Essays about: "stochastic optimal control."

Showing result 1 - 5 of 37 essays containing the words stochastic optimal control..

  1. 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)

    Author : Andreu Matoses Gimenez; [2023]
    Keywords : Control theory; Multi-agent systems; Distributed systems; Formation control; Collision avoidance; Reinforcement learning; Teoria de control; Sistemes multiagent; Sistemes distribuïts; Control de formació; Prevenció de col·lisions; Reinforcement Learning; Reglerteknik; Multi-agent system; Distribuerade system; formationskontroll; Kollisionsundvikande; Reinforcement learning; Teoría de control; Sistemas multiagente; Sistemas distribuidos; Control de formación; Prevención de colisiones; Reinforcement Learning;

    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

  3. 2. 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

  4. 3. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model

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

    Author : Tara Romsäter; [2023]
    Keywords : Merton s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model.;

    Abstract : 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

  5. 4. 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

  6. 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 rymdteknik

    Author : Nadia Charef; [2023]
    Keywords : Reinforcement Learning; Q-learning; Dynamic Energy Management; Energy Sustainabiltiy; IEEE802.15.4 MAC Protocol; Adaptive Duty Cycling; Wireless Sensors Networks; Internet of Things;

    Abstract : 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