Solving Optimal Control Problems Containing Uncertainty

Date

2022-08-29

Author

Yücel, Hamdullah
Çiloğlu, Pelin

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

230
views

0
downloads

URI

https://hdl.handle.net/11511/99168

Conference Name

Computational Methods in Applied Mathematics (CMAM 2022)

Collections

Graduate School of Applied Mathematics, Conference / Seminar

Suggestions

OpenMETU
Core

Solving Optimal Control Problems Containing Uncertain Coefficients with Stochastic Discontinuous Galerkin Methods Çiloğlu, Pelin; Yücel, Hamdullah (2022-04-08)
Solving Constrained Optimal Control Problems Using State-Dependent Factorization and Chebyshev Polynomials Gomroki, Mohammad Mehdi; Topputo, Francesco; Bernelli-Zazzera, Franco; Tekinalp, Ozan (2018-03-01) The present work introduces a method to solve constrained nonlinear optimal control problems using state-dependent coefficient factorization and Chebyshev polynomials. A recursive approximation technique known as approximating sequence of Riccati equations is used to replace the nonlinear problem by a sequence of linear-quadratic and time-varying approximating problems. The state variables are approximated and expanded in Chebyshev polynomials. Then, the control variables are written as a function of state ...
Solving graph partitioning problem using evolutionary heuristic Kardaşlar, Murat; Polat, Faruk; Department of Computer Engineering (1998)
Solving optimal investment problems with structured products under CVaR constraints Korn, Ralf; Zeytun, Serkan (Informa UK Limited, 2009-01-01) We consider a simple investment problem where besides stocks and bonds the investor can also include options (or structured products) into the investment portfolio. The aim of the investor is to maximize the expected return under a conditional value-at-risk (CVaR) constraint. Due to possible intermediate payments, we have to deal with a re-investment problem which turns the original one-period problem into a multi-period one. For solving this problem, an iterative scheme based on linear optimization is deve...
SOLVING THE SERIALIZABILITY PROBLEM BY A CONNECTIONIST MACHINE SUNGUR, M; Halıcı, Uğur (1993-01-01)

Citation Formats

H. Yücel and P. Çiloğlu, “Solving Optimal Control Problems Containing Uncertainty,” presented at the Computational Methods in Applied Mathematics (CMAM 2022), Vienna, Avusturya, 2022, Accessed: 00, 2022. [Online]. Available: https://hdl.handle.net/11511/99168.