Optimal Discounted Stochastic Control for Diffusion Processes

Cited in

(81)

Numerical method for investigation of stability of stochastic integro-differential equations
A reexamination of stability in randomly varying versus deterministic environments with comments on the stochastic theory of limiting similarity
Algebraic criterion for stochastic stability of linear systems with parametric action of the white noise type
On some aspects in stochastic dynamic programming with terminal region
Existence and transversality conditions for a general `unbounded-horizon' model of the mining firm
Optimal control of linear stochastic systems with applications to time lag systems
Stability certification of large scale stochastic systems using dissipativity
The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
Analysis of nonlinear systems with stochastic input and stochastic parameters
Stochastic stability in nonlinear oscillating systems
Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices
LMI-based robust \(H^\infty\) control of uncertain linear jump systems with time-delays
Partial asymptotic stability in probability of stochastic differential equations
H₂ control of Markovian jump LPV systems with measurement noises: application to a DC-motor device with voltage fluctuations
Reduced-order observer-based control design for nonlinear stochastic systems
Absolute mean square exponential stability of Lur'e stochastic distributed parameter control systems
Input-to-state stability for Lur'e stochastic distributed parameter control systems
Stabilizability of a class of stochastic bilinear hybrid systems
Random talk: Random walk and synchronizability in a moving neighborhood network
Conjugate convex functions in optimal stochastic control
Stabilization and destabilization of hybrid systems of stochastic differential equations
Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions
Lyapunov control of squeezed noise quantum trajectory
Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
On the stability of processes defined by stochastic difference- differential equations
Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
scientific article; zbMATH DE number 179178 (Why is no real title available?)
Stochastic stability and robust control for sampled-data systems with Markovian jump parameters
On a stochastic hyperbolic integro-differential equation
Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates
Stochastic control for optical manipulation of multiple microscopic objects
Stochastic nonlinear stabilization. I: A backstepping design
Stochastic selection in large and small populations
Optimal routing for electric vehicle service systems
On the dynamics of randomly excited nonlinear systems
Adaptive state-feedback stabilization of high-order stochastic systems with nonlinear parameterization
Setwise convergence of solution measures of stochastic differential equations
Stochastic versions of the LaSalle theorem
LaSalle-type theorems for stochastic differential delay equations
Optimal discounted linear control of the Wiener process
Robust fault estimator design for uncertain networked control systems with random time delays: an ILMI approach
A converse Lyapunov theorem for almost sure stabilizability
Capital accumulation in a stochastic decentralized economy
Portfolio selection with transactions costs
Robust finite-time \(H_\infty\) control for uncertain discrete jump systems with time delay
Optimal control model with energy criterion in stochastic Lagrange mechanics
Global synchronization of complex networks perturbed by the Poisson noise
On stabilizability and exact observability of stochastic systems with their applications.
A stable adaptive synchronization scheme for uncertain chaotic systems via observer
Robust sampled-data control for Markovian jump linear systems
Performance evaluation of sampled-data control of Markov jump linear systems
Lyapunov and converse Lyapunov theorems for stochastic semistability
Real (investment) options with multiple sources of rare events
Optimal saving under Poisson uncertainty
Fixed points and exponential stability for stochastic Volterra-Levin equations
Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems
Optimal control of stochastic systems with interrupted observation
On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game
Robust \(H_{\infty }\)control with maximal decay rate for linear discrete-time stochastic systems
Exclusion and persistence in deterministic and stochastic chemostat models
Stochastic bifurcation
New classes of stochastic control processes
Existence of bounded invariant probability densities for Markov chains
Robust stabilization of Markovian delay systems with delay-dependent exponential estimates
Global properties of diffusion processes on cylindrical type phase space
The improved LaSalle-type theorems for stochastic functional differential equations
Controlling the equilibria of nonlinear stochastic systems based on noisy data
Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions
Analysis of systems with shot noise
Stochastic perturbation of dynamical systems: The weak convergence of measures
A stochastic-dynamic approach to pension funding
Stochastic bifurcation
Output feedback control of a class of stochastic hybrid systems
Stochastic pursuit-evasion games
A random-walk model of human mortality and aging
The accuracy of Bartlett's small-fluctuation approximation for stochastic-difference-equation population models
Learning behavior of stochastic automata in the last stage of learning
On an approximate effective speed of propagation
Cooperative control of multiple stochastic high-order nonlinear systems
Stability and existence of diffusions with discontinuous or rapidly growing drift terms
A survey of data smoothing for linear and nonlinear dynamic systems

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