Search for dissertations about: "Fokker-Planck-Kolmogorov equation"

Found 1 swedish dissertation containing the words Fokker-Planck-Kolmogorov equation.

2. 1. Methods for Stochastic Optimal Control under State Constraints

   Author : Per Rutquist; Chalmers tekniska högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; control theory; optimal control; stochastic systems; Hamilton-Jacobi-Bellmanequation; Fokker-Planck-Kolmogorov equation;

   Abstract : This thesis looks at a few different approaches to solving stochas-tic optimal control problems with state constraints. The motivatingproblem is optimal control of an energy buffer in a hybrid vehicle,although applications are abundant in a number of areas. READ MORE