×

Found 1,464 Documents (Results 101–200)

TT-QI: faster value iteration in tensor train format for stochastic optimal control. (English. Russian original) Zbl 1469.49026

Comput. Math. Math. Phys. 61, No. 5, 836-846 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 5, 865-877 (2021).
MSC:  49K45 90C39 65F99
PDFBibTeX XMLCite
Full Text: DOI

Stochastic optimal transportation. Stochastic control with fixed marginals. (English) Zbl 1471.49001

SpringerBriefs in Mathematics. Singapore: Springer (ISBN 978-981-16-1753-9/pbk; 978-981-16-1754-6/ebook). xi, 121 p. (2021).
PDFBibTeX XMLCite
Full Text: DOI

Optimization under stochastic uncertainty. Methods, control and random search methods. (English) Zbl 1527.49002

International Series in Operations Research & Management Science 296. Cham: Springer (ISBN 978-3-030-55661-7/hbk; 978-3-030-55664-8/pbk; 978-3-030-55662-4/ebook). xiv, 393 p. (2020).
PDFBibTeX XMLCite
Full Text: DOI

Quantum Hamilton equations from stochastic optimal control theory. (English) Zbl 1453.49014

Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 213-250 (2020).
PDFBibTeX XMLCite
Full Text: DOI

Optimal control of the stochastic Navier-Stokes equations. (English) Zbl 1454.49031

Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 161-211 (2020).
PDFBibTeX XMLCite
Full Text: DOI

Stochastic Itô-Volterra backward equations in Banach spaces. (English) Zbl 1454.60086

Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61-113 (2020).
PDFBibTeX XMLCite
Full Text: DOI

Neural approximations for optimal control and decision. (English) Zbl 1440.49002

Communications and Control Engineering. Cham: Springer (ISBN 978-3-030-29691-9/hbk; 978-3-030-29693-3/ebook). xviii, 517 p. (2020).
PDFBibTeX XMLCite
Full Text: DOI

A Stochastic Maximum Principle for Forward-backward Stochastic Control Systems with Quadratic Generators and Sample-wise Constraints. arXiv:2010.16065

Preprint, arXiv:2010.16065 [math.OC] (2020).
MSC:  93E20 60H10 49K45
BibTeX Cite
Full Text: arXiv

Risk, optimization and meanfield type control. (English) Zbl 1493.49028

Minisci, Edmondo (ed.) et al., Advances in evolutionary and deterministic methods for design, optimization and control in engineering and sciences. Proceedings of the 11th international conference, EUROGEN-2015, Glasgow, UK, September 14–16, 2015. Cham: Springer. Comput. Methods Appl. Sci. 48, 3-16 (2019).
MSC:  49K45 91A15
PDFBibTeX XMLCite
Full Text: DOI

Using composite finite elements for shape optimization with a stochastic objective functional. (English) Zbl 1469.65162

Faragó, István (ed.) et al., Progress in industrial mathematics at ECMI 2018. Proceedings of the 20th European conference on mathematics for industry, ECMI 2018, Budapest, Hungary, June 18–22, 2018. Cham: Springer. Math. Ind. 30, 515-520 (2019).
MSC:  65N30 49K45 49Q10
PDFBibTeX XMLCite
Full Text: DOI

Optimal inflow control penalizing undersupply in transport systems with uncertain demands. (English) Zbl 1469.93115

Faragó, István (ed.) et al., Progress in industrial mathematics at ECMI 2018. Proceedings of the 20th European conference on mathematics for industry, ECMI 2018, Budapest, Hungary, June 18–22, 2018. Cham: Springer. Math. Ind. 30, 485-490 (2019).
MSC:  93E20 49K45 60J70
PDFBibTeX XMLCite
Full Text: DOI arXiv

Filter Results by …

Document Type

Database

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

all top 3

Software