Works about STOCHASTIC control theory

Results: 1193

Mean-variance Portfolio Selections in Continuous-time Model with Stochastic Interest Rate Process.

Published in:

Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 61

By:

Zijun Guo;
Lixin Zhao

Publication type:

Article

Utility indifference pricing of convertible bonds.

Published in:

International Journal of Information Technology & Decision Making, 2014, v. 13, n. 2, p. 429, doi. 10.1142/S0219622014500527

By:

Liu, Jian;
Tao, Mengxian;
Ma, Chaoqun;
Wen, Fenghua

Publication type:

Article

Particle Spin Described by Quantum Hamilton Equations.

Published in:

Annalen der Physik, 2023, v. 535, n. 1, p. 1, doi. 10.1002/andp.202200433

By:

Beyer, Michael;
Paul, Wolfgang

Publication type:

Article

Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2743, doi. 10.1007/s11009-022-09927-4

By:

Zhang, Yan;
Zhao, Peibiao;
Ma, Rufei

Publication type:

Article

Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1021, doi. 10.1007/s11009-022-09942-5

By:

MacKay, Anne;
Ocejo, Adriana

Publication type:

Article

Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1221, doi. 10.1007/s11009-019-09764-y

By:

Bezerra, Sérgio C.;
Ohashi, Alberto;
Russo, Francesco;
de Souza, Francys

Publication type:

Article

Market Viability and Martingale Measures under Partial Information.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 1, p. 15, doi. 10.1007/s11009-014-9397-4

By:

Fontana, Claudio;
Øksendal, Bernt;
Sulem, Agnès

Publication type:

Article

Filtering and Control with Information Increasing.

Published in:

Methodology & Computing in Applied Probability, 2000, v. 2, n. 2, p. 123, doi. 10.1023/A:1010063405344

By:

Benarous, Jean-David;
Mazliak, Laurent;
Rouge, Richard

Publication type:

Article

Optimality, stochasticity, and variability in motor behavior.

Published in:

Journal of Computational Neuroscience, 2008, v. 24, n. 1, p. 57, doi. 10.1007/s10827-007-0041-y

By:

Emmanuel Guigon;
Pierre Baraduc;
Michel Desmurget

Publication type:

Article

Continuous-Time Portfolio Optimization for Absolute Return Funds.

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 4, p. 675, doi. 10.1007/s10690-022-09365-9

By:

Ieda, Masashi

Publication type:

Article

On Discrete Probability Approximations for Transaction Cost Problems.

Published in:

Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 365, doi. 10.1007/s10690-019-09270-8

By:

Butt, Nabeel

Publication type:

Article

Solving Singular Control from Optimal Switching.

Published in:

Asia-Pacific Financial Markets, 2008, v. 15, n. 1, p. 25, doi. 10.1007/s10690-008-9071-3

By:

Guo, Xin;
Tomecek, Pascal

Publication type:

Article

Portfolio Optimization in Discontinuous Markets under Incomplete Information.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 373, doi. 10.1007/s10690-007-9050-0

By:

Callegaro, Giorgia;
Di Masi, Giovanni B.;
Runggaldier, Wolfgang J.

Publication type:

Article

Optimal Bond Portfolio for Investors with Long Time Horizons.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 291, doi. 10.1023/A:1020639511843

By:

Fukaya, Ryuji;
Honda, Toshiki

Publication type:

Article

Verifying optimality of rainfed agriculture using a stochastic model for drought occurrence.

Published in:

Stochastic Environmental Research & Risk Assessment, 2016, v. 30, n. 5, p. 1503, doi. 10.1007/s00477-015-1129-y

By:

Sharifi, Erfaneh;
Unami, Koichi;
Yangyuoru, Macarius;
Fujihara, Masayuki

Publication type:

Article

Soil acidity adaptive control problem.

Published in:

Stochastic Environmental Research & Risk Assessment, 2015, v. 29, n. 6, p. 1671, doi. 10.1007/s00477-014-0965-5

By:

Yakushev, Victor;
Karelin, Vladimir;
Bure, Vladimir;
Parilina, Elena

Publication type:

Article

Stochastic control of a micro-dam irrigation scheme for dry season farming.

Published in:

Stochastic Environmental Research & Risk Assessment, 2013, v. 27, n. 1, p. 77, doi. 10.1007/s00477-012-0555-3

By:

Unami, Koichi;
Yangyuoru, Macarius;
Badiul Alam, Abul;
Kranjac-Berisavljevic, Gordana

Publication type:

Article

Sufficient Epsilon-Optimality Conditions for Systems with Random Quantization Period.

Published in:

Journal of Mathematical Sciences, 2021, v. 255, n. 6, p. 764, doi. 10.1007/s10958-021-05413-3

By:

Rybakov, K. A.

Publication type:

Article

Programmed Control with Probability 1 for Stochastic Dynamical Systems.

Published in:

Journal of Mathematical Sciences, 2020, v. 248, n. 1, p. 67, doi. 10.1007/s10958-020-04856-4

By:

Karachanskaya, E. V.

Publication type:

Article

Stochastic optimal preview control response of a quarter-car nonlinear suspension model using spectral decomposition method.

Published in:

Noise & Vibration Worldwide, 2022, v. 53, n. 4/5, p. 225, doi. 10.1177/09574565221093234

By:

Gopala Rao, LVV;
Sharma, Rakesh Chandmal;
Satyanarayana, VSV;
Palli, Srihari

Publication type:

Article

Stochastic optimal control for sampled-data system under stochastic sampling.

Published in:

IET Control Theory & Applications (Wiley-Blackwell), 2018, v. 12, n. 11, p. 1553, doi. 10.1049/iet-cta.2017.1392

By:

Haoyuan Sun;
Jie Chen;
Jian Sun

Publication type:

Article

Adaptive neural control for stochastic pure-feedback non-linear time-delay systems output constraint and asymmetric input saturation.

Published in:

IET Control Theory & Applications (Wiley-Blackwell), 2017, v. 11, n. 14, p. 2288, doi. 10.1049/iet-cta.2017.0350

By:

Wenjie Si;
Xunde Dong;
Feifei Yang

Publication type:

Article

OPTIMAL REORGANIZATION POLICIES FOR STATIONARY AND EVOLUTIONARY DATABASES.

Published in:

Management Science, 1990, v. 36, n. 5, p. 613, doi. 10.1287/mnsc.36.5.613

By:

Park, June S.;
Bartoszynski, Robert;
De, Prabuddha;
Pirkul, Hasan

Publication type:

Article

THE DYNAMIC LOT-SIZE MODEL WITH STOCHASTIC LEAD TIMES.

Published in:

Management Science, 1984, v. 30, n. 1, p. 100, doi. 10.1287/mnsc.30.1.100

By:

Nevison, Christopher;
Burstein, Michael

Publication type:

Article

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

By:

Ata, Baris;
Harrison, J. Michael;
Si, Nian

Publication type:

Article

Construction of Asymptotically Optimal Control for Crisscross Network from a Free Boundary Problem.

Published in:

Stochastic Systems, 2016, v. 6, n. 2, p. 459, doi. 10.1287/15-SSY211

By:

Budhiraja, Amarjit;
Liu, Xin;
Saha, Subhamay

Publication type:

Article

СТОХАСТИЧНА ЕВОЛЮЦІЯ З МАРКОВСЬКО-МОДУЛЬОВАНИМ ПУАССОНІВСЬКИМ ЗБУРЕННЯМ У СХЕМІ ДИФУЗІЙНОЇ АПРОКСИМАЦІЇ.

Published in:

Cybernetics & Systems Analysis / Kibernetiki i Sistemnyj Analiz, 2025, n. 3, p. 118

By:

ЧАБАНЮК, Я. М.;
СЕМЕНЮК, С. А.;
ХІМКА, У. Т.;
ЧИПУРКО, Р. А.

Publication type:

Article

Stochastic parallel processing can shape photosynthesis–irradiance curves in phytoplankton—the Q model.

Published in:

Hydrobiologia, 2007, v. 592, n. 1, p. 315, doi. 10.1007/s10750-007-0764-9

By:

Honti, Mark

Publication type:

Article

RESILIENT HYBRID-TRIGGERED CONTROL FOR NETWORKED STOCHASTIC SYSTEMS UNDER DENIAL-OF-SERVICE ATTACKS.

Published in:

Annals: Series on Mathematics & its Applications, 2021, v. 13, n. 1/2, p. 122, doi. 10.56082/annalsarscimath.2022.1-2.122

By:

Ning Zhao;
Huiyan Zhang;
Peng Shi

Publication type:

Article

AN ITERATIVE METHOD FOR AN EQUILIBRIUM POINT OF LINEAR QUADRATIC STOCHASTIC DIFFERENTIAL GAMES WITH STATE AND CONTROL-DEPENDENT NOISE.

Published in:

Annals: Series on Mathematics & its Applications, 2018, v. 10, n. 2, p. 202

By:

Ivanovy, Ivelin G.;
Tanovz, Vladislav K.

Publication type:

Article

Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy.

Published in:

Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/2693568

By:

Chen, Peimin;
Li, Bo

Publication type:

Article

Nonconvexities in stochastic control models.

Published in:

International Economic Review, 1995, v. 36, n. 2, p. 455, doi. 10.2307/2527206

By:

Amman, Hans M.;
Kendrick, David A.

Publication type:

Article

EVALUATION OF MACROECONOMIC POLICIES BY STOCHASTIC CONTROL TECHNIQUES.

Published in:

International Economic Review, 1978, v. 19, n. 2, p. 311, doi. 10.2307/2526302

By:

Chow, Gregory C.

Publication type:

Article

A STOCHASTIC CONTROL APPROACH TO FACTOR DEMAND.

Published in:

International Economic Review, 1976, v. 17, n. 3, p. 701, doi. 10.2307/2525797

By:

Bitros, George C.;
Kelejian, Harry H.

Publication type:

Article

A CLARIFICATION AND A NEW PROOF OF THE CERTAINTY EQUIVALENCE THEOREM.

Published in:

International Economic Review, 1974, v. 15, n. 1, p. 216, doi. 10.2307/2526101

By:

Duchan, Alan I.

Publication type:

Article

Stabilization of Stochastic Dynamical Systems of a Random Structure with Markov Switches and Poisson Perturbations.

Published in:

Mathematics (2227-7390), 2023, v. 11, n. 3, p. 582, doi. 10.3390/math11030582

By:

Lukashiv, Taras;
Litvinchuk, Yuliia;
Malyk, Igor V.;
Golebiewska, Anna;
Nazarov, Petr V.

Publication type:

Article

Optimal Per-Loss Reinsurance for a Risk Model with a Thinning-Dependence Structure.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 23, p. 4621, doi. 10.3390/math10234621

By:

Wang, Fudong;
Liang, Zhibin

Publication type:

Article

Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 21, p. 4062, doi. 10.3390/math10214062

By:

Li, Zixuan;
Shi, Jingtao

Publication type:

Article

Linear Quadratic Optimal Control Problem for Linear Stochastic Generalized System in Hilbert Spaces.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 17, p. 3118, doi. 10.3390/math10173118

By:

Ge, Zhaoqiang

Publication type:

Article

Optimal Harvesting of Stochastically Fluctuating Populations Driven by a Generalized Logistic SDE Growth Model.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 17, p. 3098, doi. 10.3390/math10173098

By:

Brites, Nuno M.

Publication type:

Article

Optimal Timing Fault Tolerant Control for Switched Stochastic Systems with Switched Drift Fault.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 11, p. 1880, doi. 10.3390/math10111880

By:

Zhu, Chenglong;
He, Li;
Zhang, Kanjian;
Sun, Wei;
He, Zengxiang

Publication type:

Article

A New Intelligent Dynamic Control Method for a Class of Stochastic Nonlinear Systems.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1406, doi. 10.3390/math10091406

By:

Huang, Haifeng;
Shirkhani, Mohammadamin;
Tavoosi, Jafar;
Mahmoud, Omar

Publication type:

Article

Some Unsolved Problems in Stability and Optimal Control Theory of Stochastic Systems.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 3, p. 474, doi. 10.3390/math10030474

By:

Shaikhet, Leonid

Publication type:

Article

Conditions for Existence of Second-Order and Third-Order Filters for Discrete Systems with Additive Noises.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 3, p. 370, doi. 10.3390/math10030370

By:

Kamenshchikov, Mikhail

Publication type:

Article

Optimal Stabilization of Linear Stochastic System with Statistically Uncertain Piecewise Constant Drift.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 2, p. 184, doi. 10.3390/math10020184

By:

Borisov, Andrey;
Bosov, Alexey;
Miller, Gregory

Publication type:

Article

Indefinite Linear-Quadratic Stochastic Control Problem for Jump-Diffusion Models with Random Coefficients: A Completion of Squares Approach.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 22, p. 2918, doi. 10.3390/math9222918

By:

Moon, Jun;
Chung, Jin-Ho

Publication type:

Article

Optimal Stochastic Control in the Interception Problem of a Randomly Tacking Vehicle.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 19, p. 2386, doi. 10.3390/math9192386

By:

Galyaev, Andrey A.;
Lysenko, Pavel V.;
Rubinovich, Evgeny Y.

Publication type:

Article

Dynamic Optimal Mean-Variance Investment with Mispricing in the Family of 4/2 Stochastic Volatility Models.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 18, p. 2293, doi. 10.3390/math9182293

By:

Zhang, Yumo

Publication type:

Article

Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 9, p. 953, doi. 10.3390/math9090953

By:

De Vecchi, Francesco C.;
Mastrogiacomo, Elisa;
Turra, Mattia;
Ugolini, Stefania;
Di Nunno, Giulia

Publication type:

Article

Finite-Time H ∞ Static Output Feedback Control for Itô Stochastic Markovian Jump Systems.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 10, p. 1709, doi. 10.3390/math8101709

By:

Xikui, Liu;
Yapeng, Teng;
Yan, Li

Publication type:

Article