Sökning: "Stokastisk optimal styrning"
Hittade 4 uppsatser innehållade orden Stokastisk optimal styrning.
1. Optimal Control of An Energy Storage System Providing Fast Charging and Ancillary Services
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : 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. LÄS MER
2. Stochastic Model Predictive Control for Autonomous Emergency Integrated Braking and Steering System
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : 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. LÄS MER
3. A study on the application of machine learning algorithms in stochastic optimal control
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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. LÄS MER
4. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : 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. LÄS MER