Flow control as stochastic optimal control problem with incomplete information

Proceedings IEEE 24th Annual Joint Conference of the IEEE Computer and Communications Societies. ◽

10.1109/infcom.2005.1498358 ◽

2005 ◽

Cited By ~ 7

Author(s):

B. Miller ◽

K. Avrachenkov ◽

K. Stepanyan ◽

G. Miller

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Flow Control ◽

Control Problem ◽

Incomplete Information ◽

Stochastic Optimal Control ◽

Stochastic Optimal Control Problem

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Flow Control as a Stochastic Optimal Control Problem with Incomplete Information

Problems of Information Transmission ◽

10.1007/s11122-005-0020-8 ◽

2005 ◽

Vol 41 (2) ◽

pp. 150-170 ◽

Cited By ~ 24

Author(s):

B. M. Miller ◽

K. E. Avrachenkov ◽

K. V. Stepanyan ◽

G. B. Miller

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Flow Control ◽

Control Problem ◽

Incomplete Information ◽

Stochastic Optimal Control ◽

Stochastic Optimal Control Problem

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Linear-quadratic stochastic optimal control problem with incomplete information and uncertain noise statistics

Proceedings of the 45th IEEE Conference on Decision and Control ◽

10.1109/cdc.2006.377740 ◽

2006 ◽

Author(s):

Gregory Miller ◽

Alexey Pankov

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Incomplete Information ◽

Stochastic Optimal Control ◽

Linear Quadratic ◽

Stochastic Optimal Control Problem ◽

Noise Statistics

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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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Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

Prime Archives in Applied Mathematics ◽

10.37247/paam.1.2019.1-10 ◽

2019 ◽

pp. 1-10

Author(s):

Sie Long Kek ◽

Kok Lay Teo ◽

Mohd Ismail Abdul Aziz

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Stochastic Optimal Control Problem

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Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-014-3171-9 ◽

2014 ◽

Vol 29 (1) ◽

pp. 67-85 ◽

Cited By ~ 5

Author(s):

Na Li ◽

Zhen Wu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Lévy Processes ◽

Levy Processes ◽

Stochastic Optimal Control Problem

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A stochastic optimal control problem with feedback inputs

International Journal of Control ◽

10.1080/00207179.2020.1806360 ◽

2020 ◽

pp. 1-14

Author(s):

Ştefana-Lucia Aniţa

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Stochastic Optimal Control Problem

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Maximum principle for stochastic optimal control problem of forward-backward system with delay

Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference ◽

10.1109/cdc.2009.5400152 ◽

2009 ◽

Cited By ~ 4

Author(s):

Li Chen ◽

Zhen Wu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

System With Delay ◽

Stochastic Optimal Control Problem

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Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework

Journal of Optimization Theory and Applications ◽

10.1007/s10957-019-01546-3 ◽

2019 ◽

Vol 183 (2) ◽

pp. 422-439

Author(s):

Hanwu Li ◽

Falei Wang

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Sublinear Expectation ◽

Stochastic Optimal Control Problem

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Asymptotic behavior of the Bellman function in a stochastic optimal control problem

Journal of Applied Mathematics and Mechanics ◽

10.1016/0021-8928(81)90032-0 ◽

1981 ◽

Vol 45 (2) ◽

pp. 179-183

Author(s):

A.I. Ovseevich

Keyword(s):

Optimal Control ◽

Asymptotic Behavior ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Bellman Function ◽

Stochastic Optimal Control Problem

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Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result

IEEE Transactions on Automatic Control ◽

10.1109/tac.1984.1103671 ◽

1984 ◽

Vol 29 (9) ◽

pp. 836-837 ◽

Cited By ~ 13

Author(s):

J. Lasserre ◽

C. Bes

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Optimal Control ◽

Infinite Horizon ◽

Planning Horizon ◽

Stochastic Optimal Control Problem

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