A Mean Square Stability Test for Markovian Jump Linear Systems

Autor: C. Nespoli, J.B.R. do Val

Publikováno v: Trends in Computational and Applied Mathematics, Vol 9, Iss 2 (2008)

This paper proposes a test for the mean square stability problem for discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, the horizon of the problem is giv

Externí odkaz: https://doaj.org/article/a1eb41a4db0a41de909ebd05a95106d2

Fishery management under poorly known dynamics

Autor: Thomas Vallée, J.B.R. do Val, Patrice Guillotreau

Publikováno v: European Journal of Operational Research
European Journal of Operational Research, Elsevier, 2019, 279 (1), pp.242-257. ⟨10.1016/j.ejor.2019.05.016⟩

Adapting fishing regulations in a highly uncertain environment remains a complex challenge for managers who have to deal with non-linear dynamics of fish population and harvest levels. In this research, a recent method of stochastic control is adapte

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b5c8011cba35114616961c5fa72d13d
https://doi.org/10.1016/j.ejor.2019.05.016

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Approximate dynamic programming via direct search in the space of value function approximations

Autor: Marcelo D. Fragoso, Edilson F. Arruda, J.B.R. do Val

Publikováno v: European Journal of Operational Research. 211:343-351

This paper deals with approximate value iteration (AVI) algorithms applied to discounted dynamic programming (DP) problems. For a fixed control policy, the span semi-norm of the so-called Bellman residual is shown to be convex in the Banach space of

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::22d912d856b31a62048ce028fa1c6045
https://doi.org/10.1016/j.ejor.2010.11.019

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