scholarly journals Neuromuscular stochastic optimal control of a tendon driven index finger model

2011 ◽  
Author(s):  
Evangelos Theodorou ◽  
Emanuel Todorov ◽  
Francisco J. Valero-Cuevas
Keyword(s):  
Optimal Control ◽  
Stochastic Optimal Control ◽  
Index Finger ◽  
Finger Model

scholarly journals A First Optimal Control Solution for a Complex, Nonlinear, Tendon Driven Neuromuscular Finger Model

2010 ◽  
Author(s):  
Evangelos A. Theodorou ◽  
Emo Todorov ◽  
Francisco J. Valero-Cuevas
Keyword(s):  
Optimal Control ◽  
Muscle Force ◽  
Index Finger ◽  
Feedback Controller ◽  
Extensor Mechanism ◽  
High Dimensionality ◽  
Control Solution ◽  
Force Velocity ◽  
Finger Model ◽  
Robust To Noise

In this work we present the first constrained stochastic optimal feedback controller applied to a fully nonlinear, tendon driven index finger model. Our model also takes into account an extensor mechanism, and muscle force-length and force-velocity properties. We show this feedback controller is robust to noise and perturbations to the dynamics, while successfully handling the nonlinearities and high dimensionality of the system. By extending prior methods, we are able to approximate physiological realism by ensuring positivity of neural commands and tendon tensions at all times.

scholarly journals BSDEs with Logarithmic Growth Driven by Brownian Motion and Poisson Random Measure and Connection to Stochastic Control Problem

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Khalid Oufdil
Keyword(s):  
Optimal Control ◽  
Brownian Motion ◽  
Control Problem ◽  
Stochastic Optimal Control ◽  
Random Measure ◽  
Poisson Random Measure ◽  
One Dimensional ◽  
Stochastic Optimal Control Problem ◽  
Uniqueness Of The Solution ◽  
Logarithmic Growth

Abstract In this paper, we study one-dimensional backward stochastic differential equations under logarithmic growth in the 𝑧-variable ( | z | ⁢ | ln ⁡ | z | | ) (\lvert z\rvert\sqrt{\lvert\ln\lvert z\rvert\rvert}) . We show the existence and the uniqueness of the solution when the noise is driven by a Brownian motion and an independent Poisson random measure. In addition, we highlight the connection of such BSDEs with stochastic optimal control problem, where we show the existence of an optimal strategy for the control problem.

US Financial Debt Crisis: A Stochastic Optimal Control Approach

2011 ◽  
Vol 62 (3) ◽  
Author(s):  
Jerome L. Stein
Keyword(s):  
Optimal Control ◽  
Interest Rate ◽  
Financial Crisis ◽  
Upper Bound ◽  
Stochastic Optimal Control ◽  
Debt Crisis ◽  
Capital Gain ◽  
Empirical Measure ◽  
Net Worth ◽  
Control Approach

SummaryThe financial crisis was precipitated by the mortgage crisis. A whole structure of financial derivatives was based upon the ultimate debtors, the mortgagors. Insofar as the mortgagors were unable to service their debts, the values of the derivatives fell. The financial intermediaries whose assets and liabilities were based upon the value of derivatives were very highly leveraged. Changes in the values of their net worth were large multiples of changes in asset values. A cascade was precipitated by the mortgage defaults. In this manner, the mortgage debt crisis turned into a financial crisis. The crucial variable is the optimal debt of the real estate sector, which depends upon the capital gain and the interest rate. I apply the Stochastic Optimal Control (SOC) analysis to derive the optimal debt. Two models of the stochastic process on the capital gain and interest rate are presented. Each implies a different value of the optimal debt/net worth. I derive an upper bound of the optimal debt ratio, based upon the alternative models. An empirical measure of the excess debt: actual less the upper bound of the optimal ratio, is shown to be an early warning signal (EWS) of the debt crisis.

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