Algorithms for optimal control of stochastic switching systems
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Cites work
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Cited in
(16)- An algorithm for hazard-free minimization of incompletely specified switching function
- An algorithmic approach to optimal asset liquidation problems
- A penalty function-based random search algorithm for optimal control of switched systems with stochastic constraints and its application in automobile test-driving with gear shifts
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
- Existence and uniqueness of solutions to uncertain fractional switched systems with an uncertain stock model
- Existence and uniqueness of solutions for uncertain nonlinear switched systems
- Optimal control of switching times in switched stochastic systems
- Stochastic switching for partially observable dynamics and optimal asset allocation
- Efficient algorithm for the optimal control of interconnected stochastic systems
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- Solutions and diagnostics of switching problems with linear state dynamics
- Optimal stochastic switching under convexity assumptions
- Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
- A switching control strategy for policy selection in stochastic dynamic programming problems
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