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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

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

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

General finite-dimensional risk-sensitive problems and small noise limitsBENSOUSSAN, A; ELLIOTT, R. J.IEEE transactions on automatic control. 1996, Vol 41, Num 2, pp 210-215, issn 0018-9286Article

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

Stochastic control of an epidemic processHAIYAN CAI; XIAOLONG LUO.International journal of systems science. 1994, Vol 25, Num 4, pp 821-828, issn 0020-7721Article

Prophetische Heizungssteuerung: PC-Programm gibt energiesparende Steuerbefehle nach wahrscheinlicher Wetterentwicklung = Prophetic heating control: PC-program gives energy-saving control orders according to probable weather evolutionWEBER, R.Sanitär und Heizungstechnik. 1993, Vol 58, Num 7, pp 59-61, issn 0036-4401Article

A bang-bang strategy for a finite fuel stochastic control problemSUDDERTH, W. D; WEERASINGHE, A. P. N.Advances in applied probability. 1992, Vol 24, Num 3, pp 589-603, issn 0001-8678Article

Generalised minimum-variance stochastic self-tuning controller with pole restrictionHANG, C. C; LIM, K. W; HO, W. K et al.IEE proceedings. Part D. Control theory and applications. 1991, Vol 138, Num 1, pp 25-32, issn 0143-7054Article

Optimum stochastic phasing of distant radiatorsSAMOILENKO, V. I; GRUBRIN, I. V; LYGINA, I. Y et al.Telecommunications & radio engineering. 1990, Vol 45, Num 8, pp 48-53, issn 0040-2508Article

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