搜索结果: 1-4 共查到“最优化 Optimal control”相关记录4条 . 查询时间(0.107 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Inverse optimal control based on output measurements
输出测量 逆优化控制 逆问题
2023/5/5
In this talk we discuss inverse optimal control for the case where only the output measurements are available. By considering the inverse problem as an identification problem, the focus of the talk is...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars： Inverse optimal control based on output measurements
输出测量 逆优化控制 逆问题
2023/5/5
In this talk we discuss inverse optimal control for the case where only the output measurements are available. By considering the inverse problem as an identification problem, the focus of the talk is...
Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation
time-inconsistent optimal control problem equilibrium value function equilibrium Hamilton Jacobi-Bellman equation
2012/4/18
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equat...
Optimal control of risk process in a regime switching environment
Regime switching diffusion continuity of the value function
2010/12/8
This paper is concerned with cost optimization of an insurance company. The sur-plus of the insurance company is modeled by a controlled regime switching diffusion,where the regime switching mechanism...