59 search results - page 4 / 12 » On the Optimal Stochastic Impulse Control of Linear Diffusio... |
ICINCO
2004
13 years 8 months ago
2004
: We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as disc...
AUTOMATICA
2008
13 years 7 months ago
2008
The standard approach in computer-controlled systems is to sample and control periodically. In certain applications, such as networked control systems or energy-constrained system...
SIAMCO
2008
13 years 7 months ago
2008
We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
We consider the design of linear precoding filters with respect to the minimum mean square error (MMSE) criterion for systems that employ an additional scalar gain next to a fix...