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Bilan économique du stockage en réserve qualitative de vin de champagneLAYE, Jacques; LAYE, Maximilien.RAIRO. Recherche opérationnelle. 2006, Vol 40, Num 2, pp 235-251, issn 0399-0559, 17 p.Conference Paper
STOCHASTIC CONTROL OF A TECHNOLOGICAL PROCESS OF AN AUTOMATIC INSTALLATION FOR ELECTRIC DESALTINGALIEV FT.1982; IZV. VYSS. UCEBN. ZAVED., NEFT GAZ; ISSN 501441; SUN; DA. 1982; NO 10; PP. 69-74; BIBL. 4 REF.Article
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
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
Kalman filtering and control of water level in an interconnected multi-reservoir power systemTAMURA, H; KUTSUMI, T; NAKAMURA, H et al.International symposium on system analysis applied to management of water resources. 1989, pp 73-78Conference Paper
ROADEF 03ARTIGUES, Christian; FEILLET, Dominique; MICHELON, Philippe et al.RAIRO. Recherche opérationnelle. 2006, Vol 40, Num 2, issn 0399-0559, 178 p.Conference Proceedings
On the large deviation principle for a quadratic functional of the autoregressive processBRYC, W; SMOLENSKI, W.Statistics & probability letters. 1993, Vol 17, Num 4, pp 281-285, issn 0167-7152Article
Optimal tracking of Brownian motionASSAF, D; SHEPP, L; YI-CHING YAO et al.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 3-4, pp 233-245, issn 1045-1129Article
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
Ergodic BSDEs under weak dissipative assumptionsDEBUSSCHE, Arnaud; YING HU; TESSITORE, Gianmario et al.Stochastic processes and their applications. 2011, Vol 121, Num 3, pp 407-426, issn 0304-4149, 20 p.Article
OPTIMAL DIVIDEND STRATEGIES FOR A COMPOUND POISSON PROCESS UNDER TRANSACTION COSTS AND POWER UTILITYTHONHAUSER, Stefan; ALBRECHER, Hansjörg.Stochastic models. 2011, Vol 27, Num 1, pp 120-140, issn 1532-6349, 21 p.Article
Importance sampling for a Markov modulated queuing networkSEZER, Ali Devin.Stochastic processes and their applications. 2009, Vol 119, Num 2, pp 491-517, issn 0304-4149, 27 p.Article
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applicationsJULIANG YIN; YONGJIN WANG.Journal of mathematical analysis and applications. 2007, Vol 328, Num 1, pp 438-451, issn 0022-247X, 14 p.Article
Multi-period optimization portfolio with bankruptcy control in stochastic marketWEI, Shu-Zhi; YE, Zhong-Xing.Applied mathematics and computation. 2007, Vol 186, Num 1, pp 414-425, issn 0096-3003, 12 p.Article
Non-compact-valued stochastic control under state constraintsGOREAC, Dan.Bulletin des sciences mathématiques (Paris. 1885). 2007, Vol 131, Num 8, pp 716-737, issn 0007-4497, 22 p.Article
Weak Dirichlet processes with a stochastic control perspectiveGOZZI, Fausto; RUSSO, Francesco.Stochastic processes and their applications. 2006, Vol 116, Num 11, pp 1563-1583, issn 0304-4149, 21 p.Article
Boundary blow-up solutions for a class of elliptic equations on a bounded domainGONCALVES, J. V; RONCALLI, Angelo.Applied mathematics and computation. 2006, Vol 182, Num 1, pp 13-23, issn 0096-3003, 11 p.Article
Optimisation in non-life insuranceSCHMIDLI, Hanspeter.Stochastic models. 2006, Vol 22, Num 4, pp 689-722, issn 1532-6349, 34 p.Conference Paper
A multi-layer demand-responsive logistics control methodology for alleviating the bullwhip effect of supply chainsSHEU, Jiuh-Biing.European journal of operational research. 2005, Vol 161, Num 3, pp 797-811, issn 0377-2217, 15 p.Article
A variational formulation for the navier-stokes equationGOMES, Diogo Aguiar.Communications in mathematical physics. 2005, Vol 257, Num 1, pp 227-234, issn 0010-3616, 8 p.Article
A constrained non-linear regular-singular stochastic control problem, with applicationsXIN GUO; JUN LIU; XUN YU ZHOU et al.Stochastic processes and their applications. 2004, Vol 109, Num 2, pp 167-187, issn 0304-4149, 21 p.Article
Markovian bridges and reversible diffusion processes with jumpsPRIVAULT, Nicolas; ZAMBRINI, Jean-Claude.Annales de l'I.H.P. Probabilités et statistiques. 2004, Vol 40, Num 5, pp 599-633, issn 0246-0203, 35 p.Article
Using Cox's proportional hazard models to implement optimal strategies : An example from behavioural ecologyTENHUMBERG, B; KELLER, M. A; POSSINGHAM, H. P et al.Mathematical and computer modelling. 2001, Vol 33, Num 6-7, pp 597-607, issn 0895-7177Article
On natural learning and pruning in multilayered perceptronsHESKES, T.Neural computation. 2000, Vol 12, Num 4, pp 881-901, issn 0899-7667Article
Optimal dividend payout under compound Poisson incomeZAJIC, T.Journal of optimization theory and applications. 2000, Vol 104, Num 1, pp 195-213, issn 0022-3239Article