Stochastic control theory.
Overview
| Works: | 30 works in 19 publications in 19 languages | |
|---|---|---|
Titles
Continuous-time stochastic control and optimization with financial applications
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Continuous-time stochastic control and optimization with financial applications /
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Stochastic distribution control system designa convex optimization approach /
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Intelligent industrial systemsmodeling, automation, and adaptive behavior /
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Resilient controls for ordering uncertain prospectschange and response /
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Optimization of stochastic discrete systems and control on complex networkscomputational networks /
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Stochastic numerical methodsan introduction for students and scientists /
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Stochastic multi-stage optimizationat the crossroads between discrete time stochastic control and stochastic programming /
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Mathematical analysis of deterministic and stochastic problems in complex media electromagnetics
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Finite approximations in discrete-time stochastic controlquantized models and asymptotic optimality /
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Infinite dimensional and finite dimensional stochastic equations and applications in physics /
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Modern trends in controlled stochastic processes:theory and applications.V.III /
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Mathematical control theory for stochastic partial differential equations
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Infinite dimensional and finite dimensional stochastic equations and applications in physics
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Markov decision processes and stochastic positional gamesoptimal control on complex networks /
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