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   Articles with "stochastic control" as a keyword



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On time-inconsistent stochastic control in continuous time

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recommendations! Published in 2017 at "Finance and Stochastics"

DOI: 10.1007/s00780-017-0327-5

Abstract: In this paper, which is a continuation of the discrete-time paper (Björk and Murgoci in Finance Stoch. 18:545–592, 2004), we study a class of continuous-time stochastic control problems which, in various ways, are time-inconsistent in… read more here.

Keywords: stochastic control; time; study; finance ... See more keywords
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Trading revenue, reputation and trade secrets: a stochastic control framework for business operation

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recommendations! Published in 2020 at "Operational Research"

DOI: 10.1007/s12351-017-0323-8

Abstract: In this electronic era, most businesses, especially e-businesses like IT services, business process outsourcing (BPO), online merchants etc. maintain details of daily operations and customer feedback. Relations between different business parameters can be learned from… read more here.

Keywords: business; stochastic control; term; reputation ... See more keywords
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Stochastic control of wave energy converters for optimal power absorption with constrained control force

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recommendations! Published in 2019 at "Applied Ocean Research"

DOI: 10.1016/j.apor.2019.03.002

Abstract: Abstract This paper presents an analytical solution derived for optimal control of the power take-off of a single-degree of freedom heave point absorber with constraints on the control force. The optimal control law turns out… read more here.

Keywords: stochastic control; control; power; control force ... See more keywords
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Stochastic control of wave energy converters with constrained displacements for optimal power absorption

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recommendations! Published in 2019 at "Applied Ocean Research"

DOI: 10.1016/j.apor.2019.04.022

Abstract: Abstract An semi-analytical solution is derived for the optimal control of the power take-off of a single-degree of freedom heave point absorber with constraints on the displacement. At first the control force is derived during… read more here.

Keywords: wave energy; stochastic control; control; power ... See more keywords
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On a class of singular stochastic control problems for reflected diffusions

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recommendations! Published in 2019 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2019.01.004

Abstract: Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for a general… read more here.

Keywords: stochastic control; control; reflected diffusions; class ... See more keywords
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Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

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recommendations! Published in 2017 at "International Journal of Systems Science"

DOI: 10.1080/00207721.2016.1160456

Abstract: ABSTRACT This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for… read more here.

Keywords: system; control; stochastic control; time ... See more keywords
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Singular stochastic control model for algae growth management in dam downstream

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recommendations! Published in 2018 at "Journal of Biological Dynamics"

DOI: 10.1080/17513758.2018.1436197

Abstract: ABSTRACT A stochastic control model for finding an ecologically sound, fit-for-purpose dam operation policy to suppress bloom of attached algae in its downstream is presented. A singular exactly solvable and a more realistic regular-singular cases… read more here.

Keywords: downstream; control model; stochastic control; algae growth ... See more keywords
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Stochastic control of single-species population dynamics model subject to jump ambiguity

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recommendations! Published in 2020 at "Journal of Biological Dynamics"

DOI: 10.1080/17513758.2020.1811408

Abstract: A logistic type stochastic control model for cost-effective single-species population management subject to an ambiguous jump intensity is presented based on the modern multiplier-robust formulation. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) equation for finding the optimal control is… read more here.

Keywords: jump; term; control; stochastic control ... See more keywords
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On Local Entropy, Stochastic Control, and Deep Neural Networks

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recommendations! Published in 2022 at "IEEE Control Systems Letters"

DOI: 10.1109/lcsys.2022.3189927

Abstract: In this letter, we connect some recent papers on smoothing of energy landscapes and scored-based generative models of machine learning to classical work in stochastic control. We clarify these connections providing rigorous statements and representations… read more here.

Keywords: deep neural; control; control deep; entropy stochastic ... See more keywords
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Decentralized Stochastic Control of Distributed Energy Resources

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recommendations! Published in 2018 at "IEEE Transactions on Power Systems"

DOI: 10.1109/tpwrs.2017.2700472

Abstract: We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that minimize the expected cost of… read more here.

Keywords: control distributed; energy; control; stochastic control ... See more keywords
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A Stochastic Control Approach to Maximize Profit on Service Provisioning for Mobile Cloudlet Platforms

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recommendations! Published in 2018 at "IEEE Transactions on Systems, Man, and Cybernetics: Systems"

DOI: 10.1109/tsmc.2016.2606400

Abstract: The recent emergence of mobile cloud computing has enabled mobile users to offload computing tasks from mobile devices to nearby cloudlets, so as to reduce energy consumption and improve application performance. In this paper, we… read more here.

Keywords: profit; stochastic control; approach maximize; service ... See more keywords