59 search results - page 2 / 12 » On the Optimal Stochastic Impulse Control of Linear Diffusio... |
MOR
2008
13 years 5 months ago
2008
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
JAIR
2008
13 years 5 months ago
2008
In this article we consider the issue of optimal control in collaborative multi-agent systems with stochastic dynamics. The agents have a joint task in which they have to reach a ...
EOR
2006
13 years 5 months ago
2006
One of the central results of the paper is the Pontryagin maximum principle [16] which is considered in sufficient form for the linear case of impulsive differential equations. Th...
CDC
2009
IEEE
13 years 10 months ago
2009
IEEE
— We consider the control of impulsive systems with jumps triggered by a renewal process, that is, the intervals between jumps are independent and identically distributed. The co...
IOR
2008
13 years 5 months ago
2008
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...