We cast model-free reinforcement learning as the problem of maximizing the likelihood of a probabilistic mixture model via sampling, addressing both the infinite and finite horizo...
— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions b...
This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic systems. The propo...
Widespread accounts of the harmful effects of invasive species have stimulated both practical and theoretical studies on how the spread of these destructive agents can be containe...
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...