A Monte-Carlo Approach to Nonlinear Stochastic Optimal Control with an Example Using the HMMS Data

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)42349-4 ◽

1997 ◽

Vol 30 (19) ◽

pp. 507-512

Author(s):

Robert Wayne Samohyl

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Stochastic Optimal Control ◽

Monte Carlo Approach

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An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method

Optimization ◽

10.1080/02331934.2021.2009824 ◽

2021 ◽

pp. 1-14

Author(s):

Hacer Öz Bakan ◽

Fikriye Yilmaz ◽

Gerhard-Wilhelm Weber

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Monte Carlo Method ◽

Least Squares ◽

Stochastic Optimal Control ◽

Efficient Algorithm ◽

Optimal Control Problems ◽

Control Problems ◽

Least Squares Monte Carlo

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Hamiltonian Monte Carlo based Path Integral for Stochastic Optimal Control

2020 28th Mediterranean Conference on Control and Automation (MED) ◽

10.1109/med48518.2020.9183150 ◽

2020 ◽

Author(s):

P. Akshay ◽

D. Vrushabh ◽

K. Sonam ◽

S. Wagh ◽

N. Singh

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Path Integral ◽

Stochastic Optimal Control ◽

Hamiltonian Monte Carlo

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MOCOKI: A Monte Carlo approach for optimal control in the force of a linear kinetic model

Computer Physics Communications ◽

10.1016/j.cpc.2021.108030 ◽

2021 ◽

pp. 108030

Author(s):

Jan Bartsch ◽

Alfio Borzì

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Kinetic Model ◽

Monte Carlo Approach ◽

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Monte Carlo Methods for Controller Approximation and Stabilization in Nonlinear Stochastic Optimal Control**This work was supported by AFOSR/AOARD via AOARD- 144042. A.N. Bishop is also supported by NICTA and the Australian Research Council (ARC) via a Discovery Early Career Researcher Award (DE-120102873). He is also an adjunct Fellow at the Australian National University. [email protected].

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.12.229 ◽

2015 ◽

Vol 48 (28) ◽

pp. 811-816

Author(s):

Francesco Bertoli ◽

Adrian N. Bishop

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Monte Carlo Methods ◽

Stochastic Optimal Control ◽

Research Council ◽

Early Career ◽

Australian Research Council ◽

National University ◽

Early Career Researcher

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Monte Carlo Statistical Prediction Method for Optimal Control of Linear Hybrid Systems

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2008.01028 ◽

2009 ◽

Vol 34 (8) ◽

pp. 1028-1032

Author(s):

Chun-Yue SONG

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Hybrid Systems ◽

Prediction Method ◽

Statistical Prediction

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Wigner-Boltzmann Monte Carlo approach to nanodevice simulation: from quantum to semiclassical transport

Journal of Computational Electronics ◽

10.1007/s10825-009-0281-3 ◽

2009 ◽

Vol 8 (3-4) ◽

pp. 324-335 ◽

Author(s):

Damien Querlioz ◽

Huu-Nha Nguyen ◽

Jérôme Saint-Martin ◽

Arnaud Bournel ◽

Sylvie Galdin-Retailleau ◽

...

Keyword(s):

Monte Carlo ◽

Monte Carlo Approach ◽

Semiclassical Transport

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Relaxation dynamics in small clusters: A modified Monte Carlo approach

Journal of Computational Physics ◽

10.1016/j.jcp.2007.11.007 ◽

2008 ◽

Vol 227 (4) ◽

pp. 2666-2673 ◽

Author(s):

Barnana Pal

Keyword(s):

Monte Carlo ◽

Relaxation Dynamics ◽

Monte Carlo Approach ◽

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Balanced Stochastic Optimal Control of Uncertain Linear Systems with Constraints

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.535 ◽

2020 ◽

Vol 53 (2) ◽

pp. 7172-7178

Author(s):

Jannik Hahn ◽

Olaf Stursberg

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Stochastic Optimal Control ◽

Uncertain Linear Systems

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Uncertainty study on atmospheric dispersion simulations using meteorological ensembles with a Monte Carlo approach, applied to the Fukushima nuclear accident

Atmospheric Environment X ◽

10.1016/j.aeaoa.2021.100112 ◽

2021 ◽

pp. 100112

Author(s):

Ngoc Bao Tran LE ◽

Irène Korsakissok ◽

Vivien Mallet ◽

Raphaël Périllat ◽

Anne Mathieu

Keyword(s):

Monte Carlo ◽

Atmospheric Dispersion ◽

Nuclear Accident ◽

Fukushima Nuclear Accident ◽

Monte Carlo Approach

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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2006.06.006 ◽

2007 ◽

Vol 31 (7) ◽

pp. 2168-2195 ◽

Author(s):

Thamayanthi Chellathurai ◽

Thangaraj Draviam

Keyword(s):

Optimal Control ◽

Control Theory ◽

Transaction Costs ◽

Portfolio Selection ◽

Stochastic Optimal Control ◽

Optimal Control Theory ◽

Proportional Transaction Costs ◽

Dynamic Portfolio

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