Stochastic control theory.
Overview
| Works: | 31 works in 18 publications in 18 languages | |
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Titles
Stochastic Optimal Control Formulations in Finance : = Extension of Merton Theory, Benchmark Problems, and Jump Process Modeling.
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Infinite dimensional and finite dimensional stochastic equations and applications in physics
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Optimal and robust estimation : = with an introduction to stochastic control theory /
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Intelligent industrial systems = modeling, automation, and adaptive behavior /
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Linear-quadratic controls in risk-averse decision making = performance measure statistics and control decision optimization /
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Stochastic networked control systems = stabilization and optimization under information constraints /
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Discrete-time stochastic control and dynamic potential games = the Euler-wquation approach /
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Continuous-time stochastic control and optimization with financial applications
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Probability methods for approximations in stochastic control and for elliptic equations
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Stochastic numerical methods DUP_1 = an introduction for students and scientists /
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Stochastic numerical methods = an introduction for students and scientists /
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Optimization of stochastic discrete systems and control on complex networks = computational networks /
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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 control = quantized models and asymptotic optimality /
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