Partially observed control problems have received much attention and became a powerful tool in many fields, such as mathematical finance, optimal control, etc. From the viewpoint of …
A Added, MB Hariz, F Bouani - International Journal of …, 2021 - inderscienceonline.com
This paper deals with the design of a robust controller for stochastic dynamic systems. A new method is proposed to compute the controller parameters to achieve the desired time …
Nous étudions les solutions optimales du problème de contrôle stochastique de type McKean-Vlasov, dans lequel le domaine de contrôle n'a pas besoin d'être convexe. Nous …
In this thesis, a numerical solution to the optimal switching control problem for deterministic systems with unknown switching point is obtained. Moreover, a general characterization of …