Add to ORKGThesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1990.Includes bibliographical references (leaves 159-162).by Chee-Seng Chow.Ph.D
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect informa...
Reproduced by courtesy of Springer Verlag from Lecture Notes vol. 960 ''Multigrid Methods''SIGLETIB:...
We consider the numerical solution of discrete-time, stationary, infinite horizon, discounted stocha...
Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decis...
Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Suppor...
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer ...
The stochastic Galerkin finite element method provides a powerful tool for computing high-order stoc...
Proceedings of the conference on mulitgrid methods held at Koeln-Porz, 23 - 27 Nov 1981 published in...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
Key words: optimal control problems, reaction-diffusion systems, space-time multigrid schemes Abstra...
Abstract: The object of this paper is (i) to formulate the multi-time stochastic control theory, (ii...
Much research in control systems is purely mathematical, but advances in stochastic control problem ...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect informa...
Reproduced by courtesy of Springer Verlag from Lecture Notes vol. 960 ''Multigrid Methods''SIGLETIB:...
We consider the numerical solution of discrete-time, stationary, infinite horizon, discounted stocha...
Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decis...
Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Suppor...
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer ...
The stochastic Galerkin finite element method provides a powerful tool for computing high-order stoc...
Proceedings of the conference on mulitgrid methods held at Koeln-Porz, 23 - 27 Nov 1981 published in...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
Key words: optimal control problems, reaction-diffusion systems, space-time multigrid schemes Abstra...
Abstract: The object of this paper is (i) to formulate the multi-time stochastic control theory, (ii...
Much research in control systems is purely mathematical, but advances in stochastic control problem ...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect informa...
Reproduced by courtesy of Springer Verlag from Lecture Notes vol. 960 ''Multigrid Methods''SIGLETIB:...