Risk-aware stochastic control of a sailboat

arXiv2309.13436MaRDI QIDQ6452346

Alexander Vladimirsky, Jingyi Wu, Ming-Yi Wang, Anne Somalwar, Natasha Patnaik

Publication date: 23 September 2023

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Numerical methods for variational inequalities and related problems (65K15) Risk models (general) (91B05)

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