ARTÍCULO
TITULO

Optimal Policies for n-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem

 Artículos similares

       
 
Ezra Wari, Weihang Zhu and Gino Lim    
Corrosion is one of the major causes of failure in pipelines for transporting oil and gas products. To mitigate the impact of this problem, organizations perform different maintenance operations, including detecting corrosion, determining corrosion growt... ver más
Revista: Algorithms

 
Phuong D. Ngo, Miguel Tejedor and Fred Godtliebsen    
This paper proposes a robust control design method using reinforcement learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement learning algorithm with a new learning technique ... ver más
Revista: Applied Sciences

 
Yefeng Yang, Tao Huang, Xinxin Wang, Chih-Yung Wen and Xianlin Huang    
This paper proposes a multi-stage dueling deep Q-network (MS-DDQN) algorithm to address the high-speed aerial vehicle evasion problem. High-speed aerial vehicle pursuit and evasion are an ongoing game attracting significant research attention in the fiel... ver más
Revista: Aerospace

 
Shaswot Shresthamali, Masaaki Kondo and Hiroshi Nakamura    
IoT embedded systems have multiple objectives that need to be maximized simultaneously. These objectives conflict with each other due to limited resources and tradeoffs that need to be made. This requires multi-objective optimization (MOO) and multiple P... ver más

 
Giovanni Gatti Pinheiro, Michael Defoin-Platel and Jean-Charles Regin    
The accurate estimation of how future demand will react to prices is central to the optimization of pricing decisions. The systems responsible for demand prediction and pricing optimization are called revenue management (RM) systems, and, in the airline ... ver más
Revista: Algorithms