Output details
11 - Computer Science and Informatics
Imperial College London
Article title
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control
Type
D - Journal article
Title of journal
Automatica
Article number
-
Volume number
49
Issue number
6
First page of article
1663
ISSN of journal
0005-1098
Year of publication
2013
URL
-
Number of additional authors
1
Additional information
<13>This paper develops a pathwise algorithm for stochastic control problems. It was initially applied to power systems and was presented in the 2011 von Neumann Symposium on Multimodel and Multialgorithm Coupling for Multiscale Problems (Utah, USA). The idea developed in this paper was used as a proof of concept study for the application of pathwise control algorithms to Molecular Dynamics (MD) simulations and was used to successfully apply for a joint EPSRC/NSF grant to speed up MD simulations (SI2-CHE: ExTASY: Extensible Tools for Advanced Sampling and analYsis, EP/K040723/1).
Interdisciplinary
-
Cross-referral requested
-
Research group
D - Quantitative Analysis and Decision Science
Citation count
2
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
