26 search results - page 1 / 6 » On a PDE Arising in One-Dimensional Stochastic Control Probl... |
JOTA
2010
12 years 11 months ago
2010
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— In this paper, we study an optimal control problem arising in plasma transport which is governed by a singularly perturbed system. Time-scale separation allows us to focus on a...
HYBRID
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. In this paper, we study the problem of controlling the expected exit time from a region for a class of stochastic hybrid systems. That is, we find the least costly feedb...
SIAMSC
2010
13 years 3 months ago
2010
In this paper, we describe block matrix algorithms for the iterative solution of large scale linear-quadratic optimal control problems arising from the optimal control of parabolic...
CDC
2009
IEEE
13 years 8 months ago
2009
IEEE
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...