The goal is to implement, analyze, and compare various stochastic control techniques—from classical methods to modern machine learning approaches—with applications to real-world problems in portfolio ...

A global research team led by scientists from China’s Tianjin Renai College has developed a novel stochastic optimization technique for enhanced dispatching and operational efficiency in PV-powered ...

Note that the higher the dimensionality (parameters number) of the optimization problem, the harder it is, and the slower the optimization process is. A family of problem-independent, gradient-free, ...

Abstract: This paper investigates the stochastic stability of the continuous-discrete maximum correntropy cubature Kalman filter (CD-MCCKF), which is developed by embedding the maximum correntropy ...

Abstract: In this paper, we study discrete-time feedback optimization in stochastic scenarios. Specifically, we consider a discrete-time stochastic nonlinear system where the goal is to optimize its ...