Essays about: "Numerical optimal control"

Showing result 1 - 5 of 44 essays containing the words Numerical optimal control.

  1. 1. Merton's Portfolio Problem under Jourdain--Sbai Model

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Sajedeh Saadat; [2023]
    Keywords : Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

    Abstract : 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

  3. 2. Reinforcement Learning for the Optimization of Explicit Runge-Kutta Method Parameters

    University essay from Lunds universitet/Matematik LTH; Lunds universitet/Matematik (naturvetenskapliga fakulteten); Lunds universitet/Matematikcentrum

    Author : Mélanie Fournier; [2023]
    Keywords : reinforcement learning; numerical analysis; Runge-Kutta; policy gradient; REINFORCE; Mathematics and Statistics;

    Abstract : Reinforcement learning is one of the three main paradigms in machine learning, which is increasingly used as a method to approach scientific problems. In this thesis, we introduce and use reinforcement learning to find the optimal parameters of a numerical solver. READ MORE

  4. 3. Real-time Optimal Braking for Marine Vessels with Rotating Thrusters

    University essay from KTH/Matematik (Avd.)

    Author : Sigurlaug Rún Jónsdóttir; [2022]
    Keywords : Nonlinear optimization; nonlinear optimal control; numerical optimal control; real-time solution; optimal braking; receding horizon; modeling; ship model; propeller forces; rudder forces; direct multiple shooting method; discretization;

    Abstract : Collision avoidance is an essential component of autonomous shipping. As ships begin to advance towards autonomy, developing an advisory system is one of the first steps. An advisory system with a strong collision avoidance component can help the crew act more quickly and accurately in dangerous situations. READ MORE

  5. 4. Optimisation of a LOX/Ethanol rocket engine ignition

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

    Author : Pierre Collard; [2022]
    Keywords : ;

    Abstract : For more than half a century, humanity has achieved the feat of extracting itself from the earth's atmosphere and sailing into space, broadening the spectrum of knowledge and curiosity. Although space market seemed mastered and stable the arrival of new private players has reorganized the sector through new technological choices. READ MORE

  6. 5. Design of a braiding machine : For micro-tubing used in reconfigurable fluidic wearables

    University essay from Uppsala universitet/Industriell teknik

    Author : Andreas Rishaug; Joakim Sandberg; [2022]
    Keywords : braid; braiding; braiding machine; Omnifibre; CNC; computer numerical control; CAM; computer aided manufacturing; manufacturing; milling; turning.;

    Abstract : In this project the objective is to understand how to design a braiding machine capable of automated production of Omnifibre in a research environment. Automated production of Omnifibre is the key issue for the researchers as they want to increase the weaveabilty of the fibers and make it more suitable for use in active textiles. READ MORE