Stochastic Optimal Control of Nonlinear Jump Systems Using Neural Networks

Advances in Neural Networks - ISNN 2006 - Lecture Notes in Computer Science ◽

10.1007/11760023_144 ◽

2006 ◽

pp. 975-980

Author(s):

Fei Liu ◽

Xiao-Li Luan

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Stochastic Optimal Control ◽

Jump Systems

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Stochastic Optimal Control for Jump Systems with Application to Sampled-Data Systems

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications ◽

10.5687/sss.2000.327 ◽

2000 ◽

Vol 2000 (0) ◽

pp. 327-332

Author(s):

Jun Yoneyama ◽

Masaki Tanaka ◽

Akira Ichikawa

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Data Systems ◽

Sampled Data ◽

Jump Systems

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Stochastic Optimal Control with Neural Networks and Application to a Retailer Inventory Problem

Proceedings of the 44th IEEE Conference on Decision and Control ◽

10.1109/cdc.2005.1582874 ◽

2006 ◽

Author(s):

Zhongwu Huang ◽

Xiaohua Wang ◽

S.N. Balakrishnan

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Stochastic Optimal Control ◽

Inventory Problem

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STOCHASTIC OPTIMAL CONTROL FOR JUMP SYSTEMS WITH APPLICATION TO SAMPLED-DATA SYSTEMS

Stochastic Analysis and Applications ◽

10.1081/sap-100002106 ◽

2001 ◽

Vol 19 (4) ◽

pp. 643-676 ◽

Cited By ~ 16

Author(s):

Jun Yoneyama ◽

Masaki Tanaka ◽

Akira Ichikawa

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Data Systems ◽

Sampled Data ◽

Jump Systems

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Optimal control for real-time visualization and 3D rendering using neural networks

Proceedings of 2004 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.04EX826) ◽

10.1109/icmlc.2004.1380385 ◽

2005 ◽

Author(s):

You-Wei Yuan ◽

Han-Hui Zhan ◽

La-Mei Yan

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Real Time ◽

3D Rendering ◽

Real Time Visualization

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Balanced Stochastic Optimal Control of Uncertain Linear Systems with Constraints

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.535 ◽

2020 ◽

Vol 53 (2) ◽

pp. 7172-7178

Author(s):

Jannik Hahn ◽

Olaf Stursberg

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Stochastic Optimal Control ◽

Uncertain Linear Systems

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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2006.06.006 ◽

2007 ◽

Vol 31 (7) ◽

pp. 2168-2195 ◽

Cited By ~ 14

Author(s):

Thamayanthi Chellathurai ◽

Thangaraj Draviam

Keyword(s):

Optimal Control ◽

Control Theory ◽

Transaction Costs ◽

Portfolio Selection ◽

Stochastic Optimal Control ◽

Optimal Control Theory ◽

Proportional Transaction Costs ◽

Dynamic Portfolio

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Solution of nonlinear optimal control problems using modified Hopfield neural networks

10.1117/12.174238 ◽

1994 ◽

Author(s):

Daniel J. Stech

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Optimal Control Problems ◽

Nonlinear Optimal Control ◽

Hopfield Neural Networks ◽

Control Problems

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Neural networks for optimal control of nonlinear systems with bound constraints

Proceedings of ICNN'95 - International Conference on Neural Networks ◽

10.1109/icnn.1995.487727 ◽

2002 ◽

Cited By ~ 1

Author(s):

Ruo-Li Yang ◽

Cang-Pu Wu

Keyword(s):

Neural Networks ◽

Optimal Control ◽

Nonlinear Systems ◽

Bound Constraints

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Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem

Monte Carlo Methods and Applications ◽

10.1515/mcma.2000.6.3.175 ◽

2000 ◽

Vol 6 (3) ◽

Cited By ~ 1

Author(s):

W. Grecksch ◽

F. Heyde ◽

Chr. Tammer

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Proximal Point Algorithm ◽

Proximal Point ◽

Stochastic Optimal Control Problem

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Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems

Systems & Control Letters ◽

10.1016/j.sysconle.2011.10.003 ◽

2012 ◽

Vol 61 (1) ◽

pp. 143-147 ◽

Cited By ~ 2

Author(s):

J. Frédéric Bonnans ◽

Francisco J. Silva

Keyword(s):

Optimal Control ◽

Error Estimates ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Barrier Method ◽

Linear Quadratic ◽

Logarithmic Barrier

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