Pełnotekstowe zasoby PLDML oraz innych baz dziedzinowych są już dostępne w nowej Bibliotece Nauki.
Zapraszamy na https://bibliotekanauki.pl
Preferencje help
Polish version English version Język
Widoczny [Schowaj] Abstrakt
Liczba wyników

Znaleziono wyników: 5

Liczba wyników na stronie
first rewind previous Strona / 1 next fast forward last

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych:  stochastic control
help Sortuj według:

help Ogranicz wyniki do:
first rewind previous Strona / 1 next fast forward last
1
Content available remote

Robust Control of Linear Stochastic Systems with Fully Observable State

100%
Poznyak A. S., Taksar M. I.
Applicationes Mathematicae
|
1996-1997
|
tom 24
|
nr 1
35-46
EN
We consider a multidimensional linear system with additive inputs (control) and Brownian noise. There is a cost associated with each control. The aim is to minimize the cost. However, we work with the model in which the parameters of the system may change in time and in addition the exact form of these parameters is not known, only intervals within which they vary are given. In the situation where minimization of a functional over the class of admissible controls makes no sense since the value of such a functional is different for different systems within the class, we should deal not with a single problem but with a family of problems. The objective in such a setting is twofold. First, we intend to establish existence of a state feedback linear robust control which stabilizes any system within the class. Then among all robust controls we find the one which yields the lowest bound on the cost within the class of all systems under consideration. We give the answer in terms of a solution to a matrix Riccati equation and we present necessary and sufficient conditions for such a solution to exist. We also state a criterion when the obtained bound on the cost is sharp, that is, the control we construct is actually a solution to the minimax problem.
2
Content available remote

Ergodic control of partially observed Markov processes with equivalent transition probabilities

100%
Stettner Ł.
Applicationes Mathematicae
|
1993-1995
|
tom 22
|
nr 1
25-38
EN
Optimal control with long run average cost functional of a partially observed Markov process is considered. Under the assumption that the transition probabilities are equivalent, the existence of the solution to the Bellman equation is shown, with the use of which optimal strategies are constructed.
3
Content available remote

Two-level stochastic control for a linear system with nonclassical information

100%
Duda Z., Brandys W.
International Journal of Applied Mathematics and Computer Science
|
2004
|
tom 14
|
nr 2
161-166
EN
A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.
4
Content available remote

A generalization of Ueno's inequality for n-step transition probabilities

100%
Nowak A. S.
Applicationes Mathematicae
|
1998-1999
|
tom 25
|
nr 3
295-299
EN
We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
5
Content available remote

On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms

88%
Drabik E.
Applicationes Mathematicae
|
1995-1996
|
tom 23
|
nr 4
449-473
EN
Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.
first rewind previous Strona / 1 next fast forward last
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.