Stochastic optimal control of state constrained systems
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Cites work
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS
- EP for efficient stochastic control with obstacles
- On the relation between ordinary and stochastic differential equations
- Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
- Sequential Monte Carlo methods for diffusion processes
- Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
Cited in
(23)- Dividend optimization for jump-diffusion model with solvency constraints
- Statistical learning for probability-constrained stochastic optimal control
- Efficient computation of optimal open-loop controls for stochastic systems
- Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture
- Optimistic planning algorithms for state-constrained optimal control problems
- Adaptive importance sampling for control and inference
- EP for efficient stochastic control with obstacles
- Stable Optimal Control and Semicontractive Dynamic Programming
- Optimal stochastic control for performance- and stability-robustness
- Optimal control via self-generated stochasticity
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- On almost sure optimization for stochastic control systems
- Optimal control as a graphical model inference problem
- Optimal control of stochastic sequences with constraints
- scientific article; zbMATH DE number 1484018 (Why is no real title available?)
- A diffusion wavelets-based multiscale framework for inverse optimal control of stochastic systems
- Adaptive smoothing for path integral control
- A minimum free energy model of motor learning
- Reward Maximization Through Discrete Active Inference
- Multi-agent formation control based on Bell-shaped potential functions
- State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE
- Chance-constrained optimization for contact-rich systems using mixed integer programming
- Approximate constrained stochastic optimal control via parameterized input inference
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