scientific article; zbMATH DE number 3460142
From MaRDI portal
Publication:4045930
Prediction theory (aspects of stochastic processes) (60G25) Stopping times; optimal stopping problems; gambling theory (60G40) Discrete-time Markov processes on general state spaces (60J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20) Stochastic systems and control (93Exx)
Cited in
(only showing first 100 items - show all)- Stabilization of discrete-time systems with stochastic parameters
- Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
- Monotone value iteration for discounted finite Markov decision processes
- Optimal ride height and pitch control for championship race cars
- Existence theorem for the difference Riccati equations
- Stability of strong solutions of stochastic differential equations
- The blast furnaces problem
- Stationary optimal control of a stochastic system with stable environmental interferences
- Adaptive input matching control of structurally varying plants
- Detecting optimum time of control action for a manufacturing system
- An analysis of terminal conditions in rolling schedules
- Isotone optimal policies for structured Markov decision processes
- On infinite products of stochastic matrices
- A queueing network with a single cyclically roving server
- Stochastic stability of a host-parasite model
- Stochastic evolution equations and related measure processes
- Computation of optimal controls of a stochastic van der Pol type oscillator
- Computation of optimal controls for a nonlinear stochastic third-order system
- On stopped decision processes with discrete time parameter
- On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
- On the Bellman principle for decision problems with random decision policies
- Optimal smoothing in discrete-continuous linear and nonlinear systems
- Computational aspects in applied stochastic control
- Gain circulation and transverse effects in antiphase laser dynamics
- Chow's method of optimal control
- On pursuit and feedback in optimal stochastic control - explicit control laws
- Asymptotic bounds for an optimal state-dependent retrial rate of the \(M/M/1\) queue with returning customers.
- Optimising the flow of information within a C3I network.
- Market-making strategy with asymmetric information and regime-switching
- A unified framework for stochastic optimization
- The average cost of Markov chains subject to total variation distance uncertainty
- Mean square stability for systems on stochastically generated discrete time scales
- Windows of opportunity for the stability of jump linear systems: almost sure versus moment convergence
- Computational comparison of value iteration algorithms for discounted Markov decision processes
- Bewertete Markovprozesse im stationären Zustand - Ein neuer Algorithmus mit Beispiel
- Consensus of second-order and high-order discrete-time multi-agent systems with random networks
- Discrete-time consensus strategy for a class of high-order linear multiagent systems under stochastic communication topologies
- From reinforcement learning to optimal control: a unified framework for sequential decisions
- Stochastic output feedback MPC with intermittent observations
- Controlled reflected SDEs and Neumann problem for backward SPDEs
- Nonlinear gossip algorithms for wireless sensor networks
- Robust stability of packetized predictive control of nonlinear systems with disturbances and Markovian packet losses
- Pinning dynamic systems of networks with Markovian switching couplings and controller-node set
- Active acquisition of information for diagnosis and supervisory control of discrete event systems
- Leader-follower containment control over directed random graphs
- A survey of data smoothing for linear and nonlinear dynamic systems
- Reducing the number of multiplications in iterative processes
- Approximations to and local properties of diffusions with discontinuous controls
- Ergodicity properties of rerouting strategies in queueing networks
- Feedback stabilization of discrete-time quantum systems subject to non-demolition measurements with imperfections and delays
- A survey of numerical solutions for stochastic control problems: some recent progress
- Stability of systems with stochastic delays and applications to genetic regulatory networks
- Approximate dynamic programming based on high dimensional model representation
- Control Theory and Experimental Design in Diffusion Processes
- Book Review: Optimal stochastic control, stochastic target problems, and backward SDE
- Stochastic control optimal in the Kullback sense
- Constrained Markov decision processes with first passage criteria
- Asymmetric Wiener Control
- Constant feedback stabilization of discrete-time systems with random-coefficients†
- Discrete-time markovian-jump linear quadratic optimal control
- Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
- Some basic concepts of numerical treatment of Markov decision models
- Infinite horizon stochastic regulation and tracking with the overtaking criterion∗
- Nearly optimal control of queues in heavy traffic with heterogeneous servers
- First passage problems for nonstationary discrete-time stochastic control systems
- Some correlation optimization problems of econometrics, statistics and psychology
- Multistage stochastic linear differential game with decision-time constraint
- Stability Analysis of Stochastic Large‐Scale Systems
- Optimierung verschiedener Steuerungsprobleme mit einem funktionalanalytischen Maximumprinzip
- A controlled Markov chain model for nursing homes
- A separation theorem for the stochastic sampled-data LQG problem
- A new energy characterization of the smallest eigenvalue of the schrödinger equation
- Suboptimal controls of a second-order system subjected to discontinuous random perturbations
- scientific article; zbMATH DE number 3560250 (Why is no real title available?)
- On the consensus protocol of conspecific agents
- Über eine optimale Feedback-Kontrolle unter der Verwendung von ARMA-Modellen
- Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics
- scientific article; zbMATH DE number 513084 (Why is no real title available?)
- State-space formulae for all the stabilizing discrete controllers that satisfy anH∞norm bound Part 1. Main results and the full information problem
- Optimal computer control via communication channels with irregular transmission times
- scientific article; zbMATH DE number 3799513 (Why is no real title available?)
- On the instability of an oscillatory distributed parameter system
- Discrete reachability of hybrid systems
- Discrete-time semi-Markov random evolutions and their applications
- Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes
- Stochastic differential games and inverse optimal control and stopper policies
- Leader-follower consensus on activity-driven networks
- Some conservation laws for a class of Hamilton-Jacobi-Bellman equations
- On effective temperature in network models of collective behavior
- The island model as a Markov dynamic system
- Maximizing the probability of attaining a target prior to extinction
- Drift rate control of a Brownian processing system
- Minimax terminal state estimation for linear plants with unknown forcing functions†
- Investment, uncertainty, and price stabilization schemes
- Investment, uncertainty, and price stabilization schemes
- Risk-averse dynamic programming for Markov decision processes
- Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems
- Separation of learning and control for cyber-physical systems
- Poisson and diffusion approximation of stochastic master equations with control
- Dynamics and control of stochastically switching networks: beyond fast switching
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4045930)