Sökning: "stochastic optimal control."
Visar resultat 1 - 5 av 38 uppsatser innehållade orden stochastic optimal control..
1. Scalable Reinforcement Learning for Formation Control with Collision Avoidance : Localized policy gradient algorithm with continuous state and action space
Master-uppsats, KTH/Skolan för teknikvetenskap (SCI); KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : 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. LÄS MER
2. Merton's Portfolio Problem under Jourdain--Sbai Model
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : 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. LÄS MER
3. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : 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. LÄS MER
4. 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
5. Energy Sustainable Reinforcement Learning-based Adaptive Duty-Cycling in Wireless Sensor Networks-based Internet of Things Networks
Master-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknikSammanfattning : 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. LÄS MER