About: Stochastic control

Facets (new session)
Description
Metadata
Settings
- Rule:
- Inverse Functional Properties:
- "Same As":

About: Stochastic control Goto Sponge NotDistinct Permalink

An Entity of Type : dbo:Disease, within Data Space : el.dbpedia.org associated with source document(s)

Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time.

Attributes	Values
rdf:type	Thing disease
rdfs:label	Stochastic control (en)
rdfs:comment	Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time. (en)
rdfs:seeAlso	Stochastic programming
sameAs	Stochastic control Stochastic control
dbp:wikiPageUsesTemplate	dbt:Cite_book dbt:Cite_journal dbt:Reflist dbt:Rp dbt:See_also dbt:Short_description
Subject	Control theory Stochastic processes Stochastic control
gold:hypernym	Subfield
prov:wasDerivedFrom	http://en.wikipedia.org/wiki/Stochastic_control?oldid=1029303361&ns=0
Wikipage page ID	17058216 (xsd:integer)
page length (characters) of wiki page	12053 (xsd:nonNegativeInteger)
Wikipage revision ID	1029303361 (xsd:integer)
has abstract	Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time. (en)
foaf:isPrimaryTopicOf	http://en.wikipedia.org/wiki/Stochastic_control
is rdfs:seeAlso of	Artificial neural network
is Wikipage redirect of	Stochastic singular control Stochastic control theory Stochastic filter Stochastic filtering Certainty equivalence Certainty equivalence (control theory) Certainty equivalence principle Certainty equivalence property
is Link from a Wikipage to another Wikipage of	Gregory Chow List of stochastic processes topics Mark H. A. Davis Agnès Sulem Bernt Øksendal Bozenna Pasik-Duncan Jakša Cvitanić Dimitri Bertsekas Malliavin calculus Merton's portfolio problem Linear–quadratic–Gaussian control List of dynamical systems and differential equations topics Control theory Dynamic decision-making High-frequency trading List of Shanti Swarup Bhatnagar Prize recipients Data-driven control system Emanuel Todorov Expected value of including uncertainty Halil Mete Soner John Muth Loss function Mabinogion sheep problem Markov chain approximation method Multiplier uncertainty Networked control system Nicole El Karoui Certainty equivalence Certainty equivalence (control theory) Certainty equivalence principle Certainty equivalence property
is academic discipline of	Mark H. A. Davis
is known for of	Mark H. A. Davis Richard H. Stockbridge

Faceted Search & Find service v1.17_git151 as of Feb 20 2025

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Nov 11 2024, on Linux (x86_64-ubuntu_focal-linux-gnu), Single-Server Edition (72 GB total memory, 1 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2025 OpenLink Software