Global ETD Search
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Showing 1 to 9 of 9 for “"Singular Control"”.
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Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
Stochastic singular control models (such as optimization problems, games and mean field games) refer to a class of problems in which some agents want to optimize a certain performance criterion by acting in a random environment which evolves in continuous time, and in which the effect of the …
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The Importance of the Riemann-Hilbert Problem to Solve a Class of Optimal Control Problems
Optimal control problems can in many cases become complicated and difficult to solve. One particular class of difficult control problems to solve are singular control problems. Standard methods for solving optimal control are discussed showing why those methods are difficult to apply to singular …
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Optimal control of fed-batch fermentation processes
… feed rate profile. This often results in a singular control problem and an open loop control structure. The singular feed rate is the optimal feed rate during the singular control period and is used to control the substrate concentration in the fermenter at an optimal level. This approach is …
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Optimal control problems with switching points
… and difficulties that arise in solving optimal control problems with switching points. A brief discussion of existing optimality conditions is given and a numerical approach for solving the multipoint boundary value problems associated with the first-order necessary conditions of optimal control …
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Singular trajectories in airplane cruise-dash optimization
… setting, the transient trajectories follow a singular control law and exhibit a complex structure that is different from the full-throttle transients. Singular transients in the vicinity of singular cruise-dash points are confined to a bounded singular surface. In state-space these …
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Dynamic hedging in illiquid financial markets
… this amounts to study various stochastic optimal control problems with suitable nonlinear dynamics. We introduce a price impact model which accounts for finite market depth, market tightness and finite resilience whose coupled bid- and ask-price dynamics induce convex liquidity costs. We provide …
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Analytical and Numerical Optimal Motion Planning for an Underwater Glider
… their buoyancy and center of mass location to control attitude and trajectory. The vehicles spend most of their time in long, steady glides, so even minor improvements in glide range can be magnified over multiple dives. This dissertation presents a rigid-body dynamic system for a generic …
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COARSE CORRELATED EQUILIBRIA IN CONTINUOUS-TIME MEAN FIELD GAMES
… we consider a simple class of stationary MFGs of singular control. The reward, of ergodic type, is given by the long-time average of an expected utility functional. The interaction term is given by the stationary mean of the distribution of the representative player, which appears only in the …
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DEVELOPMENT OF ADAPTIVE ROBUST SCHEMES FOR NONLINEAR UNCERTAIN SYSTEMS
… techniques to enhance the performance of control systems applicable to some classes of nonlinear uncertain systems. Associating the adaptive control techniques with other control methods, such as backstepping control method and variable structure control method, we propose new adaptive …