Sentence examples for stochastic optimal from inspiring English sources

Such optimization problems are called stochastic optimal control problems.

Oskouei and Yazdankhah [22] presented a scenario-based stochastic optimal operation for iteration-based optimization of wind, solar, and pumped-storage electricity prices.

The nonlinear stochastic optimal control theory is one of the optimization fundamentals with plethora of applications in several domains, see [13] and [14].

The suspension is optimized with respect to ride comfort and road holding, using stochastic optimal control theory.

Stochastic optimal control problems have been studied by many authors.

The Fokker-Planck equation is a classical method to handle stochastic optimal harvesting policy [25].

The implicit complementarity problem was defined in connection with stochastic optimal control [7, 8].

In this paper, we study the recursive stochastic optimal control problems.

The classical stochastic optimal control problem is to minimize J u over (mathcal {U}[0,T]).

So it is natural to extend the classical stochastic optimal control problem to the recursive case.

In (Bismut 1973), he applied linear BSDEs to stochastic optimal control.