Essays about: "Stochastic optimal control"
Showing result 1 - 5 of 37 essays containing the words Stochastic optimal control.
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1. Scalable Reinforcement Learning for Formation Control with Collision Avoidance : Localized policy gradient algorithm with continuous state and action space
University essay from KTH/Skolan för teknikvetenskap (SCI); KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In the last decades, significant theoretical advances have been made on the field of distributed mulit-agent control theory. One of the most common systems that can be modelled as multi-agent systems are the so called formation control problems, in which a network of mobile agents is controlled to move towards a desired final formation. READ MORE
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2. Merton's Portfolio Problem under Jourdain--Sbai Model
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. READ MORE
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3. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Merton’s Optimal Investment-Consumption Problem is a classic optimization problem in finance. It aims to find the optimal controls for a portfolio with both risky and risk-less assets, inorder to maximize an investor’s utility function. READ MORE
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4. Optimal Control of An Energy Storage System Providing Fast Charging and Ancillary Services
University essay from KTH/Optimeringslära och systemteoriAbstract : In this thesis, we explore the potential of financing a fast charging system with energy storage by delivering ancillary services from the energy storage in an optimal way. Specifically, a system delivering frequency regulation services FCR-D Up and FCR-D Down in combination with energy arbitrage trading is considered. READ MORE
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5. Energy Sustainable Reinforcement Learning-based Adaptive Duty-Cycling in Wireless Sensor Networks-based Internet of Things Networks
University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknikAbstract : The Internet of Things (IoT) is widely adopted across various fields due to its flexibility and low cost. Energy-harvesting Wireless Sensor Networks (WSNs) are becoming a building block of many IoT applications and provide a perpetual source of energy to power energy-constrained IoT devices. READ MORE