Pages that link to "Item:Q5564829"
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The following pages link to Optimal Discounted Stochastic Control for Diffusion Processes (Q5564829):
Displaying 50 items.
- Optimal routing for electric vehicle service systems (Q320027) (← links)
- Lyapunov and converse Lyapunov theorems for stochastic semistability (Q344998) (← links)
- Input-to-state stability for Lur'e stochastic distributed parameter control systems (Q429188) (← links)
- Absolute mean square exponential stability of Lur'e stochastic distributed parameter control systems (Q429189) (← links)
- Lyapunov control of squeezed noise quantum trajectory (Q430709) (← links)
- Controlling the equilibria of nonlinear stochastic systems based on noisy data (Q508366) (← links)
- On a stochastic hyperbolic integro-differential equation (Q596595) (← links)
- A stable adaptive synchronization scheme for uncertain chaotic systems via observer (Q603963) (← links)
- Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices (Q629045) (← links)
- Stability certification of large scale stochastic systems using dissipativity (Q694852) (← links)
- Stabilizability of a class of stochastic bilinear hybrid systems (Q719601) (← links)
- Optimal discounted linear control of the Wiener process (Q755515) (← links)
- Stochastic stability and robust control for sampled-data systems with Markovian jump parameters (Q819626) (← links)
- Robust fault estimator design for uncertain networked control systems with random time delays: an ILMI approach (Q845334) (← links)
- Random talk: Random walk and synchronizability in a moving neighborhood network (Q858514) (← links)
- A converse Lyapunov theorem for almost sure stabilizability (Q864477) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Robust stabilization of Markovian delay systems with delay-dependent exponential estimates (Q880399) (← links)
- Robust sampled-data control for Markovian jump linear systems (Q880403) (← links)
- Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems (Q907595) (← links)
- Fixed points and exponential stability for stochastic Volterra-Levin equations (Q966106) (← links)
- Adaptive state-feedback stabilization of high-order stochastic systems with nonlinear parameterization (Q1000798) (← links)
- Partial asymptotic stability in probability of stochastic differential equations (Q1007343) (← links)
- Robust \(H_{\infty }\)control with maximal decay rate for linear discrete-time stochastic systems (Q1014710) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- A stochastic-dynamic approach to pension funding (Q1072322) (← links)
- The accuracy of Bartlett's small-fluctuation approximation for stochastic-difference-equation population models (Q1079529) (← links)
- Setwise convergence of solution measures of stochastic differential equations (Q1090002) (← links)
- Existence and transversality conditions for a general `unbounded-horizon' model of the mining firm (Q1101004) (← links)
- Stochastic perturbation of dynamical systems: The weak convergence of measures (Q1118565) (← links)
- Stochastic nonlinear stabilization. I: A backstepping design (Q1127399) (← links)
- Optimal control of stochastic systems with interrupted observation (Q1157002) (← links)
- Capital accumulation in a stochastic decentralized economy (Q1169391) (← links)
- Global properties of diffusion processes on cylindrical type phase space (Q1212312) (← links)
- Stochastic selection in large and small populations (Q1212887) (← links)
- Analysis of systems with shot noise (Q1213692) (← links)
- Learning behavior of stochastic automata in the last stage of learning (Q1225030) (← links)
- A random-walk model of human mortality and aging (Q1235082) (← links)
- On an approximate effective speed of propagation (Q1235898) (← links)
- Portfolio selection with transactions costs (Q1239674) (← links)
- On some aspects in stochastic dynamic programming with terminal region (Q1251628) (← links)
- Stochastic pursuit-evasion games (Q1252003) (← links)
- A reexamination of stability in randomly varying versus deterministic environments with comments on the stochastic theory of limiting similarity (Q1258268) (← links)
- Stochastic versions of the LaSalle theorem (Q1284433) (← links)
- LaSalle-type theorems for stochastic differential delay equations (Q1304686) (← links)
- Optimal saving under Poisson uncertainty (Q1306766) (← links)
- Optimal control model with energy criterion in stochastic Lagrange mechanics (Q1323632) (← links)
- Numerical method for investigation of stability of stochastic integro-differential equations (Q1360543) (← links)
- Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (Q1366519) (← links)
- Conjugate convex functions in optimal stochastic control (Q1393382) (← links)
