# Questions tagged [optimal-control]

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### What kind of algorithm is this: water foraging

I am pondering if a machine learning problem might be better formulated as a reinforcement or control problem. I have no experience with the latter, so bear with me. Let's say I am organising a tour ...
• 249
42 views

### In a binary logistic regression context, how to introduce a constraint to model the dependency between consecutive samples

Imagine we are running a logistic regression to identify opportunities for car sale promotion, using previous promotion campaign's result. Each $y$ is the increase of car sale after the promotion. ...
• 481
50 views

### Control variables and cofounding effects in stochastic programming/,model predictive control/reinforcement learning

How can we be sure that confounding variables/control variables don’t pickup the effect our decisions w.r.t decision variables had on the actual control variable? Since the term control variable ...
32 views

### How to establish the optimal value functions and optimal control policy for a controlled random walk problem?

Question: How to establish an explicit characterization of both the optimal value functions and the optimal control policy for a controlled random walk? Background: Assume our system is a perfectly-...
• 141
1 vote
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### Optimal control problem with bounded control

Let's consider the following deterministic constrained optimisation problem, where $c(t)$ is the control, and $x(t)$ and $y(t)$ are the state variables: \begin{align} J(t) = \inf_{c(t)} \ &\int_0^\...
• 123
1 vote
There is a factory that produces one unit of stock uniformly so that $q$ units of stock are produced during a day. The warehouse near a factory has the maximal capacity of $q$ items, i.e. a daily ...