OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems
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DOI: 10.1007/s10614-019-09949-0
Abstract: In this paper, we describe the new OPTCON3 algorithm, which serves to determine approximately optimal policies for stochastic control problems with a quadratic objective function and nonlinear dynamic models. It includes active learning and the… read more here.
Keywords: active learning; control; optimal policies; optcon3 algorithm ... See more keywords
On Optimal Policies for Risk-Aware Sensor Data Collection by a Mobile Agent
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DOI: 10.1016/j.ifacol.2019.12.175
Abstract: Abstract We consider a scenario where a mobile agent is required to collect measurements from a geographically dispersed set of sensors and return them to a base. The agent faces a risk of destruction while… read more here.
Keywords: agent; optimal policies; risk aware; policies risk ... See more keywords
Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost
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DOI: 10.1109/tac.2016.2626790
Abstract: We consider a stochastic inventory system with general piecewise linear ordering cost. The cumulative demand is modeled as a Brownian motion process. The ordering cost function is neither convex nor concave; it may not be… read more here.
Keywords: ordering cost; cost; optimal policies; piecewise linear ... See more keywords