Regularization Methods for Scalar and Vector Control Problems

2019 ◽  
pp. 296-322
Author(s):  
Jadamba Baasansuren ◽  
Khan Akhtar A. ◽  
Sama Miguel ◽  
Tammer Christiane
Keyword(s):  
Vector Control ◽  
Regularization Methods ◽  
Control Problems

scholarly journals ABOUT ONE APPROACH TO MODELING OF OPTIMAL CONTROL OF MULTIDIMENSIONAL COMPOSITE LINEAR SYSTEMS

2017 ◽  
Vol 19 (9.2) ◽  
pp. 184-190
Author(s):  
Y.N. Gorelov
Keyword(s):  
Optimal Control ◽  
Linear System ◽  
Vector Control ◽  
Linear Systems ◽  
Composite System ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Problem Of Moments ◽  
Partial Linear

The approach to the synthesis of optimal control of multidimensional composite linear system based on solutions of optimal control problems for inclusion in its structure of partial linear systems with scalar controls is considered. Control tasks are reduced to the problem of moments in the L\ space for minimum functionals of the norm type, on minimum maximal Ноlder norms level (with indicators 2 and то) for the vector control composite system.

Asymptotic regularization methods in singularly perturbed stochastic optimal-control problems

2008 ◽  
Vol 38 (1) ◽  
pp. 17-19
Author(s):  
Z. G. Salikhov ◽  
E. N. Ishmet’ev ◽  
A. L. Rutkovskii ◽  
V. I. Alekhin ◽  
M. Z. Salikhov
Keyword(s):  
Optimal Control ◽  
Stochastic Optimal Control ◽  
Optimal Control Problems ◽  
Singularly Perturbed ◽  
Regularization Methods ◽  
Control Problems

Self-Control Problems Measure

2011 ◽  
Author(s):  
Kevin M. King ◽  
Charles B. Fleming ◽  
Kathryn C. Monahan ◽  
Richard F. Catalano
Keyword(s):  
Self Control ◽  
Control Problems

On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang
Keyword(s):  
Optimal Control ◽  
Closed Loop ◽  
Optimal Control Problems ◽  
Mean Field ◽  
Open Loop ◽  
Time Inconsistency ◽  
Control Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Equilibrium Strategies

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.

Sign in / Sign up

Export Citation Format

Share Document