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This paper addresses a continuous-time continuous-space chance-constrained stochastic optimal control (SOC) problem via a Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE). Through Lagrangian relaxation, we convert the chance-constrai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fd837328723c3830b86e68447abb93d1
http://arxiv.org/abs/2205.00628
http://arxiv.org/abs/2205.00628
Autor:
Aakanksha Hiremath, Akshat Singh, Kaushik Subramanian, Ryan Rast, Meredith Rosenberg, Nick Swarts, Aislinn Smith, Eric Kessler, Andrew Howard, Karim Masoud, Jack Dillavou, Rebecca Bryant
Publikováno v:
The FASEB Journal. 34:1-1