The following pages link to Makiko Nisio (Q731708):
Displayed 50 items.
- An algorithm for minimum variance control of a dynamic time-delay system to reduce product variability (Q1347765) (← links)
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- Finite-dimensional solutions of a modified Zakai equation (Q1356627) (← links)
- Some results and problems in risk sensitive stochastic control (Q1375890) (← links)
- An example of a non-Markovian stochastic two-point boundary value problem (Q1380396) (← links)
- Penalization schemes for reflecting stochastic differential equations (Q1380399) (← links)
- Some results on risk-sensitive control with full observation (Q1381319) (← links)
- On infinite dimensional stochastic differential games (Q1392650) (← links)
- An approach for solving the Hamilton-Jacobi-Isaacs equation (HJIE) in nonlinear \(\mathcal H_{\infty}\) control (Q1400324) (← links)
- A comparison theorem for Bellman equations of ergodic control. (Q1413590) (← links)
- Stochastic global bifurcation in perturbed Hamiltonian systems (Q1422492) (← links)
- Risk-sensitive control of stochastic hybrid systems on infinite time horizon (Q1570013) (← links)
- Stochastic linear quadratic optimal control problems with random coefficients (Q1586099) (← links)
- Locally optimal risk-sensitive controllers for strict-feedback nonlinear systems (Q1586797) (← links)
- Risk-sensitive control of an ergodic diffusion over an infinite horizon (Q1600581) (← links)
- Risk-sensitive control and differential games in infinite dimensions (Q1612591) (← links)
- Robust output feedback stabilization via risk-sensitive control (Q1614323) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- Stochastic control problems where small intervention costs have big effects (Q1808702) (← links)
- Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach (Q1812296) (← links)
- Discrete time adaptive impulsive control theory (Q1821082) (← links)
- Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
- Robust properties of risk-sensitive control (Q1841265) (← links)
- Optimal control for absolutely continuous stochastic processes and the mass transportation problem (Q1860597) (← links)
- On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
- Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
- Least squares policy evaluation algorithms with linear function approximation (Q1870310) (← links)
- Max-plus stochastic processes (Q1879228) (← links)
- A homing problem for diffusion processes with control-dependent variance. (Q1879890) (← links)
- Minimax control under a bound on the partial covariance sequence of the disturbance (Q1899561) (← links)
- Estimating the state of dynamic systems by applying the minimum principle to the generalized work functional (Q1903434) (← links)
- Value iteration in average cost Markov control processes on Borel spaces (Q1906804) (← links)
- A numerical method for reflected diffusions: Control of the reflection directions and applications (Q1909385) (← links)
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
- The use of nonquadratic criteria when synthesizing the optimal control of stochastic observations (Q1921520) (← links)
- Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems (Q1922946) (← links)
- Risk sensitive nonlinear filtering with correlated noises (Q1972453) (← links)
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions (Q1974577) (← links)
- On value function of stochastic differential games in infinite dimensions and its application to sensitive control (Q1976587) (← links)
- Nonlinear stochastic integral equations in the plane (Q2368165) (← links)
- Impulsive control of portfolios (Q2384779) (← links)
- Existence and smoothness of the density for spatially homogeneous SPDEs (Q2385208) (← links)
- On stationary solutions of a stochastic differential equation (Q2395149) (← links)
- Exponential mixing for stochastic PDEs: the non-additive case (Q2464668) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- Best choice from the planar Poisson process (Q2485763) (← links)
- On the radius of convergence of the logarithmic signature (Q2505487) (← links)
- On the regularization of the second order random distribution (Q2526604) (← links)
- On the extreme values of Gaussian processes (Q2533115) (← links)
- On stochastic differential equations associated with certain quasilinear parabolic equations (Q2538016) (← links)