Stochastic Processes: From Applications to Theory.
- Published in:
- 2019
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- Publication type:
- Book Review
Works about STOCHASTIC control theory
Results: 1174
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2
STOCHASTIC OPTIMAL CONTROL BY PSEUDO-INVERSE.
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- Review of Economics & Statistics, 1983, v. 65, n. 2, p. 347, doi. 10.2307/1924504
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- Publication type:
- Article
3
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data.
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- Review of Economic Studies, 2009, v. 76, n. 2, p. 471, doi. 10.1111/j.1467-937X.2008.00530.x
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- Publication type:
- Article
4
Continuous-Time Portfolio Optimization for Absolute Return Funds.
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- Asia-Pacific Financial Markets, 2022, v. 29, n. 4, p. 675, doi. 10.1007/s10690-022-09365-9
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- Publication type:
- Article
5
On Discrete Probability Approximations for Transaction Cost Problems.
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- Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 365, doi. 10.1007/s10690-019-09270-8
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- Publication type:
- Article
6
Solving Singular Control from Optimal Switching.
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- Asia-Pacific Financial Markets, 2008, v. 15, n. 1, p. 25, doi. 10.1007/s10690-008-9071-3
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- Publication type:
- Article
7
Portfolio Optimization in Discontinuous Markets under Incomplete Information.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 373, doi. 10.1007/s10690-007-9050-0
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- Publication type:
- Article
8
Optimal Bond Portfolio for Investors with Long Time Horizons.
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- Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 291, doi. 10.1023/A:1020639511843
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- Publication type:
- Article
9
Stability analysis and control for switched stochastic delayed systems.
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- International Journal of Robust & Nonlinear Control, 2016, v. 26, n. 2, p. 303, doi. 10.1002/rnc.3314
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- Publication type:
- Article
10
Robust saturation-based control of bilateral teleoperation without velocity measurements.
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- International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 15, p. 2582, doi. 10.1002/rnc.3214
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- Publication type:
- Article
11
Adaptive neural network control of bilateral teleoperation with unsymmetrical stochastic delays and unmodeled dynamics.
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- International Journal of Robust & Nonlinear Control, 2014, v. 24, n. 11, p. 1628, doi. 10.1002/rnc.2950
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- Publication type:
- Article
12
Fault detection and isolation for networked control systems with finite frequency specifications.
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- International Journal of Robust & Nonlinear Control, 2014, v. 24, n. 3, p. 495, doi. 10.1002/rnc.2899
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- Publication type:
- Article
13
Quadratic approximate dynamic programming for input-affine systems.
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- International Journal of Robust & Nonlinear Control, 2014, v. 24, n. 3, p. 432, doi. 10.1002/rnc.2894
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- Publication type:
- Article
14
Stochastic optimization methods for ship resistance and operational efficiency via CFD.
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- Structural & Multidisciplinary Optimization, 2018, v. 57, n. 2, p. 735, doi. 10.1007/s00158-017-1775-4
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- Publication type:
- Article
15
A FEEDBACK CONTROL STRATEGY FOR AIRFOIL FLUTTER UNDER RANDOM EXCITATION.
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- Fluctuation & Noise Letters, 2013, v. 12, n. 3, p. -1, doi. 10.1142/S0219477513500132
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- Publication type:
- Article
16
Well-posedness for a transmission problem connecting first and second-order operators.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024047
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- Publication type:
- Article
17
Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2023086
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- Publication type:
- Article
18
Vanishing viscosity in mean-field optimal control.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2023, v. 29, p. 1, doi. 10.1051/cocv/2023024
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- Publication type:
- Article
19
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2023, v. 29, p. 1, doi. 10.1051/cocv/2023033
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- Publication type:
- Article
20
Singular perturbations in stochastic optimal control with unbounded data.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2023, v. 29, p. 1, doi. 10.1051/cocv/2023020
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- Publication type:
- Article
21
An exit contract optimization problem.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2023, v. 29, p. 1, doi. 10.1051/cocv/2023064
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- Publication type:
- Article
22
Sequential convex programming for non-linear stochastic optimal control.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022060
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- Publication type:
- Article
23
Second-order analysis of Fokker–Planck ensemble optimal control problems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022066
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- Publication type:
- Article
24
General indefinite backward stochastic linear-quadratic optimal control problems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022030
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- Publication type:
- Article
25
A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022039
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- Article
26
Dynamic programming principle and Hamilton-Jacobi-Bellman Equation under nonlinear expectation.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022019
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- Publication type:
- Article
27
Constrained stochastic LQ control on infinite time horizon with regime switching.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2021110
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- Publication type:
- Article
28
A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022054
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- Article
29
Extended Mckean-Vlasov optimal stochastic control applied to smart grid management,.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. N.PAG, doi. 10.1051/cocv/2022034
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- Publication type:
- Article
30
Multi-time state mean-variance model in continuous time.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2021, p. 1, doi. 10.1051/cocv/2021086
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- Article
31
Mean field approach to stochastic control with partial information.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2021, p. 1, doi. 10.1051/cocv/2021085
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- Article
32
Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2021, v. 26, p. 1, doi. 10.1051/cocv/2021052
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- Publication type:
- Article
33
Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2019020
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- Publication type:
- Article
34
Optimal control on graphs: existence, uniqueness, and long-term behavior.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2019071
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- Article
35
Optimal control of stochastic phase-field models related to tumor growth.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020022
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- Publication type:
- Article
36
Optimal control on graphs: existence, uniqueness, and long-term behavior.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2019071
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- Publication type:
- Article
37
Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020028
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- Publication type:
- Article
38
Optimal control for controllable stochastic linear systems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020027
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- Publication type:
- Article
39
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020008
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- Publication type:
- Article
40
Equilibrium strategies for time-inconsistent stochastic switching systems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018051
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- Article
41
Backward SDEs and infinite horizon stochastic optimal control.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018022
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- Publication type:
- Article
42
On the time discretization of stochastic optimal control problems: The dynamic programming approach.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018045
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- Article
43
Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018066
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- Publication type:
- Article
44
Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018013
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- Publication type:
- Article
45
A novel online gait optimization approach for biped robots with point-feet.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2017034
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- Publication type:
- Article
46
Stochastic optimal control problem with infinite horizon driven by G-Brownian motion.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2018, v. 24, n. 2, p. 873, doi. 10.1051/cocv/2017044
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- Publication type:
- Article
47
SENSITIVITY RESULTS IN STOCHASTIC OPTIMAL CONTROL: A LAGRANGIAN PERSPECTIVE.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2017, v. 23, n. 1, p. 39, doi. 10.1051/cocv/2015039
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- Publication type:
- Article
48
NONEXISTENCE OF NONCONSTANT SOLUTIONS OF SOME DEGENERATE BELLMAN EQUATIONS AND APPLICATIONS TO STOCHASTIC CONTROL.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2016, v. 22, n. 3, p. 842, doi. 10.1051/cocv/2015033
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- Publication type:
- Article
49
OPTIMAL STOCHASTIC CONTROL WITH RECURSIVE COST FUNCTIONALS OF STOCHASTIC DIFFERENTIAL SYSTEMS REFLECTED IN A DOMAIN.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2015, v. 21, n. 4, p. 1150, doi. 10.1051/cocv/2014062
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- Article
50
THE NORM OPTIMAL CONTROL PROBLEM FOR STOCHASTIC LINEAR CONTROL SYSTEMS.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2015, v. 21, n. 2, p. 399, doi. 10.1051/cocv/2014030
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- Publication type:
- Article