Found 75 Documents (Results 1–75)
Learning high-dimensional McKean-Vlasov forward-backward stochastic differential equations with general distribution dependence. (English) Zbl 07794520
Policy Iteration for Exploratory Hamilton–Jacobi–Bellman Equations. arXiv:2406.00612
Preprint, arXiv:2406.00612 [math.OC] (2024).
Mirror Descent for Stochastic Control Problems with Measure-valued Controls. arXiv:2401.01198
Preprint, arXiv:2401.01198 [math.OC] (2024).
Near extensions and alignment of data in \(R^n\). Whitney extensions of near isometries, shortest paths, equidistribution, clustering and non-rigid alignment of data in Euclidean space. (English) Zbl 07787146
Hoboken, NJ: John Wiley & Sons (ISBN 978-1-394-19677-7/hbk; 978-1-394-19681-4/ebook). xx, 164 p. (2023).
MSC:
68-02
42-02
41-02
49-02
60-02
42B35
30H35
30E10
14Q15
53A45
58Z05
68P01
42B37
49J35
49J30
49J10
49J21
46-11
57Z25
68-11
68T09
62G05
41A05
62H30
46T20
26B05
68T45
41A50
15A72
05C38
33D50
58C25
65D18
68U10
94C30
68Q25
11K38
30E05
26E10
68Q17
Effectiveness of the Krotov method in finding controls for open quantum systems. (English) Zbl 1536.81102
Optimization of urban transport; an alternative to checkerboard towns plans. (English) Zbl 1541.49028
Optimal prophet inequality with less than one sample. (English) Zbl 1535.93031
Hansen, Kristoffer Arnsfelt (ed.) et al., Web and internet economics. 18th international conference, WINE 2022, Troy, NY, USA, December 12–15, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13778, 115-131 (2022).
Stochastic modified equations for the asynchronous stochastic gradient descent. (English) Zbl 1528.65005
Prophet inequalities made easy: stochastic optimization by pricing nonstochastic inputs. (English) Zbl 1454.91090
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs. (English) Zbl 1352.65008
Optimal stopping under model uncertainty: randomized stopping times approach. (English) Zbl 1339.60043
Ann. Appl. Probab. 26, No. 2, 1260-1295 (2016); addendum ibid. 27, No. 2, 1289-1293 (2017).
Homotopy for rational Riccati equations arising in stochastic optimal control. (English) Zbl 1325.65064
Variational and optimal control problems on unbounded domains. A workshop in memory of Arie Leizarowitz, Haifa, Israel, January 9–12, 2012. Proceedings. (English) Zbl 1294.49001
Contemporary Mathematics 619. Israel Mathematical Conference Proceedings. Providence, RI: American Mathematical Society (AMS); Ramat Gan: Bar-Ilan University (ISBN 978-1-4704-1077-3/hbk; 978-1-4704-1713-0/ebook). xvi, 247 p. (2014).
Optimized random chemistry. arXiv:1302.2895
Preprint, arXiv:1302.2895 [math.PR] (2013).
SMART: A stochastic multiscale model for the analysis of energy resources, technology, and policy. (English) Zbl 1460.91098
Approximate stochastic annealing for online control of infinite horizon Markov decision processes. (English) Zbl 1257.93113
Simulation-based optimization of Markov decision processes: an empirical process theory approach. (English) Zbl 1204.93132
Stochastic models for budget optimization in search-based advertising. (English) Zbl 1206.91045
Reviewer: Vitali Oscarovich Groppen (Vladikavkaz)
MDP algorithms for portfolio optimization problems in pure jump markets. (English) Zbl 1199.91169
Reviewer: Yuliya Mishura (Kyïv)
Continuous-time Markov decision processes with \(n\)th-bias optimality criteria. (English) Zbl 1184.49030
An efficient implementation of a least squares Monte Carlo method for valuing American-style options. (English) Zbl 1163.91406
Projected equation methods for approximate solution of large linear systems. (English) Zbl 1165.65010
Reviewer: Jiri Náprstek (Praha)
A simulation-based algorithm for ergodic control of Markov chains conditioned on rare events. (English) Zbl 1222.93210
\(H^{2}\) optimal control for linear stochastic systems. (English) Zbl 1060.93107
Reviewer: Vjatscheslav Vasiliev (Tomsk)
Least squares policy evaluation algorithms with linear function approximation. (English) Zbl 1030.93061
Reviewer: M.Nisio (Osaka)
Optimal control of two competing diseases with state-dependent infection rates. (English) Zbl 1031.92022
Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems. (English) Zbl 0991.93124
A model of inventory control. II. (English. Russian original) Zbl 1088.90541
Cybern. Syst. Anal. 36, No. 6, 865-878 (2000); translation from Kibern. Sist. Anal. 2000, No. 6, 86-100 (2000).
Optimal control of Markov chains. (English) Zbl 0942.65011
Grassmann, Winfried K. (ed.), Computational probability. Boston: Kluwer Academic Publishers. Int. Ser. Oper. Res. Manag. Sci. 24, 325-363 (2000).
Reviewer: Váslaw Burjan (Praha)
Adaptive continuous-time linear quadratic Gaussian control. (English) Zbl 0963.93080
Reviewer: M.Nisio (Osaka)
Some remarks on the optimal level of randomization in global optimization. (English) Zbl 0913.90246
Pardalos, Panos (ed.) et al., Randomization methods in algorithm design. DIMACS workshop, Princeton Univ., NJ, USA, December 12–14, 1997. Providence, RI: AMS, American Mathematical Society. DIMACS, Ser. Discrete Math. Theor. Comput. Sci. 43, 303-318 (1999).
A parallel modified Lagrangian method for an optimal control problem of a linear distributed stochastic system. (English) Zbl 0923.65038
Reviewer: Lubomír Bakule (Praha)
Stability and performance analysis of rate-based feedback flow controlled ATM networks. (English) Zbl 0915.90116
Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems. (English) Zbl 0837.93076
Parallel computation of the solutions of coupled algebraic Lyapunov equations. (English) Zbl 0825.93992
Local minima escape transients by stochastic gradient descent algorithms in blind adaptive equalizers. (English) Zbl 0822.93076
Rough large deviation estimates for simulated annealing: Application to exponential schedules. (English) Zbl 0755.60021
Numerical methods for stochastic control problems in continuous time. (English) Zbl 0754.65068
Applications of Mathematics. 24. New York etc.: Springer-Verlag. ix, 439 p. (1992).
Reviewer: W.Grecksch (Merseburg)
Sharp large deviations estimates for simulated annealing algorithms. (English) Zbl 0746.60024
Reviewer: M.Iosifescu (Bucureşti)
Approximate and numerical methods for synthesis of optimal control of stochastic systems. (English. Russian original) Zbl 0719.93077
Sov. J. Comput. Syst. Sci. 28, No. 1, 140-153 (1990); translation from Izv. Akad. Nauk SSSR, Tekh. Kibern. 1989, No. 4, 67-79 (1989).
Some thoughts on an \(O(N^ 3)\)-algorithm for the optimal control of arrivals in a GI/M/1/N queue. (English) Zbl 0653.90022
Stochastic adaptive control results and simulations. (English) Zbl 0626.93002
Lecture Notes in Control and Information Sciences, 98. Berlin etc.: Springer-Verlag. XII, 120 p.; DM 36.00 (1987).
Reviewer: B.Wittenmark
Stochastische Modelle in der Informatik. Mit einem Anhang über Simulation. (Stochastic models in computer science. With an appendix on simulation). (German) Zbl 0651.68002
Leitfäden und Monographien der Informatik. Stuttgart: B. G. Teubner. 272 S.; DM 36.00 (1986).
Reviewer: G.Ritter
Implementation of adaptive array algorithms. (English) Zbl 0634.65032
Reviewer: S.Curteanu
Optimization with respect to covariance sequence parameters. (English) Zbl 0584.93074
Reviewer: P.Morettin
Output feedback for a class of linear systems with stochastic jump parameters. (English) Zbl 0576.93069
Reviewer: G.Mazziotto
Theory and methods of adaptive control of stochastic processes. Textbook. (Teoriya i metody adaptivnogo upravleniya stokhasticheskimi protsessami. Uchebnoe posobie). (Russian) Zbl 0605.93001
Riga: Rizhskij Institut Inzhenerov Grazhdanskoj Aviatsii. 115 p. R. 0.25 (1984).
Reviewer: E.Gilbo
Estimation theory in Hilbert spaces and its applications. (English) Zbl 0564.62079
Stochastic analysis and applications, Adv. Probab. Relat. Top. 7, 367-410 (1984).
Reviewer: E.Slud
Predictor-based self-tuning control. (English) Zbl 0539.93054
Reviewer: M.Tibaldi
Decentralised filtering of infinite dimensional systems coupled through the boundaries. (English) Zbl 0563.93063
Control of distributed parameter systems, Proc. 3rd IFAC Symp., Toulouse 1982, 299-302 (1983).
Solution of ill-posed problem of optimal linear filtering with correlated noise. (English. Russian original) Zbl 0536.93054
Autom. Remote Control 44, 453-466 (1983); translation from Avtom. Telemkh. 1983, No. 4, 58-73 (1983).
Reviewer: I.Valuşescu
Feedback strategies for partially observable stochastic systems. (English) Zbl 0502.93002
Lecture Notes in Control and Information Sciences, 48. Berlin-Heidelberg-New York: Springer-Verlag. VI, 233 p. DM 28.50; $ 12.30 (1983).
Minimum-time control of linear stochastic systems. (English. Russian original) Zbl 0523.93066
Sov. Autom. Control 15, No. 2, 37-41 (1982); translation from Avtomatika 1982, No. 2, 39-43 (1982).
A survey of partially observable Markov decision processes: Theory, models, and algorithms. (English) Zbl 0486.90084
Adaptive control. (Adaptivnoe upravlenie). (Russian) Zbl 0532.93001
Moskva: “Nauka” Glavnaya Redaktsiya Fiziko-Matematicheskoj Literatury. 384 p. R. 2.40 (1981).
Reviewer: M.Voicu
Probabilistic dynamic models and algorithms for operative control of industrial production. (English. Russian original) Zbl 0522.90040
J. Autom. Inf. Sci. 14, No. 5, 18-25 (1981); translation from Avtomatika 1981, No. 5, 19-28 (1981).
On some properties of optimal control strategies for a service system with several flows of demands. (Russian) Zbl 0525.90047
Analysis and synthesis of computer systems. (English) Zbl 0484.68026
Computer Science and Applied Mathematics. London etc.: Academic Press. XI, 239 p. £18.00; $ 39.50 (1980).
On the Kesten-Spitzer algorithm for minimal hitting time in controlled Markov chains. (English) Zbl 0435.60073
Optimal stopping rules in algorithms for sequential quantization of continuous Markov processes. (English. Russian original) Zbl 0439.49020
Autom. Remote Control 40, 1299-1304 (1980); translation from Avtom. Telemekh. 1979, No. 9, 52-58 (1979).
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