Add to ORKGAbstract. This paper mainly deals with the stochastic control system, the existence and uniqueness of solutions and the behavior of solutions are investigated. Firstly, we obtain sufficient conditions which guarantee the existence and uniqueness of solutions to the stochastic control system. And then, boundedness of the solution to the system is achieved under mean-square linear growth condition. AMS Mathematics Subject Classification: 93E03, 34H05. Key words and phrases: stochastic control systems, existence and unique-ness, mean-square boundedness. 1
AbstractWe introduce a notion of stochastic entropic solution à la Kruzkov, but with Ito's calculus ...
This paper deals with the global stability for some composite stochastic control systems with nontri...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
AbstractThe main purpose of this article is to investigate the problem of (ε, δ)-stochastic controll...
We start by summarizing the state of the art in stabilization of stochastic linear systems with boun...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
AbstractThe classical theory of controllability for deterministic systems is extended to linear stoc...
AbstractLet xtu(w) be the solution process of the n-dimensional stochastic differential equation dxt...
International audienceIn this paper, we study a criterion for the viability of stochastic semi-linea...
by Lau Chung Kei.Thesis (M.Phil.)--Chinese University of Hong Kong, 1980.Bibliography: leaf 90
We establish uniqueness of viscosity solutions for some boundary value problems arising from stochas...
We prove that a class of fully coupled forward-backward systems in infinite dimensions has a local u...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
ABSTRACT. In this article we construct control policies that ensure bounded variance of a noisy marg...
In this paper we are concerned with two norm optimal control problems for different stocha...
AbstractWe introduce a notion of stochastic entropic solution à la Kruzkov, but with Ito's calculus ...
This paper deals with the global stability for some composite stochastic control systems with nontri...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
AbstractThe main purpose of this article is to investigate the problem of (ε, δ)-stochastic controll...
We start by summarizing the state of the art in stabilization of stochastic linear systems with boun...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
AbstractThe classical theory of controllability for deterministic systems is extended to linear stoc...
AbstractLet xtu(w) be the solution process of the n-dimensional stochastic differential equation dxt...
International audienceIn this paper, we study a criterion for the viability of stochastic semi-linea...
by Lau Chung Kei.Thesis (M.Phil.)--Chinese University of Hong Kong, 1980.Bibliography: leaf 90
We establish uniqueness of viscosity solutions for some boundary value problems arising from stochas...
We prove that a class of fully coupled forward-backward systems in infinite dimensions has a local u...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
ABSTRACT. In this article we construct control policies that ensure bounded variance of a noisy marg...
In this paper we are concerned with two norm optimal control problems for different stocha...
AbstractWe introduce a notion of stochastic entropic solution à la Kruzkov, but with Ito's calculus ...
This paper deals with the global stability for some composite stochastic control systems with nontri...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...