نتایج جستجو برای: stochastic control
تعداد نتایج: 1440946 فیلتر نتایج به سال:
This panel explores issues of systematic and stochastic control in the context of constraint satisfaction.
In this paper, an optimal singular stochastic control problem is considered. For this model, it is obtained a general stochastic maximum principle by using a time transformation. This is the first version of the stochastic maximum principle that covers the singular control problem in the nonlinear case.
We study large population stochastic dynamic games where the so-called Nash certainty equivalence based control laws are implemented by the individual players. We first show a martingale property for the limiting control problem of a single agent and then perform averaging across the population; this procedure leads to a constant value for the martingale which shows an invariance property of th...
Measured Group Theory is an area of research that studies infinite groups using measuretheoretic tools, and studies the restrictions that group structure imposes on ergodic-theoretic properties of their actions. The paper is a survey of recent developments focused on the notion of Measure Equivalence between groups, and Orbit Equivalence between group actions.
This note demonstrates that a certain class of stochastic problems for determination of optimal fertilizer application rates in the presence of fertilizer carry-over can be simplified to static, certainly equivalent problems. Conditions required for certainty equivalence to hold are: (1) fertilizer carry-over is agronomically equivalent to applied fertilizer; and (2) some addition of fertilizer...
We determine a weaker sufficient condition than that of Theorem 5.2.1 in Fleming and Soner (2006) for the continuity of the value functions of stochastic control problems on a bounded domains.
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