data set for open-loop solution for a stochastic problem

Name: data set for open-loop solution for a stochastic problem
Creator: Andres Frederic
License: https://creativecommons.org/licenses/by/4.0/
Keywords: Financial

Citation Author(s):: Oscar Salviano (PUC)

Frederic Andres (NII)
Submitted by:: Andres Frederic
Last updated:: Wed, 04/12/2023 - 21:18
DOI:: 10.21227/815r-6d66
Data Format:: *.csv ; *.xlsx
Research Article Link:: An open-loop solution for a stochastic problem with imperfect state information…

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Categories:

Financial

Keywords:

stochastic

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Abstract

the focus of this dataset is to provid an open-loop solution for a stochastic problem with imperfect state information and
chance-constraints adjusted by an optimal gain.

Instructions:

This document contains the data used in the problem (attached pdf documents) and the routines used. The routines run on GNU Octave software, version 7.2.0 (configured for "x86_64-w64-mingw32")

Stochastic problems involve randomness or uncertainty, so open-loop solutions can be challenging to design since they do not consider the effects of any random or unpredictable events that may occur during operation. Having a dataset can help you identify patterns and relationships that may be useful in developing an open-loop control strategy.

Andres Frederic Wed, 04/12/2023 - 21:30 Permalink