Mostrando 8 resultados de: 8
Filtros aplicados
Publisher
SpringerBriefs in Mathematics(4)
Applied Mathematics and Optimization(1)
Monatshefte fur Mathematik(1)
Operator Theory: Advances and Applications(1)
SIAM Journal on Control and Optimization(1)
Área temáticas
Análisis(6)
Probabilidades y matemática aplicada(3)
Análisis numérico(2)
Matemáticas(2)
Álgebra(2)
Área de conocimiento
Optimización matemática(6)
Control óptimo(3)
Sistema de control(2)
Dinámica de fluidos(1)
Proceso estocástico(1)
Origen
scopus(8)
A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces
ArticleAbstract: We present an approximation framework for computing the solution of the stochastic linear quadraticPalabras claves:Approximation schemes, feedback control, Riccati equations, Stochastic linear quadratic regulator problemsAutores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopusApplications and Numerical Approximation
Book PartAbstract: In this chapter we present applications of the chaos expansion method in optimal control and stochasPalabras claves:Autores:Hermann Mena, Levajkovic T.Fuentes:scopusGeneralized Operators of Malliavin Calculus
Book PartAbstract: In this chapter we extend Malliavin calculus from the classical finite variance setting to generalizPalabras claves:Autores:Hermann Mena, Levajkovic T.Fuentes:scopusEquations Involving Mallivin Calculus Operators
Book PartAbstract: This chapter is devoted to the study of several classes of stochastic equations involving generalizePalabras claves:Autores:Hermann Mena, Levajkovic T.Fuentes:scopusOperator differential-algebraic equations with noise arising in fluid dynamics
ArticleAbstract: We study linear semi-explicit stochastic operator differential algebraic equations (DAEs) for whichPalabras claves:Chaos expansion, Itô-Skorokhod integral, Noise disturbances, Operator DAE, regularization, Stochastic convolutionAutores:Altmann R., Hermann Mena, Levajkovic T.Fuentes:scopusWhite Noise Analysis and Chaos Expansions
Book PartAbstract: In the framework of white noise analysis, random variables and stochastic processes can be representPalabras claves:Autores:Hermann Mena, Levajkovic T.Fuentes:scopusThe stochastic LQR optimal control with fractional Brownian motion
Book PartAbstract: We consider the stochastic linear quadratic optimal control problem where the state equation is givePalabras claves:Autores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopusThe stochastic linear quadratic control problem with singular estimates
ArticleAbstract: We study an infinite dimensional finite horizon stochastic linear quadratic control problem in an abPalabras claves:Control of stochastic PDEs, Singular estimate control systems, Stochastic linear quadratic controlAutores:Hafizoglu C., Hermann Mena, Lasiecka I., Levajkovic T., Tuffaha A.Fuentes:scopus