Drift Control of High-Dimensional Reflected Brownian Motion: A Computational Method Based on Neural Networks.
- Published in:
- Stochastic Systems, 2025, v. 15, n. 2, p. 111, doi. 10.1287/stsy.2023.0044
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- Publication type:
- Article
Works matching DE "STOCHASTIC control theory"
Results: 1193
1
2
Control System on an Infinite Temporal Tree.
- Published in:
- Mathematical Notes, 2025, v. 117, n. 3, p. 473, doi. 10.1134/S0001434625030125
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- Publication type:
- Article
3
Linear Quadratic Optimal Control Problems for Conditional Mean‐Field Stochastic Differential Equations Under Partial Information.
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- International Journal of Robust & Nonlinear Control, 2025, v. 35, n. 11, p. 4597, doi. 10.1002/rnc.7927
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- Article
4
Dynamic Analysis and Optimal Control of a Stochastic SVEIRS Model With Saturation Incidence.
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- Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 11, p. 11455, doi. 10.1002/mma.10975
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- Publication type:
- Article
5
Reinforcement learning for optimal control of stochastic nonlinear systems.
- Published in:
- AIChE Journal, 2025, v. 71, n. 7, p. 1, doi. 10.1002/aic.18840
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- Article
6
Application of stochastic model predictive control for building energy systems using latent force models.
- Published in:
- Automatisierungstechnik, 2025, v. 73, n. 6, p. 441, doi. 10.1515/auto-2024-0160
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- Article
7
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model.
- Published in:
- Journal of Applied Probability, 2025, v. 62, n. 2, p. 628, doi. 10.1017/jpr.2024.80
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- Article
8
The bearing only localization problem via partially observed Markov decision process.
- Published in:
- Mathematical Methods of Operations Research, 2025, v. 101, n. 2, p. 219, doi. 10.1007/s00186-025-00890-7
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9
Fast solvers for simulation, inversion, and control of wave propagation problems.
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- Numerical Linear Algebra with Applications, 2013, v. 20, n. 4, p. 539, doi. 10.1002/nla.1891
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- Article
10
On the Fourier cosine series expansion method for stochastic control problems.
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- Numerical Linear Algebra with Applications, 2013, v. 20, n. 4, p. 598, doi. 10.1002/nla.1866
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- Article
11
Second moment constraints and the control problem of Markov jump linear systems.
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- Numerical Linear Algebra with Applications, 2013, v. 20, n. 2, p. 357, doi. 10.1002/nla.1849
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- Publication type:
- Article
12
Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint.
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- Numerical Methods for Partial Differential Equations, 2022, v. 38, n. 6, p. 1861, doi. 10.1002/num.22844
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- Article
13
Error estimation for second‐order partial differential equations in nonvariational form.
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- Numerical Methods for Partial Differential Equations, 2021, v. 37, n. 3, p. 2190, doi. 10.1002/num.22678
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- Article
14
Analysis of a stochastic tri-trophic food-chain model with harvesting.
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- Journal of Mathematical Biology, 2016, v. 73, n. 3, p. 597, doi. 10.1007/s00285-016-0970-z
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- Article
15
Stochastic control of proliferation and differentiation in stem cell dynamics.
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- Journal of Mathematical Biology, 2015, v. 71, n. 4, p. 883, doi. 10.1007/s00285-014-0835-2
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- Publication type:
- Article
16
On a stochastic reaction–diffusion system modeling pattern formation on seashells.
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- Journal of Mathematical Biology, 2010, v. 60, n. 6, p. 765, doi. 10.1007/s00285-009-0284-5
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- Article
17
Isoperimetric inequalities for an ergodic stochastic control problem.
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- Calculus of Variations & Partial Differential Equations, 2013, v. 46, n. 3/4, p. 749, doi. 10.1007/s00526-012-0502-7
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- Article
18
Pricing rules under asymmetric information.
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- ESAIM: Probability & Statistics, 2007, v. 11, n. 1, p. 80, doi. 10.1051/ps:2007007
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- Article
19
Bilateral Estimation of the Bellman Function in the Problems of Optimal Stochastic Control of Discrete Systems by the Probabilistic Performance Criterion.
- Published in:
- Automation & Remote Control, 2018, v. 79, n. 2, p. 203, doi. 10.1134/S0005117918020017
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- Article
20
Optimal Continuous Stochastic Control Systems with Incomplete Feedback: Approximate Synthesis.
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- Automation & Remote Control, 2018, v. 79, n. 1, p. 103, doi. 10.1134/S0005117918010095
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- Article
21
Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences.
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- Automation & Remote Control, 2017, v. 78, n. 8, p. 1523, doi. 10.1134/S0005117917080124
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- Publication type:
- Article
22
Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming.
- Published in:
- Automation & Remote Control, 2016, v. 77, n. 12, p. 2175, doi. 10.1134/S0005117916120079
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- Publication type:
- Article
23
Optimal control for linear discrete systems with respect to probabilistic criteria.
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- Automation & Remote Control, 2014, v. 75, n. 10, p. 1743, doi. 10.1134/S0005117914100038
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- Article
24
On stochastic optimality for a linear controller with attenuating disturbances.
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- Automation & Remote Control, 2013, v. 74, n. 4, p. 628, doi. 10.1134/S0005117913040061
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- Publication type:
- Article
25
Dissipativity and risk-sensitivity in control problems.
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- Automation & Remote Control, 2011, v. 72, n. 10, p. 2196, doi. 10.1134/S0005117911100183
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- Article
26
Synthesis of digital H-controllers for multidimensional systems with given accuracy with the mean squared criterion.
- Published in:
- Automation & Remote Control, 2011, v. 72, n. 10, p. 2041, doi. 10.1134/S0005117911100055
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- Article
27
Compensating unremovable imperfections in operation units.
- Published in:
- Automation & Remote Control, 2010, v. 71, n. 5, p. 747, doi. 10.1134/S0005117910050036
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- Publication type:
- Article
28
Multistep specific stochastic inclusions and their multiestimates.
- Published in:
- Automation & Remote Control, 2007, v. 68, n. 11, p. 1891, doi. 10.1134/S000511790711001X
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- Article
29
Adaptive suboptimal systems with a variable dimension of the vector of adjustable parameters.
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- Automation & Remote Control, 2006, v. 67, n. 11, p. 1732, doi. 10.1134/S0005117906110026
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- Publication type:
- Article
30
Synthesis of Covariance Controllers on the Basis of the System Embedding Technology.
- Published in:
- Automation & Remote Control, 2005, v. 66, n. 6, p. 963, doi. 10.1007/s10513-005-0139-5
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- Publication type:
- Article
31
Some Problems of Robust Control of a Stochastic Object.
- Published in:
- Automation & Remote Control, 2004, v. 65, n. 4, p. 594, doi. 10.1023/B:AURC.0000023536.06877.12
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32
An Algorithm for Infinite Dimensional Stochastic Control Problems.
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- ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2002, v. 82, n. 11/12, p. 767, doi. 10.1002/1521-4001(200211)82:11/12<767::AID-ZAMM767>3.0.CO;2-M
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- Publication type:
- Article
33
Stochastic Problem of Viscous Incompressible Fluid Flow with Heat Transfer.
- Published in:
- ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2001, v. 81, n. 12, p. 827
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- Publication type:
- Article
34
Assessing by Simulation the Effect of Process Variability in the SALB-1 Problem.
- Published in:
- AppliedMath, 2023, v. 3, n. 3, p. 563, doi. 10.3390/appliedmath3030030
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- Publication type:
- Article
35
A Multilevel Monte Carlo Approach for a Stochastic Optimal Control Problem Based on the Gradient Projection Method.
- Published in:
- AppliedMath, 2023, v. 3, n. 1, p. 98, doi. 10.3390/appliedmath3010008
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- Article
36
DISCOUNTED REPLACEMENT, MAINTENANCE, AND REPAIR PROBLEMS IN RELIABILITY.
- Published in:
- Mathematics of Operations Research, 1994, v. 19, n. 4, p. 909, doi. 10.1287/moor.19.4.909
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- Article
37
REFLECTING ITO PROCESSES IN A STOCHASTIC CONTROL PROBLEM.
- Published in:
- Mathematics of Operations Research, 1992, v. 17, n. 3, p. 740, doi. 10.1287/moor.17.3.740
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- Publication type:
- Article
38
THE OPTIMAL REWARD OPERATOR IN NEGATIVE DYNAMIC PROGRAMMING.
- Published in:
- Mathematics of Operations Research, 1992, v. 17, n. 4, p. 921, doi. 10.1287/moor.17.4.921
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- Publication type:
- Article
39
A STOCHASTIC CONTROL APPROACH TO THE PRICING OF OPTIONS.
- Published in:
- Mathematics of Operations Research, 1990, v. 15, n. 1, p. 49, doi. 10.1287/moor.15.1.49
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- Publication type:
- Article
40
CONTROLLING A PROCESS TO A GOAL IN FINITE TIME.
- Published in:
- Mathematics of Operations Research, 1989, v. 14, n. 3, p. 400, doi. 10.1287/moor.14.3.400
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- Publication type:
- Article
41
CONTINUOUS-TIME CASINO PROBLEMS.
- Published in:
- Mathematics of Operations Research, 1988, v. 13, n. 2, p. 364, doi. 10.1287/moor.13.2.364
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- Publication type:
- Article
42
AVERAGE OPTIMAL SINGULAR CONTROL AND A RELATED STOPPING PROBLEM.
- Published in:
- Mathematics of Operations Research, 1985, v. 10, n. 1, p. 63, doi. 10.1287/moor.10.1.63
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- Publication type:
- Article
43
Approximate controllability of Sobolev type fractional stochastic nonlocal nonlinear differential equations in Hilbert spaces.
- Published in:
- Electronic Journal of Qualitative Theory of Differential Equations, 2014, n. 31-72, p. 1
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- Publication type:
- Article
44
Robust stochastic optimal short-term generation scheduling of hydrothermal systems in deregulated environment.
- Published in:
- Journal of Energy Systems, 2018, v. 2, n. 4, p. 168, doi. 10.30521/jes.455079
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- Publication type:
- Article
45
基于粒子群算法的精轧 AGC 系统智能 参数优化及实验设计.
- Published in:
- Experimental Technology & Management, 2023, v. 40, n. 5, p. 31, doi. 10.16791/j.cnki.sjg.2023.05.005
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- Publication type:
- Article
46
An application of stochastic maximum principle for a constrained system with memory.
- Published in:
- Communications Series A1 Mathematics & Statistics, 2025, v. 74, n. 1, p. 150, doi. 10.31801/cfsuasmas.1512961
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- Publication type:
- Article
47
STOCHASTIC OPTIMAL CONTROL OF INVESTMENT POLICY.
- Published in:
- International Journal of Agricultural & Statistical Sciences, 2019, v. 15, n. 2, p. 487
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- Publication type:
- Article
48
Derivation of closed-form expression for optimal base stock level considering partial backorder, deterministic demand, and stochastic supply disruption.
- Published in:
- Cogent Engineering, 2020, v. 7, n. 1, p. 1, doi. 10.1080/23311916.2020.1767833
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- Publication type:
- Article
49
Pseudo-spectral optimal control of stochastic processes using Fokker Planck equation.
- Published in:
- Cogent Engineering, 2019, v. 6, n. 1, p. 1, doi. 10.1080/23311916.2019.1691804
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- Publication type:
- Article
50
Simulation of the measurement and control system of the electrostatic suspension inertial sensor.
- Published in:
- Vibroengineering Procedia, 2023, v. 49, p. 160, doi. 10.21595/vp.2023.23194
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- Publication type:
- Article