Add to ORKGAbstract variational theory application to continuous parameter stochastic optimization problems to derive maximum principles in linear programmin
This paper uses abstract optimization theory to characterize and analyze the stochastic process desc...
The purpose of this conference, which was attended by 240 scientists from 20 countries, was to surve...
A maximum principle is proved for certain problems of continuous time stochastic control with hard e...
Continuous parameter stochastic optimization principle using abstract variational theor
International audienceOptimality conditions in the form of a variational inequality are proved for a...
This description of stochastic dynamical optimization models is intended to exhibit some of the con...
In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE...
International audienceWe derive a stochastic search procedure for parameter optimization from two fi...
We study the relaxed optimal stochastic control problem for systems governed by stochastic different...
AbstractA necessary condition of a stochastic maximum principle type is given for an optimal solutio...
A wide range of problems in economics, agriculture, and natural resource management have been analyz...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
AbstractThe present paper studies the stochastic maximum principle in singular optimal control, wher...
AbstractThis paper is concerned with the study of a stochastic control problem, where the controlled...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
This paper uses abstract optimization theory to characterize and analyze the stochastic process desc...
The purpose of this conference, which was attended by 240 scientists from 20 countries, was to surve...
A maximum principle is proved for certain problems of continuous time stochastic control with hard e...
Continuous parameter stochastic optimization principle using abstract variational theor
International audienceOptimality conditions in the form of a variational inequality are proved for a...
This description of stochastic dynamical optimization models is intended to exhibit some of the con...
In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE...
International audienceWe derive a stochastic search procedure for parameter optimization from two fi...
We study the relaxed optimal stochastic control problem for systems governed by stochastic different...
AbstractA necessary condition of a stochastic maximum principle type is given for an optimal solutio...
A wide range of problems in economics, agriculture, and natural resource management have been analyz...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
AbstractThe present paper studies the stochastic maximum principle in singular optimal control, wher...
AbstractThis paper is concerned with the study of a stochastic control problem, where the controlled...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
This paper uses abstract optimization theory to characterize and analyze the stochastic process desc...
The purpose of this conference, which was attended by 240 scientists from 20 countries, was to surve...
A maximum principle is proved for certain problems of continuous time stochastic control with hard e...