Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 6 of 6 for “"Stochastic Control Theory"”.
-
Dynamic rate-control and scheduling algorithms for quality-of-service in wireless networks
… manner. In this thesis, we develop dynamic rate-control and scheduling algorithms to meet quality-of-service requirements on data while making efficient utilization of resources. Ideas from Network Calculus theory, Continuous-time Stochastic Optimal Control and Convex Optimization are utilized to …
-
Some stochastic integral and discrete equations of the volterra and fredholm types with applications
Random or stochastic integral equations occur frequently in the mathematical description of random phenomena in engineering, physics, biology, and oceanography. The present study is concerned with random or stochastic integral equations of the Volterra type in the form x(t;w) = h(tiW) + fa …
-
Kalman filtering techniques applied to the dynamic ship positioning problem
… the low-frequency motions of the vessel so that control can be applied. An optimal feedback control system simulation based on optimal stochastic control theory is used. The optimal control performance criterion weighting matrices Q, R were pre-selected and the optimal feedback gain matrix was …
-
A model of pension portfolios with salary and surplus process
… from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans, Journal of Economic Dynamics and Control, Volume 30, Issue 2006, Pages 843-877, with added details and background material in order to demonstrate the …
-
Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains
<p>Stochastic dynamic programming is a recursive method for solving sequential or multistage decision problems. It helps economists and mathematicians construct and solve a huge variety of sequential decision making problems in stochastic cases. Research on stochastic dynamic programming is …
-
Dynamic sequential decision problems with asymmetric information: some existence results
… resolves a long-standing open question in stochastic control theory, which is to establish the existence of team-optimal solutions in teams with non-classical information structures. To solve all problems, a two-step solution approach is adopted; the first step involves identifying an …