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- decomposition in large-scale stochastic optimal control 2010-12-09 Paper Decomposition of large-scale stochastic optimal control problems 2010-11-24 Paper...10 bytes (16 words) - 22:35, 24 September 2023
- Paper Singular optimal control of stochastic Volterra integral equations 2019-09-18 Paper Optimal control of forward-backward stochastic Volterra equations...10 bytes (16 words) - 20:07, 24 September 2023
- Approximations for Stochastic Recursive Optimal Control Problems 2022-09-29 Paper Solving stochastic optimal control problem via stochastic maximum principle...10 bytes (16 words) - 10:58, 6 October 2023
- Type Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement 2023-09-13 Paper Optimal control of a...10 bytes (18 words) - 16:15, 6 October 2023
- Publication Type On an optimal control problem of the Leray-\( \alpha\) model 2023-09-15 Paper An efficient algorithm for stochastic optimal control problems by means...10 bytes (17 words) - 12:55, 7 October 2023
- data-driven learning in average-cost optimal stochastic control 2022-03-18 Paper Invariance Properties of Controlled Stochastic Nonlinear Systems Under Information...10 bytes (17 words) - 02:41, 25 September 2023
- Progressive Optimal Stochastic Control Problems with Random Jumps 2020-07-30 Paper Mixed deterministic and random optimal control of linear stochastic systems...10 bytes (16 words) - 17:04, 24 September 2023
- 2018-09-18 Paper Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach 2018-08-16...10 bytes (17 words) - 20:29, 6 October 2023
- Paper Near-optimal control for stochastic recursive problems 2011-04-08 Paper A Maximum Principle for Partial Information Backward Stochastic Control Problems...10 bytes (16 words) - 15:36, 6 October 2023
- Pension funds with a minimum guarantee: a stochastic control approach 2014-12-17 Paper A stochastic control problem with delay arising in a pension fund...10 bytes (17 words) - 06:32, 7 October 2023
- 2019-05-10 Paper Optimal insider control of stochastic partial differential equations 2017-11-27 Paper Optimal insider control of stochastic Volterra equations...10 bytes (16 words) - 15:30, 6 October 2023
- 2009-04-27 Paper On the Optimal Stochastic Impulse Control of Linear Diffusions 2009-03-27 Paper THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY...10 bytes (21 words) - 20:12, 24 September 2023
- and applications 2023-01-19 Paper On the stochastic control-stopping problem 2022-08-31 Paper Stochastic optimal switching and systems of variational inequalities...10 bytes (18 words) - 13:58, 7 October 2023
- Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps 2023-06-01 Paper Stackelberg stochastic differential...10 bytes (16 words) - 14:00, 24 September 2023
- Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients 2018-10-22 Paper A Sparse Grid Stochastic Collocation...10 bytes (16 words) - 11:36, 6 October 2023
- principle for G-stochastic control systems with controlled jumps 2021-11-02 Paper On relaxed stochastic optimal control for stochastic differential equations...10 bytes (16 words) - 16:45, 28 December 2023
- quadratic optimal control problems of delayed backward stochastic differential equations 2021-11-02 Paper Stochastic recursive optimal control problem with...10 bytes (16 words) - 03:06, 25 September 2023
- 2021-11-02 Paper Optimal Control of the Stochastic Navier-Stokes Equations 2020-12-02 Paper Optimal distributed and tangential boundary control for the unsteady...10 bytes (16 words) - 16:49, 24 September 2023
- Paper Optimal control of backward doubly stochastic system 2020-03-24 Paper The optimal control of fully-coupled forward-backward doubly stochastic systems...10 bytes (16 words) - 01:15, 25 September 2023
- Paper Stochastic differential games and inverse optimal control and stopper policies 2019-07-03 Paper Energy-based feedback control for stochastic port-controlled...10 bytes (16 words) - 06:00, 7 October 2023
