Search for dissertations about: "Approximate dynamic programming"

Showing result 1 - 5 of 18 swedish dissertations containing the words Approximate dynamic programming.

2. 1. Approximate Dynamic Programming with Applications

   Author : Andreas Wernrud; Institutionen för reglerteknik; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Abstract : This thesis studies approximate optimal control of nonlinear systems. Particular attention is given to global solutions and to the computation of approximately optimal feedback controllers. The solution to an optimal control problem is characterized by the optimal value function. READ MORE

4. 2. Approximate Solution Methods to Optimal Control Problems via Dynamic Programming Models

   Author : Yuchao Li; Jonas Mårtensson; Karl H. Johansson; Pontus Giselsson; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Optimal control; dynamic programming; model predictive control; Electrical Engineering; Elektro- och systemteknik; Optimization and Systems Theory; Optimeringslära och systemteori;

   Abstract : Optimal control theory has a long history and broad applications. Motivated by the goal of obtaining insights through unification and taking advantage of the abundant capability to generate data, this thesis introduces some suboptimal schemes via abstract dynamic programming models. READ MORE

5. 3. Approximate Methods of Optimal Control via Dynamic Programming Models

   Author : Yuchao Li; Jonas Mårtensson; Karl H. Johansson; Moritz Diehl; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Optimal Control; Dynamic Programming; Rollout; Model Predictive Control; Electrical Engineering; Elektro- och systemteknik;

   Abstract : Optimal control theory has a long history and broad applications. Motivated by the goal of obtaining insights through unification and taking advantage of the abundant capability to generate data and perform online simulation, this thesis studies the discrete-time infinite horizon optimal control problems and introduces some approximate solution methods via abstract dynamic programming (DP) models. READ MORE

6. 4. Boundary Detection in Cardiovascular Ultrasonic Images Based on Multiscale Dynamic Programming

   Author : Quan Liang; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; multiscale dynamic programming; artery measurement; cardiac measurement; edge-preserving smoothing; ultrasonic imaging; boundary detection;

   Abstract : Non-invasive ultrasonic imaging is widely used in cardiovascular studies as well as clinical diagnostics. This is due to its non-invasiveness, low cost and easy operation. However, ultrasonic images are noisy and present artifacts, speckles, and echo dropouts. READ MORE

7. 5. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

   Author : Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

   Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE