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Automatic Study in Stochastic Control

  • J. P. Chancelier
  • C. Gomez
  • J. P. Quadrat
  • A. Sulem
Part of the The IMA Volumes in Mathematics and Its Applications book series (IMA, volume 10)

Abstract

The purpose of this paper is to give an example of automatic generation of a complete study in stochastic control done by an expert system designed at INRIA by the authors. This study includes the:
  • automatic choice of an algorithm

  • automatic checking of the mathematical well posedness of the problem

  • automatic generation of a numerical routine

  • automatic test of this routine on a numerical example

  • automatic generation of graphics

  • automatic writing of a report describing all the obtained results.

Keywords

Stochastic Control Dynamic Programming Approach Optimal Stochastic Control Local Feedback Dynamic Programming Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1988

Authors and Affiliations

  • J. P. Chancelier
    • 1
  • C. Gomez
    • 1
  • J. P. Quadrat
    • 1
  • A. Sulem
    • 1
  1. 1.INRIALe ChesnayFrance

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