Deterministic methods in stochastic optimal control

Contents

Jeffrey D. Azzato
Jacek B. Krawczyk
Directed Jacek B. Krawczyk

January 2015

Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...

Some current issues in stochastic control theory

Davis, M.H.A.
Imperial Coll. London (UK). Dept. of Electrical Engineering

1.00SIGLELD:7074.135(EE.CON--81.15) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

New approach to stochastic optimal control

Josa-Fombellida, Ricardo
Rincón-Zapatero, Juan Pablo

January 2007

The original publication is available at www.springerlink.comThis paper provides new insights into t...

Stochastic optimal control and regime switching Applications in economics

Zhang, L

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX182255 / BLDSC - British Library D...

Numerical methods for stochastic control problems

Hadimoglou, H
Cambridge Univ. (United Kingdom)

January 1978

SIGLEAvailable from British Library Lending Division - LD:D53147/85 / BLDSC - British Library Docume...

Stochastic optimal control and its connection with estimation

Gessing, R.
Oxford Univ. (UK). Dept. of Engineering Science

January 1980

SIGLELD:7623.47(OUEL--1328/80) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

On optimal strategies in stochastic decision processes

MacPhee, I.M

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:D60986 / BLDSC - British Library Doc...

Optimal control of stochastic non-linear models

Hall, S.G.
Harnett, I.R.
Stephenson, M.J
Bank of England, London (United Kingdom). Economics Div

January 1988

Paper presented at ESRC Macroeconomic Modelling Seminar at Univ. Warwick (GB), Jul 1988Available fro...

Stochastic programming Models, solution methods and applications

Poojari, Chandra A.

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN054790 / BLDSC - British Library ...

Numerical methods for optimal control problems

Lyle, S
Reading Univ. (United Kingdom)

January 1981

SIGLEAvailable from British Library Lending Division - LD:D55974/85 / BLDSC - British Library Docume...

Dynamics and optimal control of stochastic pension plan models

Cairns, A.J.
Birkbeck Coll., London (United Kingdom). Pensions Inst.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9709) / BLDSC - British Lib...

On stochastic equations driven by mild solutions

Brown, H.

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015949 / BLDSC - British Library D...

Numerical methods for time-optimal and fuel-optimal control

Ong, P

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D48211/82 / BLDSC - British Library ...

A METHOD FOR OPTIMAL CONTROL UNDER UNCERTAINTY

Stoyanov, Stoyan K.
Grancharova, Alexandra I.

January 1994

A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...

Digital optimal control systems with stochastic parameters

De Koning, W.L. (author)

October 1984

Electrical Engineering, Mathematics and Computer ScieneElectrical Engineering, Mathematics and Compu...

Contents

Jeffrey D. Azzato
Jacek B. Krawczyk
Directed Jacek B. Krawczyk

January 2015

Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...

Some current issues in stochastic control theory

Davis, M.H.A.
Imperial Coll. London (UK). Dept. of Electrical Engineering

1.00SIGLELD:7074.135(EE.CON--81.15) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

New approach to stochastic optimal control

Josa-Fombellida, Ricardo
Rincón-Zapatero, Juan Pablo

January 2007

The original publication is available at www.springerlink.comThis paper provides new insights into t...

Stochastic optimal control and regime switching Applications in economics

Zhang, L

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX182255 / BLDSC - British Library D...

Numerical methods for stochastic control problems

Hadimoglou, H
Cambridge Univ. (United Kingdom)

January 1978

SIGLEAvailable from British Library Lending Division - LD:D53147/85 / BLDSC - British Library Docume...

Stochastic optimal control and its connection with estimation

Gessing, R.
Oxford Univ. (UK). Dept. of Engineering Science

January 1980

SIGLELD:7623.47(OUEL--1328/80) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

On optimal strategies in stochastic decision processes

MacPhee, I.M

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:D60986 / BLDSC - British Library Doc...

Optimal control of stochastic non-linear models

Hall, S.G.
Harnett, I.R.
Stephenson, M.J
Bank of England, London (United Kingdom). Economics Div

January 1988

Paper presented at ESRC Macroeconomic Modelling Seminar at Univ. Warwick (GB), Jul 1988Available fro...

Stochastic programming Models, solution methods and applications

Poojari, Chandra A.

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN054790 / BLDSC - British Library ...

Numerical methods for optimal control problems

Lyle, S
Reading Univ. (United Kingdom)

January 1981

SIGLEAvailable from British Library Lending Division - LD:D55974/85 / BLDSC - British Library Docume...

Dynamics and optimal control of stochastic pension plan models

Cairns, A.J.
Birkbeck Coll., London (United Kingdom). Pensions Inst.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.5718(9709) / BLDSC - British Lib...

On stochastic equations driven by mild solutions

Brown, H.

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN015949 / BLDSC - British Library D...

Numerical methods for time-optimal and fuel-optimal control

Ong, P

January 1981

SIGLEAvailable from British Library Document Supply Centre- DSC:D48211/82 / BLDSC - British Library ...

A METHOD FOR OPTIMAL CONTROL UNDER UNCERTAINTY

Stoyanov, Stoyan K.
Grancharova, Alexandra I.

January 1994

A new stochastic method and algorithm are presented to solve optimal control problems under uncertai...

Digital optimal control systems with stochastic parameters

De Koning, W.L. (author)

October 1984

Electrical Engineering, Mathematics and Computer ScieneElectrical Engineering, Mathematics and Compu...

Contents

Jeffrey D. Azzato
Jacek B. Krawczyk
Directed Jacek B. Krawczyk

January 2015

Abstract. Computing the solution to a stochastic optimal con-trol problem is difficult. A method of ...

Some current issues in stochastic control theory

Davis, M.H.A.
Imperial Coll. London (UK). Dept. of Electrical Engineering

1.00SIGLELD:7074.135(EE.CON--81.15) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

New approach to stochastic optimal control

Josa-Fombellida, Ricardo
Rincón-Zapatero, Juan Pablo

January 2007

The original publication is available at www.springerlink.comThis paper provides new insights into t...

Deterministic methods in stochastic optimal control

Abstract

Extracted data

Deterministic methods in stochastic optimal control

Abstract

Extracted data

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