Essays about: "Stokastisk optimal styrning"

Found 4 essays containing the words Stokastisk optimal styrning.

1. 1. Optimal Control of An Energy Storage System Providing Fast Charging and Ancillary Services

   University essay from KTH/Optimeringslära och systemteori

   Author : Max Völcker; Hugo Rolff; [2023]
   Keywords : Optimal Control; Model Predictive Control; Dynamic Programming; State-Space Representation; Monte Carlo Simulation; Frequency Regulation; Fast Charging; Energy Storage Systems; Net Present Value; Optimal styrteori; Modell-prediktiv reglering; Dynamisk programmering; Frekvensreglering; Snabbladdning; Energilager; Nuvärde;

   Abstract : 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

3. 2. 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

4. 3. A study on the application of machine learning algorithms in stochastic optimal control

   University essay from KTH/Matematisk statistik

   Author : Xin Huang; [2019]
   Keywords : ;

   Abstract : By observing a similarity between the goal of stochastic optimal control to minimize an expected cost functional and the aim of machine learning to minimize an expected loss function, a method of applying machine learning algorithm to approximate the optimal control function is established and implemented via neural approximation. Based on a discretization framework, a recursive formula for the gradient of the approximated cost functional on the parameters of neural network is derived. READ MORE

5. 4. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation

   University essay from KTH/Optimeringslära och systemteori

   Author : Johan Dimitry El Baghdady; [2017]
   Keywords : Stochastic optimal control; dynamic programming; asset allocation; non-cooperative games; subgame perfect Nash equilibrium; time-inconsistency; dynamic portfolio optimization; mean-variance; state dependent risk aversion; extended Hamilton-Jacobi-Bellman; execution algorithms.; Stokastisk optimal styrning; dynamisk programmering; tillgångsallokering; icke-kooperativa spel; Nashjämvikt; tidsinkonsistens; dynamisk portföljoptimering; avvägning mellan förväntad avkastning och varians; tillståndsberoende riskhantering; utökad Hamilton-Jacobi-;

   Abstract : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. READ MORE