Essays about: "Stochastic optimal control"

Showing result 6 - 10 of 37 essays containing the words Stochastic optimal control.

  1. 6. Diffuser: Packet Spraying While Maintaining Order : Distributed Event Scheduler for Maintaining Packet Order while Packet Spraying in DPDK

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Vignesh Purushotham Srinivas; [2023]
    Keywords : Packet scheduling; Scheduling; Out of order; Data plane development kit; Parallel processing; Network processor; Paketschemaläggning; Schemaläggning; oordning; Dataplansutvecklingskit; Parallell bearbetning; Nätverksprocessor;

    Abstract : The demand for high-speed networking applications has made Network Processors (NPs) and Central Computing Units (CPUs) increasingly parallel and complex, containing numerous on-chip processing cores. This parallelism can only be exploited fully by the underlying packet scheduler by efficiently utilizing all the available cores. READ MORE

  3. 7. The Dividend Problem for Diffusion Processes

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Patrik Deigård; [2022]
    Keywords : Optimal dividend problem; Barrier strategy; Stochastic control; Itô diffusion.;

    Abstract : .... READ MORE

  4. 8. On Merton's Portfolio Problem : A Stochastic Optimal Control Problem

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hugo Jacobsson; [2022]
    Keywords : ;

    Abstract : The purpose of this thesis is to examine and solve a classic financial optimization problem known as Merton’s Portfolio Problem. The problem is driven by a stochastic process and can thereby be classified as a stochastic optimal control problem. READ MORE

  5. 9. Stochastic Model Predictive Control for Autonomous Emergency Integrated Braking and Steering System

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : DEKUN WANG; [2021]
    Keywords : ;

    Abstract : Controlling both longitudinal and lateral dynamics of an autonomous vehicle confronting possible collision requires ecient perception of surrounding environment and optimal use of its maneuverability. In emergency, separate steering or braking may not be able to avoid collision or ensure stability of the vehicle. READ MORE

  6. 10. Deep learning for portfolio optimization

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : JOHN N. MBITI; [2021]
    Keywords : Portfolio optimization; optimal portfolio; jump diffusion; Itô-Lévy process; stochastic control; dynamic programming; HJB equation; utility optimization; stochastic gradient descent; Deep learning; neural network.;

    Abstract : In this thesis, an optimal investment problem is studied for an investor who can only invest in a financial market modelled by an Itô-Lévy process; with one risk free (bond) and one risky (stock) investment possibility. We present the dynamic programming method and the associated Hamilton-Jacobi-Bellman (HJB) equation to explicitly solve this problem. READ MORE