Algorithms for optimal control of stochastic switching systems
DOI10.1137/S0040585X97T987910zbMATH Open1350.93093OpenAlexW2224393642MaRDI QIDQ3178726FDOQ3178726
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Publication date: 7 December 2016
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t987910
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Cited In (14)
- Efficient algorithm for the optimal control of interconnected stochastic systems
- An algorithmic approach to optimal asset liquidation problems
- Optimal stochastic switching under convexity assumptions
- Solutions and diagnostics of switching problems with linear state dynamics
- Title not available (Why is that?)
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- Optimal control of switching times in switched stochastic systems
- 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
- An algorithm for hazard-free minimization of incompletely specified switching function
- 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
- Stochastic switching for partially observable dynamics and optimal asset allocation
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