On the stability of receding horizon control for continuous-time stochastic systems (Q2440018): Difference between revisions

@@ Property / cites work @@
+Constrained model predictive control: Stability and optimality
+Normal rank
@@ Property / cites work @@
+Q2735974
@@ Property / cites work: Q2735974 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach
+Normal rank
@@ Property / cites work @@
+Stochastic receding horizon control with output feedback and bounded controls
+Normal rank
@@ Property / cites work @@
+Q5518904
@@ Property / cites work: Q5518904 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic hedging of basket options under proportional transaction costs using receding horizon control
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+On mean square boundedness of stochastic linear systems with bounded controls
+Normal rank
@@ Property / cites work @@
+On receding horizon feedback control
@@ Property / cites work: On receding horizon feedback control / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and suboptimal control: a survey from ADP to MPC
+Normal rank
@@ Property / cites work @@
+On some recent aspects of stochastic control and their applications
+Normal rank
@@ Property / cites work @@
+Controlled diffusion processes
@@ Property / cites work: Controlled diffusion processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+NMPC for Complex Stochastic Systems Using a Markov Chain Monte Carlo Approach
+Normal rank
@@ Property / cites work @@
+Simulation-based Bayesian optimal design of aircraft trajectories for air traffic management
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank