DSpace Repository

An Inverse Stochastic Optimal Control Problem

Show simple item record

dc.contributor.author LEFEBVRE, Mario
dc.date.accessioned 2022-12-28T11:09:07Z
dc.date.available 2022-12-28T11:09:07Z
dc.date.issued 2022
dc.identifier.citation LEFEBVRE, Mario. An Inverse Stochastic Optimal Control Problem. In: Electronics, Communications and Computing (IC ECCO-2022): 12th intern. conf., 20-21 Oct. 2022, Chişinău, Republica Moldova: conf. proc., Chişinău, 2022, pp. 190-193. en_US
dc.identifier.uri https://doi.org/10.52326/ic-ecco.2022/CS.09
dc.identifier.uri http://repository.utm.md/handle/5014/21855
dc.description.abstract The problem of controlling a compound Poisson process until it leaves an interval is considered. In this paper, instead of choosing the density function of the jumps and trying to find the corresponding value function, from which the optimal control follows at once, we consider the inverse problem: we fix the value of the value function and we look for admissible density functions for the jumps. en_US
dc.language.iso en en_US
dc.publisher Technical University of Moldova en_US
dc.rights Attribution-NonCommercial-NoDerivs 3.0 United States *
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/us/ *
dc.subject homing problem en_US
dc.subject Poisson random jumps en_US
dc.subject first-passage time en_US
dc.subject integro-differential equation en_US
dc.subject dynamic programming en_US
dc.title An Inverse Stochastic Optimal Control Problem en_US
dc.type Article en_US


Files in this item

The following license files are associated with this item:

This item appears in the following Collection(s)

  • 2022
    Proceedings of the 12th IC|ECCO; October 20-21, 2022

Show simple item record

Attribution-NonCommercial-NoDerivs 3.0 United States Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 United States

Search DSpace


Advanced Search

Browse

My Account