Pages that link to "Item:Q3919574"
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The following pages link to Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work (Q3919574):
Displayed 21 items.
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- A solvable stochastic control problem in hyperbolic three space (Q579213) (← links)
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- Optimal cash management under uncertainty (Q1043253) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- Robust dynamics and control of a partially observed Markov chain (Q2480783) (← links)
- Robust output stabilization for a class of nonlinear uncertain stochastic systems under multiplicative and additive noises: the attractive ellipsoid method (Q2515274) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390) (← links)
- Wiener-Poisson control problems† (Q3666740) (← links)
- Examples of optimal controls for linear stochastic control systems with partial observation (Q3752283) (← links)
- Optimal control for a class of partially observable systems<sup>†</sup> (Q3966030) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Robust optimal control for minimax stochastic linear quadratic problem (Q4803167) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- Optimal control of a setvalued stochastic dynamic system (Q4859834) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)