Stochastic optimal control has become a critical framework for addressing decision-making problems under uncertainty, especially in the context of financial market models. By combining probabilistic ...

Abstract: This article addresses the problem of wake steering control for wind farms that explicitly consider the tradeoff between farm-level power generation and yaw duty cycle under variable and ...

The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...

Abstract: This article explores event-triggered optimal containment control for stochastic multiagent systems (MASs) with asymmetric state constraints. A practical fixed-time optimal containment ...