| Publication | Date of Publication | Type |
|---|
Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Control of Mobile Communication Systems With Time-Varying Channels via Stability Methods
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Adaptive optimization of least-squares tracking algorithms: with applications to adaptive antenna arrays for randomly time-varying mobile communications systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
The Gauss–Seidel Numerical Procedure for Markov Stochastic Games
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Control of mobile communications with time-varying channels in heavy traffic
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Automatica | 2017-06-02 | Paper |
Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise
SIAM Journal on Control and Optimization | 2014-07-30 | Paper |
Numerical methods for stochastic singular control problems with state-dependent control
SIAM Journal on Control and Optimization | 2013-05-16 | Paper |
Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations
Applied Mathematics and Optimization | 2012-08-01 | Paper |
Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations
Applied Mathematics and Optimization | 2012-08-01 | Paper |
Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control
Stochastics | 2011-07-20 | Paper |
Numerical approximations to optimal nonlinear filters
| 2011-07-13 | Paper |
Large deviations for two-time-scale diffusions, with delays
Applied Mathematics and Optimization | 2010-12-03 | Paper |
Numerical Approximations for Nonzero-Sum Stochastic Differential Games
SIAM Journal on Control and Optimization | 2008-12-05 | Paper |
Numerical methods for non-zero-sum stochastic differential games: convergence of the Markov chain approximation method
| 2008-07-29 | Paper |
Numerical methods for controlled stochastic delay systems
Systems \& Control: Foundations \& Applications | 2008-07-22 | Paper |
Numerical Methods for Stochastic Differential Games: The Ergodic Cost Criterion
Annals of the International Society of Dynamic Games | 2007-11-23 | Paper |
Scheduling and control of multi-node mobile communications systems with randomly-varying channels by stability methods
| 2007-11-05 | Paper |
Numerical approximations for stochastic systems with delays in the state and control
Stochastics | 2007-03-08 | Paper |
Control of multi-node mobile communications networks with time-varying channels via stability methods
Queueing Systems | 2007-01-04 | Paper |
Numerical approximations for nonlinear stochastic systems with delays
Stochastics | 2005-11-15 | Paper |
Numerical Approximations for Stochastic Differential Games: The Ergodic Case
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
scientific article; zbMATH DE number 2134069 (Why is no real title available?)
| 2005-02-15 | Paper |
Asynchronous stochastic approximation and adaptation in a competitive system
| 2003-11-12 | Paper |
scientific article; zbMATH DE number 1972910 (Why is no real title available?)
| 2003-08-31 | Paper |
Numerical Approximations for Stochastic Differential Games
SIAM Journal on Control and Optimization | 2003-01-05 | Paper |
Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems
SIAM Journal on Control and Optimization | 2002-06-23 | Paper |
Rate of Convergence for Constrained Stochastic Approximation Algorithms
SIAM Journal on Control and Optimization | 2002-06-23 | Paper |
Jump-diffusions with controlled jumps: Existence and numerical methods
Journal of Mathematical Analysis and Applications | 2001-11-29 | Paper |
scientific article; zbMATH DE number 1631027 (Why is no real title available?)
Applications of Mathematics | 2001-08-07 | Paper |
scientific article; zbMATH DE number 1577097 (Why is no real title available?)
Applications of Mathematics | 2001-03-18 | Paper |
Robustness and convergence of approximations to nonlinear filters for jump-diffusions
Computational and Applied Mathematics | 2001-01-02 | Paper |
Control and optimal control of assemble to order manufacturing systems under heavy traffic
Stochastics and Stochastic Reports | 2000-12-11 | Paper |
Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
On closed-loop adaptive noise cancellation
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
A nonlinear filtering algorithm based on an approximation of the conditional distribution
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Consistency issues for numerical methods for variance control, with applications to optimization in finance
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Stochastic approximation and user adaptation in a competitive resource sharing system
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
scientific article; zbMATH DE number 1342046 (Why is no real title available?)
| 2000-06-07 | Paper |
scientific article; zbMATH DE number 1583957 (Why is no real title available?)
| 2000-01-01 | Paper |
Admission Control for Combined Guaranteed Performance and Best Effort Communications Systems Under Heavy Traffic
SIAM Journal on Control and Optimization | 1999-11-23 | Paper |
Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval
SIAM Journal on Control and Optimization | 1999-11-23 | Paper |
Weak convergence methods and singularly perturbed stochastic control and filtering problems
Systems \& Control: Foundations \& Applications | 1999-10-18 | Paper |
scientific article; zbMATH DE number 1254155 (Why is no real title available?)
| 1999-06-07 | Paper |
scientific article; zbMATH DE number 1254181 (Why is no real title available?)
| 1999-02-23 | Paper |
scientific article; zbMATH DE number 1222807 (Why is no real title available?)
| 1998-11-11 | Paper |
Robustness of Nonlinear Filters Over the Infinite Time Interval
SIAM Journal on Control and Optimization | 1998-09-21 | Paper |
Heavy traffic analysis of controlled multiplexing systems
Queueing Systems | 1998-08-09 | Paper |
Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations
SIAM Journal on Scientific Computing | 1998-02-10 | Paper |
scientific article; zbMATH DE number 1043533 (Why is no real title available?)
| 1997-08-04 | Paper |
Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods
SIAM Journal on Control and Optimization | 1997-03-11 | Paper |
Controlled and optimally controlled multiplexing systems: A numerical exploration
Queueing Systems | 1996-11-12 | Paper |
A numerical method for reflected diffusions: Control of the reflection directions and applications
Applied Mathematics and Optimization | 1996-08-15 | Paper |
Analysis of adaptive step-size SA algorithms for parameter tracking
IEEE Transactions on Automatic Control | 1996-06-23 | Paper |
Control of Trunk Line Systems in Heavy Traffic
SIAM Journal on Control and Optimization | 1996-05-30 | Paper |
Stochastic Approximation Methods for Systems over an Infinite Horizon
SIAM Journal on Control and Optimization | 1996-05-06 | Paper |
scientific article; zbMATH DE number 778098 (Why is no real title available?)
| 1996-03-05 | Paper |
scientific article; zbMATH DE number 786518 (Why is no real title available?)
| 1995-10-23 | Paper |
A Numerical Method for Controlled Routing in Large Trunk Line Networks via Stochastic Control Theory
ORSA Journal on Computing | 1995-10-09 | Paper |
An effective numerical method for controlled routing in large trunk line networks
Mathematics and Computers in Simulation | 1995-09-04 | Paper |
Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms
IEEE Transactions on Automatic Control | 1995-04-18 | Paper |
Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
Stochastics and Stochastic Reports | 1995-02-14 | Paper |
Approximations of large trunk line systems under heavy traffic
Advances in Applied Probability | 1995-02-09 | Paper |
Numerical methods for controlled and uncontrolled multiplexing and queueing systems
Queueing Systems | 1994-11-21 | Paper |
Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources
SIAM Journal on Applied Mathematics | 1994-01-30 | Paper |
Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
SIAM Journal on Control and Optimization | 1993-12-09 | Paper |
Estimation of the derivative of a stationary measure with respect to a control parameter
Journal of Applied Probability | 1993-01-16 | Paper |
scientific article; zbMATH DE number 53999 (Why is no real title available?)
| 1992-09-18 | Paper |
A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case
SIAM Journal on Control and Optimization | 1992-06-28 | Paper |
scientific article; zbMATH DE number 17491 (Why is no real title available?)
| 1992-06-26 | Paper |
Numerical Methods for Stochastic Singular Control Problems
SIAM Journal on Control and Optimization | 1992-06-26 | Paper |
scientific article; zbMATH DE number 16923 (Why is no real title available?)
| 1992-06-26 | Paper |
A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems
SIAM Journal on Control and Optimization | 1992-06-25 | Paper |
Numerical Methods for Stochastic Control Problems in Continuous Time
SIAM Journal on Control and Optimization | 1990-01-01 | Paper |
Routing and Singular Control for Queueing Networks in Heavy Traffic
SIAM Journal on Control and Optimization | 1990-01-01 | Paper |
Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4132079 (Why is no real title available?)
| 1989-01-01 | Paper |
Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems
Applied Mathematics and Optimization | 1989-01-01 | Paper |
Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
Minimizing Escape Probabilities: A large Deviations Approach
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
Nearly Optimal Singular Controls for Wideband Noise Driven Systems
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4085557 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4064894 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4109768 (Why is no real title available?)
| 1987-01-01 | Paper |
Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
Stochastic approximation algorithms for parallel and distributed processing
Stochastics | 1987-01-01 | Paper |
Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4018920 (Why is no real title available?)
| 1987-01-01 | Paper |
Filtering and control for wide bandwidth noise driven systems
IEEE Transactions on Automatic Control | 1987-01-01 | Paper |
Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory
SIAM Journal on Control and Optimization | 1986-01-01 | Paper |
scientific article; zbMATH DE number 4113792 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4031553 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3976052 (Why is no real title available?)
| 1986-01-01 | Paper |
Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs
Stochastics | 1986-01-01 | Paper |
Approximate and limit results for nonlinear filters with wide bandwith observation noise
Stochastics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 4052714 (Why is no real title available?)
| 1986-01-01 | Paper |
Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems
SIAM Journal on Control and Optimization | 1985-01-01 | Paper |
Stochastic Approximations via Large Deviations: Asymptotic Properties
SIAM Journal on Control and Optimization | 1985-01-01 | Paper |
Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory
Stochastics | 1985-01-01 | Paper |
Approximating multiple itô integrals with "band limited" processes
Stochastics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3937081 (Why is no real title available?)
| 1985-01-01 | Paper |
Weak convergence and approximations for partial differential equations with stochastic coefficients
Stochastics | 1985-01-01 | Paper |
An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
Asymptotic behavior of stochastic approximation and large deviations
IEEE Transactions on Automatic Control | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3878077 (Why is no real title available?)
| 1984-01-01 | Paper |
Weak convergence and asymptotic properties of adaptive filters with constant gains
IEEE Transactions on Information Theory | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3878095 (Why is no real title available?)
| 1984-01-01 | Paper |
Robustness and Approximation of Escape Times and Large Deviations Estimates for Systems with Small Noise Effects
SIAM Journal on Applied Mathematics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3866424 (Why is no real title available?)
| 1983-01-01 | Paper |
Diffusion approximations for the analysis of digital phase locked loops (Corresp.)
IEEE Transactions on Information Theory | 1982-01-01 | Paper |
Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs
Journal of Mathematical Analysis and Applications | 1982-01-01 | Paper |
Convergence and rate of convergence of a recursive identification and adaptive control method which uses truncated estimators
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
A simulation study of a decentralized detection problem
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3786622 (Why is no real title available?)
| 1982-01-01 | Paper |
Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
Stochastics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3803281 (Why is no real title available?)
| 1982-01-01 | Paper |
Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
Stochastics | 1982-01-01 | Paper |
Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate
SIAM Journal on Control and Optimization | 1981-01-01 | Paper |
Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
Journal of Mathematical Analysis and Applications | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3746936 (Why is no real title available?)
| 1981-01-01 | Paper |
On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
SIAM Journal on Applied Mathematics | 1981-01-01 | Paper |
Asymptotic Properties of Stochastic Approximations with Constant Coefficients
SIAM Journal on Control and Optimization | 1981-01-01 | Paper |
A martingale method for the convergence of a sequence of processes to a jump-diffusion process
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
A projected stochastic approximation method for adaptive filters and identifiers
IEEE Transactions on Automatic Control | 1980-01-01 | Paper |
Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications
IEEE Transactions on Information Theory | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3629987 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3665930 (Why is no real title available?)
| 1979-01-01 | Paper |
Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
SIAM Journal on Control and Optimization | 1979-01-01 | Paper |
A robust discrete state approximation to the optimal nonlinear filter for a diffusiont
Stochastics | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3704354 (Why is no real title available?)
| 1979-01-01 | Paper |
Rates of Convergence for Stochastic Approximation Type Algorithms
SIAM Journal on Control and Optimization | 1979-01-01 | Paper |
Rates of Convergence for Sequential Monte Carlo Optimization Methods
SIAM Journal on Control and Optimization | 1978-01-01 | Paper |
Stochastic approximation methods for constrained and unconstrained systems
Applied Mathematical Sciences | 1978-01-01 | Paper |
Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
SIAM Journal on Control and Optimization | 1978-01-01 | Paper |
Approximations for functionals and optimal control problems on jump diffusion processes
Journal of Mathematical Analysis and Applications | 1978-01-01 | Paper |
General convergence results for stochastic approximations via weak convergence theory
Journal of Mathematical Analysis and Applications | 1977-01-01 | Paper |
Approximations and computational methods for optimal stopping and stochastic impulsive control problems
Applied Mathematics and Optimization | 1977-01-01 | Paper |
Numerical studies of stochastic approximation procedures for constrained problems
IEEE Transactions on Automatic Control | 1977-01-01 | Paper |
Probability methods for approximations in stochastic control and for elliptic equations
Mathematics in Science and Engineering | 1977-01-01 | Paper |
Convergence of recursive adaptive and identification procedures via weak convergence theory
IEEE Transactions on Automatic Control | 1977-01-01 | Paper |
Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems
SIAM Journal on Control and Optimization | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3598338 (Why is no real title available?)
| 1976-01-01 | Paper |
A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations
SIAM Review | 1976-01-01 | Paper |
Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3552372 (Why is no real title available?)
| 1975-01-01 | Paper |
The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations
Journal of Mathematical Analysis and Applications | 1975-01-01 | Paper |
scientific article; zbMATH DE number 3483321 (Why is no real title available?)
| 1975-01-01 | Paper |
Stochastic approximation of constrained systems with system and constraint noise
Automatica | 1975-01-01 | Paper |
Existence results for optimal stochastic controls
Journal of Optimization Theory and Applications | 1975-01-01 | Paper |
On the weak convergence of interpolated Markov chains to a diffusion
The Annals of Probability | 1974-01-01 | Paper |
Stochastic approximation algorithms for constrained optimization problems
The Annals of Statistics | 1974-01-01 | Paper |
Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II
Journal of Mathematical Analysis and Applications | 1974-01-01 | Paper |
Approximations, existence, and numerical procedures for optimal stochastic controls
Journal of Mathematical Analysis and Applications | 1974-01-01 | Paper |
Approximations to and local properties of diffusions with discontinuous controls
Journal of Optimization Theory and Applications | 1974-01-01 | Paper |
An approach to useful but nonoptimal nonlinear filters
IEEE Transactions on Automatic Control | 1974-01-01 | Paper |
Penalty function methods for constrained stochastic approximation
Journal of Mathematical Analysis and Applications | 1974-01-01 | Paper |
Stochastic approximation type methods for constrained systems: Algorithms and numerical results
IEEE Transactions on Automatic Control | 1974-01-01 | Paper |
Decomposition of systems governed by Markov chains
IEEE Transactions on Automatic Control | 1974-01-01 | Paper |
Extensions of Kesten's adaptive stochastic approximation method
The Annals of Statistics | 1973-01-01 | Paper |
A versatile method for the Monte Carlo optimization of stochastic systems
International Journal of Control | 1973-01-01 | Paper |
Probability methods for the convergence of finite difference approximations to partial differential equations
Journal of Mathematical Analysis and Applications | 1973-01-01 | Paper |
Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points
IEEE Transactions on Automatic Control | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3433731 (Why is no real title available?)
| 1972-01-01 | Paper |
Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
SIAM Journal on Control | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3433724 (Why is no real title available?)
| 1972-01-01 | Paper |
Stability and existence of diffusions with discontinuous or rapidly growing drift terms
Journal of Differential Equations | 1972-01-01 | Paper |
Mathematical programming and the control of Markov chains†
International Journal of Control | 1971-01-01 | Paper |
scientific article; zbMATH DE number 3460142 (Why is no real title available?)
| 1971-01-01 | Paper |
Filtering for Linear Distributed Parameter Systems
SIAM Journal on Control | 1970-01-01 | Paper |
Probability limit theorems and the convergence of finite difference approximations of partial differential equations
Journal of Mathematical Analysis and Applications | 1970-01-01 | Paper |
On the Control of a Linear Functional-Differential Equation with Quadratic Cost
SIAM Journal on Control | 1970-01-01 | Paper |
The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
Journal of Differential Equations | 1969-01-01 | Paper |
On the Numerical Solution of Degenerate Linear and Nonlinear Elliptic Boundary Value Problems
SIAM Journal on Numerical Analysis | 1969-01-01 | Paper |
Computational procedures for optimal stopping problems for Markov chains
Journal of Mathematical Analysis and Applications | 1969-01-01 | Paper |
An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter
Annals of Mathematical Statistics | 1969-01-01 | Paper |
On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game
Journal of Mathematical Analysis and Applications | 1969-01-01 | Paper |
scientific article; zbMATH DE number 3397406 (Why is no real title available?)
| 1968-01-01 | Paper |
On the stability of processes defined by stochastic difference- differential equations
Journal of Differential Equations | 1968-01-01 | Paper |
On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs
SIAM Journal on Control | 1968-01-01 | Paper |
Stochastic stability and control
Mathematics in Science and Engineering | 1967-01-01 | Paper |
Converse Theorems for Stochastic Liapunov Functions
SIAM Journal on Control | 1967-01-01 | Paper |
Optimal Discounted Stochastic Control for Diffusion Processes
SIAM Journal on Control | 1967-01-01 | Paper |
Dynamical equations for optimal nonlinear filtering
Journal of Differential Equations | 1967-01-01 | Paper |
scientific article; zbMATH DE number 3321701 (Why is no real title available?)
| 1966-01-01 | Paper |
A Note on the Maximum Sample Excursions of Stochastic Approximation Processes
Annals of Mathematical Statistics | 1966-01-01 | Paper |
On stochastic problems: Calculus
Journal of Mathematical Analysis and Applications | 1965-01-01 | Paper |
On the stochastic maximum principle with 'average' constraints
Journal of Mathematical Analysis and Applications | 1965-01-01 | Paper |
Sufficient Conditions for the Optimality of a Stochastic Control
Journal of the Society for Industrial and Applied Mathematics Series A Control | 1965-01-01 | Paper |
On the stochastic maximum principle. Fixed time of control
Journal of Mathematical Analysis and Applications | 1965-01-01 | Paper |
On the Existence of Optimal Stochastic Controls
Journal of the Society for Industrial and Applied Mathematics Series A Control | 1965-01-01 | Paper |
scientific article; zbMATH DE number 3230865 (Why is no real title available?)
| 1965-01-01 | Paper |
On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
Journal of Mathematical Analysis and Applications | 1964-01-01 | Paper |
On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
Journal of the Society for Industrial and Applied Mathematics Series A Control | 1964-01-01 | Paper |
A maximum principle for stochastic control systems
Journal of Mathematical Analysis and Applications | 1964-01-01 | Paper |
A versatile stochastic model of a function of unknown and time varying form
Journal of Mathematical Analysis and Applications | 1962-01-01 | Paper |
