Zobrazeno 1 - 10
of 21
pro vyhledávání: '"93E15, 93E20"'
Autor:
Sun, Jingrui, Yong, Jiongmin
This paper is concerned with an optimal control problem for a mean-field linear stochastic differential equation with a quadratic functional in the infinite time horizon. Under suitable conditions, including the stabilizability, the (strong) exponent
Externí odkaz:
http://arxiv.org/abs/2209.11466
We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and Zhou (J. Mach. Learn. Res., 21, 2020) in the context of reinforcement
Externí odkaz:
http://arxiv.org/abs/2109.10269
Autor:
Xu, Juanjuan, Zhang, Huanshui
In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained for the ex
Externí odkaz:
http://arxiv.org/abs/1807.07223
We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of admissible b
Externí odkaz:
http://arxiv.org/abs/1405.1333
In this paper, we are concerned with the reliability assessment of redundant multi-channel systems having multiple controllers with overlapping functionality -- where all controllers are required to respond optimally to the non-faulty controllers so
Externí odkaz:
http://arxiv.org/abs/1404.4612
Publikováno v:
SIAM Journal of Control and Optimization 52 (2014), no. 1, pp. 1-31
We study the relative value iteration for the ergodic control problem under a near-monotone running cost structure for a nondegenerate diffusion controlled through its drift. This algorithm takes the form of a quasilinear parabolic Cauchy initial val
Externí odkaz:
http://arxiv.org/abs/1303.0618
Publikováno v:
Advances in dynamic games, 3--27, Ann. Internat. Soc. Dynam. Games, 13, Birkh\"auser/Springer, Cham, 2013
We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establish the existence of a solution to the Isaac's equation for the ergodic
Externí odkaz:
http://arxiv.org/abs/1210.8188
We consider a finite horizon linear discrete time varying system whose input is a random noise with an imprecisely known probability law. The statistical uncertainty is described by a nonnegative parameter a which constrains the anisotropy of the noi
Externí odkaz:
http://arxiv.org/abs/1208.4081
Autor:
Vladimirov, Igor G., Petersen, Ian R.
The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of the actual p
Externí odkaz:
http://arxiv.org/abs/1208.3811
Publikováno v:
SIAM Review 51, pp. 239-316, 2009
The engineering and control of devices at the quantum-mechanical level--such as those consisting of small numbers of atoms and photons--is a delicate business. The fundamental uncertainty that is inherently present at this scale manifests itself in t
Externí odkaz:
http://arxiv.org/abs/math/0606118