نتایج جستجو برای: stochastic control

تعداد نتایج: 1440946  

1995
Eugene C. Freuder Rina Dechter Matthew L. Ginsberg Bart Selman Edward P. K. Tsang

This panel explores issues of systematic and stochastic control in the context of constraint satisfaction.

Journal: :SIAM J. Control and Optimization 2006
François Dufour Boris M. Miller

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.

Journal: :J. Systems Science & Complexity 2007
Minyi Huang Peter E. Caines Roland P. Malhamé

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...

2009
Robert Zimmer ALEX FURMAN

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.

2003
Robert Taylor

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...

2009
ERHAN BAYRAKTAR JIE YANG

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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