Skip to content
University of Maryland LibrariesDigital Repository at the University of Maryland
    • ログイン
    アイテム表示 
    •   ホーム
    • Theses and Dissertations from UMD
    • UMD Theses and Dissertations
    • アイテム表示
    •   ホーム
    • Theses and Dissertations from UMD
    • UMD Theses and Dissertations
    • アイテム表示
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Resource-Based Spike Mitigation Stochastic Control Problems

    Thumbnail
    閲覧/開く
    McCready_umd_0117N_14837.pdf (1022.Kb)
    No. of downloads: 625

    McCready_Thesis_MATLAB_files.zip (51.91Kb)
    No. of downloads: 18

    日付
    2013
    著者
    McCready, Keith
    Advisor
    Blankenship, Gilmer
    Metadata
    アイテムの詳細レコードを表示する
    抄録
    Resource-based spike mitigation stochastic control problems are a class of stochastic control problems, akin to inventory control problems or linear quadratic regulator (LQR) problems. These problems involve consuming a resource to mitigate large, fast losses to a primary state ("spikes"). These properties, included with stochastic elements, draw out a unique behavior where optimal control policies conserve resources during "lucky streaks" and spend the resources during "unlucky streaks." However, these problems often have too many time steps and states to compute an optimal control policy with dynamic programming. This thesis gives examples of such problems and demonstrates how to effectively approximate solutions using suboptimal control methods.
    URI
    http://hdl.handle.net/1903/14848
    Collections
    • Electrical & Computer Engineering Theses and Dissertations
    • UMD Theses and Dissertations

    DRUM is brought to you by the University of Maryland Libraries
    University of Maryland, College Park, MD 20742-7011 (301)314-1328.
    Please send us your comments.
    Web Accessibility
     

     

    ブラウズ

    リポジトリ全体コミュニティ/コレクション公開日著者タイトル主題このコレクション公開日著者タイトル主題

    登録利用者

    ログイン登録
    Pages
    About DRUMAbout Download Statistics

    DRUM is brought to you by the University of Maryland Libraries
    University of Maryland, College Park, MD 20742-7011 (301)314-1328.
    Please send us your comments.
    Web Accessibility