Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems
Author:
Affiliation:
1. Department of Mathematics and Cybernetics, Moscow Aviation Institute, National Research University, 4 Volokolamskoe Shosse, 125993 Moscow, Russia
Abstract
Publisher
MDPI AG
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Link
https://www.mdpi.com/2227-7390/11/13/2903/pdf
Reference37 articles.
1. Fleming, W.H., and Rishel, R.W. (2012). Deterministic and Stochastic Optimal Control, Springer.
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3. Fleming, W.H., and Soner, H.M. (1993). Controlled Markov Processes and Viscosity Solutions, Springer.
4. Haussmann, U.G. (1986). Pitman Research Notes in Mathematics Series, 151, Longman Scientific & Technical, Harlow/Wiley.
5. Wan, H., Wang, G., and Xiong, J. (2023). A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle. Stoch PDE Anal. Comp.
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