We introduce a notion of pathwise optimality for stochastic control problems over an infinite time horizon, and give sufficient conditions for the existence of pathwise optimal controls. We analyze both diffusion processes and processes with discrete state space
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
International audienceWe study a class of controlled differential equations driven by rough paths (o...
We introduce a notion of pathwise optimality for stochastic control problems over an infinite time h...
We introduce a notion of pathwise optimality for stochastic control problems over an infinite time h...
A pathwise optimality criterion is proposed for stochastic control problems in order toreduce the ri...
A pathwise optimality criterion is proposed for stochastic control problems in order toreduce the ri...
A pathwise optimality criterion is proposed for stochastic control problems in order toreduce the ri...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This thesis consists of two papers concerning necessary conditions in stochas-tic control problems. ...
AbstractThe stochastic version of classical discrete optimal control problems with a finite set of s...
Abstract. We study stochastic motion planning problems which involve a controlled pro-cess, with pos...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
International audienceWe study a class of controlled differential equations driven by rough paths (o...
We introduce a notion of pathwise optimality for stochastic control problems over an infinite time h...
We introduce a notion of pathwise optimality for stochastic control problems over an infinite time h...
A pathwise optimality criterion is proposed for stochastic control problems in order toreduce the ri...
A pathwise optimality criterion is proposed for stochastic control problems in order toreduce the ri...
A pathwise optimality criterion is proposed for stochastic control problems in order toreduce the ri...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This thesis consists of two papers concerning necessary conditions in stochas-tic control problems. ...
AbstractThe stochastic version of classical discrete optimal control problems with a finite set of s...
Abstract. We study stochastic motion planning problems which involve a controlled pro-cess, with pos...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degene...
International audienceWe study a class of controlled differential equations driven by rough paths (o...
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