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Found 239 Documents (Results 1–100)

Optimal control of piecewise deterministic Markov processes. (English) Zbl 1504.93397

Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 53-77 (2022).
MSC:  93E20 49L12
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Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds. (English. Russian original) Zbl 1486.35436

Proc. Steklov Inst. Math. 315, 118-139 (2021); translation from Tr. Mat. Inst. Steklova 315, 128-150 (2021).
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Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients. (English. Russian original) Zbl 1478.93740

J. Comput. Syst. Sci. Int. 60, No. 2, 202-212 (2021); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2021, No. 2, 35-46 (2021).
MSC:  93E20 49N10
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On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity. (English. Russian original) Zbl 1432.49038

Autom. Remote Control 80, No. 2, 250-261 (2019); translation from Avtom. Telemekh. 2019, No. 2, 64-80 (2019).
MSC:  49K45 49N10 49N35
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