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4OR
2006
99views more  4OR 2006»
14 years 11 months ago
A decomposition-based solution method for stochastic mixed integer nonlinear programs
This is a summary of the main results presented in the author's PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English...
Maria Elena Bruni
AUTOMATICA
2011
14 years 6 months ago
Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
William M. McEneaney
CDC
2009
IEEE
135views Control Systems» more  CDC 2009»
15 years 21 days ago
On stochastic receding horizon control with bounded control inputs
This paper is concerned with the problem of receding horizon control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the...
Peter Hokayem, Debasish Chatterjee, John Lygeros
99
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AUTOMATICA
2007
145views more  AUTOMATICA 2007»
14 years 11 months ago
Decentralized adaptive output-feedback stabilization for large-scale stochastic nonlinear systems
In this paper, the problem of decentralized adaptive output-feedback stabilization is investigated for large-scale stochastic nonlinear systems with three types of uncertainties, ...
Shu-Jun Liu, Ji-Feng Zhang, Zhong-Ping Jiang
SIAMCO
2008
121views more  SIAMCO 2008»
14 years 11 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
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...
Masahiko Egami