Automatic Control Laboratory, ETH Zentrum, Physikstrasse 3, ETL K13.1, CH - 8092 ZürichSpringer Berlin HeidelbergOptimal Control of Piecewise Affine Systems: A Dynamic Programming Approach - Christophersen, Baotić, et al. - 2005 () Citation Context ...7) Remark 2.7: Note that constraint (...
it is shown how to use dynamic programming to study the smallest initial wealthx*that allows for super-hedging a contingent claim by some dynamic portfolio. There, a joint property of the set of policies in a Markov decision model and the set of martingale measures is exploited. The approach...
Approximate dynamic programming (ADP) islassfeinforcement learningethodshatavehownheir importance in varietyfpplications, includingeedbackontrolf dynamicalystems.DP generallyequiresull informationboutheystem internaltates, which issually notvailable in practicalituations. Inhis paper, wehowowo implementDPeth...
This paper studies a robust optimal consensus problem for uncertain nonlinear multi-agent systems, where the uncertainties include both input and external disturbances. Adaptive distributed observer, integral sliding mode control and H∞ adaptive dynamic programming are integrated to obtain a sub-optimal ...
Fig. 3. Markov decision processes aim to find an optimal policy operator close to maximizing the expected cumulative reward over time [18]. 2.2. Bellman equations Bellman Equations play a key role in dynamic programming and reinforcement learning algorithms, providing a robust framework for making ...
and Rui Songf aLondon School of Economics and Political Science, London, UK; bKey Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China; cByteDance, Peking, China; dThe Univeristy of North Carolina at Chapell Hill, Chapel Hi...
Stiel ADJ (2011) Modelling liberalised power markets, Master’s thesis, ETH Zürich, Centre for Energy Policy and Economics Summers T, Warrington J, Morati M, Lygeros J (2015) Stochastic optimal power flow based on conditional value at risk and distribution robustness. Electr Power Energy Syst...
Parametric and dynamic multiobjective optimization problems for adaptive optimal control are carefully defined; some test problems are introduced for both continuous and discrete design spaces. A simple example of a dynamic multiobjective optimization problems arising from a dynamic control loop is given ...
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Gordon Bell, “Scalable, Parallel Computers: Alternatives, Issues, and Challenges”, International Journal of Parallel Programming, vol. 22, No. 1, 1994. Govil et al., “Cellular Disco: resource management using virtual clusters on shared-memory multiprocessors”, 17th ACM Symposium on Operating ...