Add to ORKGThe main achievement of this work is the development of a duality theory for optimal control problems with stochastic differential equations. Incipient with the Hamilton-Jacobi-Bellman equation we established a dual problem to a given stochastic control problem and were also able to generalise the assembled theory
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
AbstractThe purpose of this paper is to show the relation between the search for the minimal solutio...
The main achievement of this work is the development of a duality theory for optimal control problem...
AbstractWe prove a duality theorem for the stochastic optimal control problem with a convex cost fun...
We give a duality theorem for the stochastic optimal control problem with a convex cost function and...
International audienceWe study a classical stochastic optimal control problem with constraints and d...
We consider general problems of optimal stochastic control and the associated Hamilton-Jacobi-Bellma...
We give a duality theorem for the stochastic optimal control prob-lem with a convex cost function an...
Within a general abstract framework, we show that any optimal control problem in standard form can b...
This thesis presents two research topics, the first one being divided into two parts. In the first p...
This paper uses the method of conjugate duality to investigate a class of stochastic optimal control...
Abstract. The paper is devoted to the study of optimal control of stochastic differential delay equa...
The thesis is composed by two dierent parts, which are not related each other. The rst part is devot...
We study stochastic linearquadratic LQ optimal control problems over an innite time horizon allowi...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
AbstractThe purpose of this paper is to show the relation between the search for the minimal solutio...
The main achievement of this work is the development of a duality theory for optimal control problem...
AbstractWe prove a duality theorem for the stochastic optimal control problem with a convex cost fun...
We give a duality theorem for the stochastic optimal control problem with a convex cost function and...
International audienceWe study a classical stochastic optimal control problem with constraints and d...
We consider general problems of optimal stochastic control and the associated Hamilton-Jacobi-Bellma...
We give a duality theorem for the stochastic optimal control prob-lem with a convex cost function an...
Within a general abstract framework, we show that any optimal control problem in standard form can b...
This thesis presents two research topics, the first one being divided into two parts. In the first p...
This paper uses the method of conjugate duality to investigate a class of stochastic optimal control...
Abstract. The paper is devoted to the study of optimal control of stochastic differential delay equa...
The thesis is composed by two dierent parts, which are not related each other. The rst part is devot...
We study stochastic linearquadratic LQ optimal control problems over an innite time horizon allowi...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
AbstractThe purpose of this paper is to show the relation between the search for the minimal solutio...