329 search results - page 1 / 66 » Distributed solution of stochastic optimal control problems ... |
CDC
2009
IEEE
13 years 9 months ago
2009
IEEE
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
SIAMCO
2002
13 years 4 months ago
2002
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
AUTOMATICA
2008
13 years 4 months ago
2008
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
SIAMCO
2008
13 years 4 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
TON
2008
13 years 4 months ago
2008
Distributed power control is an important issue in wireless networks. Recently, noncooperative game theory has been applied to investigate interesting solutions to this problem. Th...