Works matching IS 21568472 AND DT 2024 AND VI 14 AND IP 1
Results: 16
Zero-sum stochastic games in continuous-time with risk-sensitive average cost criterion on a countable state space.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023003
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Value functional and optimal feedback control in linear-quadratic optimal control problem for fractional-order system.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023002
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The second-order maximum principle for partially observed optimal controls.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022059
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Stochastic maximum principle for a time-changed mean field game.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022061
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Stabilization results for delayed fifth-order KdV-type equation in a bounded domain.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023004
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Robust controllers for a flexible satellite model.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023007
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Quantitative unique continuation for parabolic equations with Neumann boundary conditions.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022058
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Optimal strategy for Bayesian two-armed bandit problem with an arched reward function.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022057
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Optimal robust reinsurance contracts with investment strategy under variance premium principle.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023001
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On stable solutions of the dynamical reconstruction and tracking control problems for a coupled ordinary differential equation–heat equation.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023005
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Moment stability of stochastic processes with applications to control systems.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023008
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Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022055
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Duality between controllability and observability of stochastic linear evolution equations with general filtration.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022056
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Cost evaluation of finite dimensional and approximate null-controllability for the one dimensional half-heat equation.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022054
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Coefficient inverse problem for anisotropic time-domain wave equation.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023006
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Achieving energy permutation of modes in the Schrödinger equation with moving Dirac potentials.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2022060
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- Article