A multidimensional comparison theorem for solutions of the Skorokhod problem in a wedge with applications to control of a group of independent identical agents

Autor:	Svetlana Anulova
Rok vydání:	2010
Předmět:	Computer Science::Robotics Comparison theorem Stochastic differential equation Mathematical optimization Differential equation Stochastic process Bellman equation MathematicsofComputing_NUMERICALANALYSIS Applied mathematics Optimal control Mathematics Skorokhod integral Mathematical Operators
Zdroj:	CDC
DOI:	10.1109/cdc.2010.5717401
Popis:	A problem of controlling a group of independent identical agents is considered. Such problems arise in mathematical economics, in robotics (swarms of mini-robots). The model includes a stochastic component. The general method of the Bellman equation [1] cannot be applied to this problem. The solution is found by the comparison method for solutions of stochastic differential equations using the technique of the Skorokhod reflection operators. The optimal policy admits a realization as a decentralized group control algorithm.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7d62cd7a1ed52a1641e8d59dc6515b0c https://doi.org/10.1109/cdc.2010.5717401 Zobrazit plný text záznamu