, we assume that the generator of the backward stochastic differential equation that describes the cost functional is monotonic with respect to the first unknown variable and uniformly…”
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Second order Hamilton–Jacobi–Bellman equations with an unbounded operator Autor ZAlinescu, Adrian

“…This work is devoted to the study of a class of Hamilton–Jacobi–Bellman equations associated to an optimal control problem where the state equation is a stochastic differential inclusion with a maximal monotone operator…”
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Controlled Positive Dynamic Systems with an Entropy Operator: Fundamentals of the Theory and Applications Autor Popkov, Yuri S.

“…Controlled dynamic systems with an entropy operator (DSEO) are considered. Mathematical models of such systems were used to study the dynamic properties in demo…”
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State-feedback stabilizability, optimality, and convexity in switched positive linear systems Autor Najson, Federico

“… It is shown that, a switched positive linear system is state-feedback exponentially stabilizable if and only if an associated sequence, whose elements are computable via linear programming…”
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Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces Autor Salvatore, Federico, Ferrari, Giorgio, Riedel, Frank, Röckner, Michael

“…We consider a class of infinite-dimensional singular stochastic control problems…”
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Optimal Quantum Control by an Adapted Coordinate Ascent Algorithm Autor Degani, Ilan, Zanna, Antonella

“… It was motivated by the observation that several of the existing monotone-converging schemes for quantum control may be viewed as approximations of the well-known coordinate ascent method…”
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A Two-State Partially Observable Markov Decision Process with Uniformly Distributed Observations Autor Grosfeld-Nir, Abraham

“… For both the finite- and infinite-horizon problems, the optimal policy is of a CONTROL LIMIT (CLT) type…”
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Risk Neutral and Risk Averse Stochastic Optimization Autor Cheng, Yi

“…). We first present the Dual SDDP algorithm, which solves the Dynamic Programming equations for the dual and computes a sequence of nonincreasing deterministic upper bounds for the optimal value…”
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Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations Autor Li, Juan, Qingmeng Wei

“…In this paper we study stochastic optimal control problems of fully coupled forward-backward stochastic differential equations (FBSDEs…”
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Some solvable stochastic control problems in noncompact symmetric spaces of rank one Autor Duncan, T. E.

“… The solution is obtained by finding a smooth solution to the Hamilton-Jaobbi or dynamic programming equation for the control problem…”
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Optimale nullstellensuche bei vorliegen einer apriori-verteilung Autor Jakob, J., Neumann, P.

“… Starting from BELLMAN'S equation of stochastic dynamic programming formulae for determination of an optimal or ssymptotic optimal n-step strategy are given. Finally…”
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