On the Continuity of Stochastic Exit Time Control ProblemsBAYRAKTAR, Erhan; QINGSHUO SONG; JIE YANG et al.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 48-60, issn 0736-2994, 13 p.Article

Computational Nonlinear Stochastic ControlKUMAR, Mrinal; CHAKRAVORTY, S; JUNKINS, John L et al.Journal of guidance, control, and dynamics. 2009, Vol 32, Num 3, pp 1050-1055, issn 0731-5090, 6 p.Article

Stochastic realization for stochastic control with partial observationsVAN SCHUPPEN, Jan H.Lecture notes in control and information sciences. 2007, pp 304-314, issn 0170-8643, isbn 978-3-540-73569-4, 11 p.Conference Paper

Continuous-time stochastic adaptive controlGEVERS, M; GOODWIN, G. C; WERTZ, V et al.SIAM journal on control and optimization. 1991, Vol 29, Num 2, pp 264-282, issn 0363-0129Article

Robustness of unmodified stochastic adaptive control algorithmsRADENKOVIC, M. S; BIALASIEWICZ, J. T.IEEE transactions on automatic control. 1994, Vol 39, Num 2, pp 396-400, issn 0018-9286Article

Stochastic maximum principle for optimal control of SPDEsFUHRMAN, Marco; YING HU; TESSITORE, Gianmario et al.Comptes rendus. Mathématique. 2012, Vol 350, Num 13-14, pp 683-688, issn 1631-073X, 6 p.Article

Existence of stochastic control under state constraintsBUCKDAHN, R; PENG, S; QUINCAMPOIX, M et al.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1998, Vol 327, Num 1, pp 17-22, issn 0764-4442Article

A numerical method for reflected diffusions : control of the reflection directions and applicationsKUSHNER, H. J.Applied mathematics & optimization. 1996, Vol 33, Num 1, pp 61-79, issn 0095-4616Article

Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by DiffusionZHANG, Shuaiqi.Stochastic analysis and applications. 2012, Vol 30, Num 4, pp 642-661, issn 0736-2994, 20 p.Article

Combined Optimal Stopping and Singular Stochastic ControlTA THI KIEU AN.Stochastic analysis and applications. 2010, Vol 28, Num 3, pp 401-414, issn 0736-2994, 14 p.Article

Well-posedness and regularity of backward stochastic Volterra integral equationsJIONGMIN YONG.Probability theory and related fields. 2008, Vol 142, Num 1-2, pp 21-77, issn 0178-8051, 57 p.Article

Existence d'un portefeuille optimal et étude d'un modèle à volatilité stochastique = Existence of an optimal portfolio and study of stochastic volatility modelMoukoukou, Arsene Roland; Charlot, Francois.1999, 44 p.Thesis

Connections between bounded-variation control and Dynkin gamesKARATZAS, Ioannis; HUI WANG.Optimal control and partial differential equation. Conference. 2001, pp 363-373, isbn 1-58603-096-5Conference Paper

Chaînes de Markov = Markov chainsLACROIX, Jean.Techniques de l'ingénieur. Sciences fondamentales. 2008, Vol AFM3, Num AF612, AF612.1-AF612.16, docAF612.1 [17 p.]Article

Variational inequalities for combined control and stoppingMORIMOTO, Hiroaki.SIAM journal on control and optimization. 2004, Vol 42, Num 2, pp 686-708, issn 0363-0129, 23 p.Article

Exact and possible viability for controlled diffusionsMAZLIAK, Laurent; RAINER, Catherine.Statistics & probability letters. 2003, Vol 62, Num 2, pp 155-161, issn 0167-7152, 7 p.Article

Intrinsic difficulties in stochastic control of unstable convolution operators on ZMÄKILÄ, Pertti M.IEEE transactions on automatic control. 2003, Vol 48, Num 11, pp 2015-2019, issn 0018-9286, 5 p.Article

Stabilization of stochastic recurrent neural networksSANCHEZ, Edgar N; PEREZ, Jose P.IEEE international symposium on intelligent control. 2002, pp 445-447, isbn 0-7803-7620-X, 3 p.Conference Paper

A game problem in the control of a system of a random discontinuously-changing structureBUKHALEV, V. A.Journal of computer & system sciences international. 1995, Vol 33, Num 1, pp 70-80, issn 1064-2307Article

The performance of a projectile which uses a bang-bang type guidance law : Part 2-A semirigid body modelYAVIN, Y; FRANGOS, C; FOURIE, J. P et al.Computers & mathematics with applications (1987). 1992, Vol 24, Num 4, pp 85-92, issn 0898-1221Article

The continuum-armed bandit problemAGRAWAL, R.SIAM journal on control and optimization. 1995, Vol 33, Num 6, pp 1926-1951, issn 0363-0129Article

A new method of proving structural properties for certain class of stochastic dynamic control problemsWEIFEN ZHUANG; LI, Michael Z. F.Operations research letters. 2010, Vol 38, Num 5, pp 462-467, issn 0167-6377, 6 p.Article

Aggregate production planning by stochastic controlSHEN, R. F. C.European journal of operational research. 1994, Vol 73, Num 2, pp 346-359, issn 0377-2217Article

Stochastic optimum control of macroeconometric models using the algorithm OPTCONNECK, R; MATULKA, J.European journal of operational research. 1994, Vol 73, Num 2, pp 384-405, issn 0377-2217Article

Comparison between optimal costs for relaxed and non-relaxed control problems with jumpsMAZLIAK, L.Systems & control letters. 1991, Vol 17, Num 4, pp 315-319, issn 0167-6911Article