Frontiers

Stochastic optimal control problem of consumption and pension insurance with uncertain lifetime and its application to real-life data

1 Department of Mathematic, Mongolian University of Science and Technology, Ulaanbaatar, Mongolia 2 Department of Economics, University of Finance and Economics, Ulaanbaatar, Mongolia We consider a ...
Scientific Research Publishing

A Study on State Constraint Optimal Control Problems ()

In this paper, we use partial differential equations to deal with constraint optimal control problems. We construct extremal flows by differential-algebraic equation to approximate the optimal ...
IEEE

A Feedback-Type Optimal Solution for Partially-Observed Linear-Quadratic Risk-Sensitive Optimal Control Problem of Mean-Field Type Stochastic Systems

Abstract: We study the linear-quadratic (LQ) risk-sensitive optimal control problem for mean-field type stochastic differential equations (MF-SDEs) driven by Brownian motion. The expected values of ...
IEEE

An Equivalent Time-Optimal Problem to find Energy-Optimal Paths for Skid-Steer Rovers

Abstract: A skid-steer rover's power consumption is highly dependent on the turning radius of its path. For example, a point turn consumes a lot of power compared to a straight-line motion. Thus, in ...