Stochastic optimal control using semidefinite programming for moment dynamics

Mathematics

• Stochastic Optimal Control 83%
• Semidefinite Programming 74%
• Semidefinite Program 63%
• Moment 45%
• Optimal Control 39%
• Control Strategy 37%
• Optimal Strategy 36%
• Optimal Control Problem 26%
• Moment Equations 22%
• Casting 21%
• System Dynamics 19%
• Linear Ordinary Differential Equations 18%
• Infinite Systems 18%
• Polynomial 17%
• Least Square Method 17%
• Cost Function 16%
• Stochastic Systems 15%
• Control Problem 13%
• Optimal Solution 13%
• Ordinary differential equation 12%
• Exact Solution 12%
• Differential equation 10%
• Lower bound 10%
• Approximation 8%

Business & Economics

• Semidefinite Programming 100%
• Stochastic Optimal Control 90%
• Optimal Control 70%
• Optimal Control Problem 53%
• Control Strategy 50%
• Polynomials 42%
• Stochastic Systems 31%
• Exact Solution 27%
• Least Square Method 24%
• System Dynamics 22%
• Lower Bounds 21%
• Cost Function 20%
• Optimal Solution 19%
• Approximation 18%

Engineering & Materials Science

• Ordinary differential equations 23%
• Polynomials 16%
• Stochastic systems 13%
• Cost functions 10%
• Differential equations 9%
• Casting 9%
• Dynamical systems 8%