Add to ORKGWe present linearization techniques for the Mayer stochastic control problem and the L∞-control problem. These techniques proved to be very useful in dealing with deterministic and stochastic control problems
Abstract—This paper examines stochastic optimal control problems in which the state is perfectly kno...
Stochastic control theory is introduced and its importance relative to control science in general is...
Stochastic control plays an important role in many scientific and applied disciplines including comm...
International audienceUsing the linear programming approach to stochastic control introduced in [6] ...
International audienceWe present two applications of the linearization techniques in stochastic opti...
Abstract: This paper examines the numerical implementation of a linear pro-gramming (LP) formulation...
The paper presents and illustrates a method of stochastic linearization of nonlinear systems. The sy...
AbstractIn a previous paper we gave a new, natural extension of the calculus of variations/optimal c...
23 pagesStatistical linearization has recently seen a particular surge of interest as a numerically ...
International audienceWe study a class of nonlinear stochastic control problems with semicontinuous ...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
The purpose of this part of the paper is to provide a review of recent results (1991)(1992)(1993)(19...
Most real world systems are at least somewhat nonlinear. Various methods have been proposed for cont...
AbstractThe classical theory of controllability for deterministic systems is extended to linear stoc...
Thesis. 1978. Ph.D.--Massachusetts Institute of Technology. Dept. of Electrical Engineering and Comp...
Abstract—This paper examines stochastic optimal control problems in which the state is perfectly kno...
Stochastic control theory is introduced and its importance relative to control science in general is...
Stochastic control plays an important role in many scientific and applied disciplines including comm...
International audienceUsing the linear programming approach to stochastic control introduced in [6] ...
International audienceWe present two applications of the linearization techniques in stochastic opti...
Abstract: This paper examines the numerical implementation of a linear pro-gramming (LP) formulation...
The paper presents and illustrates a method of stochastic linearization of nonlinear systems. The sy...
AbstractIn a previous paper we gave a new, natural extension of the calculus of variations/optimal c...
23 pagesStatistical linearization has recently seen a particular surge of interest as a numerically ...
International audienceWe study a class of nonlinear stochastic control problems with semicontinuous ...
SIGLEAvailable from British Library Document Supply Centre- DSC:0678.231F(AD-A--260-478)(microfiche)...
The purpose of this part of the paper is to provide a review of recent results (1991)(1992)(1993)(19...
Most real world systems are at least somewhat nonlinear. Various methods have been proposed for cont...
AbstractThe classical theory of controllability for deterministic systems is extended to linear stoc...
Thesis. 1978. Ph.D.--Massachusetts Institute of Technology. Dept. of Electrical Engineering and Comp...
Abstract—This paper examines stochastic optimal control problems in which the state is perfectly kno...
Stochastic control theory is introduced and its importance relative to control science in general is...
Stochastic control plays an important role in many scientific and applied disciplines including comm...