Mimicking finite dimensional marginals of a controlled diffusion by simpler controlsBORKAR, V. S.Stochastic processes and their applications. 1989, Vol 31, Num 2, pp 333-342, issn 0304-4149, 10 p.Article

Quality control by the optimal control of a discrete-state stochastic processTAPIERO, C. S.International journal of production research. 1986, Vol 24, Num 4, pp 927-937, issn 0020-7543Article

A note on two-sided stochastic control problemsMORIMOTO, H.Systems & control letters. 1986, Vol 8, Num 1, pp 47-49, issn 0167-6911Article

Probability of maintaining or attaining a structure in one stepABDALLAOUI, G.Journal of applied probability. 1987, Vol 24, Num 4, pp 1006-1011, issn 0021-9002Article

Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equationsLIONS, P. L.Journal of functional analysis. 1989, Vol 86, Num 1, pp 1-18, issn 0022-1236, 18 p.Article

A solvable stochastic control problem in hyperbolic three spaceDUNCAN, T. E.Systems & control letters. 1987, Vol 8, Num 5, pp 435-439, issn 0167-6911Article

A stochastic resolution of a complex Monge-ampere equation on a negatively curved Kähler manifoldKANEKO, H.Osaka Journal of Mathematics. 1987, Vol 24, Num 2, pp 307-319, issn 0030-6126Article

Parameter sensitivity in stochastic optimal controlLOEWEN, P. D.Stochastics. 1987, Vol 22, Num 1, pp 1-40, issn 0090-9491Article

Un problème de commande stochastique avec des conditions limites au hasardARSHAKYAN, A. G; BRUTYAN, V. K; BADEYAN, M. G et al.Himičeskaâ tehnologiâ. 1987, Vol 155, Num 5, pp 65-70, issn 0235-3482Article

Controlled partially observed diffusions with correlated noiseQING ZHANG.Applied mathematics & optimization. 1990, Vol 22, Num 3, pp 265-285, issn 0095-4616, 21 p.Article

Réflexions (ou régulations) de processus dans le premier «orthant» de Rⁿ = Reflections (or regulations) of processes in the first orthant of RⁿBERNARD, A; EL KHARROUBI, A.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1989, Vol 309, Num 6, pp 371-375, issn 0764-4442Article

Simpler polynomial solutions in stochastic feedback controlROBERTS, A. P.International Journal of Control. 1987, Vol 45, Num 1, pp 117-126, issn 0020-7179Article

Continuous-time Casino problemsPESTIEN, V. C; SUDDERTH, W. D.Mathematics of operations research. 1988, Vol 13, Num 2, pp 364-376, issn 0364-765XArticle

Filtering and control for wide bandwidth noise driven systemsKUSHNER, H. J; RUNGGALDIER, W. J.IEEE transactions on automatic control. 1987, Vol 32, Num 2, pp 123-133, issn 0018-9286Article

The repair us. replacement problem: a stochastic control approachL'ECUYER, P; HAURIE, A.Optimal control applications & methods. 1987, Vol 8, Num 3, pp 219-230, issn 0143-2087Article

On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic controlDE SOUZA, C. E; FRAGOSO, M. D.Systems and control letters. 1990, Vol 14, Num 3, pp 233-239Article

Asymptotically efficient adaptive allocation schemes for controlled I.I.D. processes: finite parameter spaceRAJEEV AGRAWAL; TENEKETZIS, D; VENKATACHALAM ANANTHARAM et al.IEEE transactions on automatic control. 1989, Vol 34, Num 3, pp 258-267, issn 0018-9286Article

Minimizing or maximizing the expected time to reach zeroHEATH, D; OREY, S; PESTIEN, V et al.SIAM journal on control and optimization. 1987, Vol 25, Num 1, pp 195-205, issn 0363-0129Article

Optimization with an uncertain objectiveDEGROOT, M. H.Stochastics. 1987, Vol 21, Num 2, pp 93-112, issn 0090-9491Article

Optimal control with state-space constraint IISONER, H. M.SIAM journal on control and optimization. 1986, Vol 24, Num 6, pp 1110-1122, issn 0363-0129Article

Schrödinger conditional Brownian motion and stochastic calculus of variationsZHONGXIN ZHAO.Stochastics. 1986, Vol 18, Num 1, pp 1-15, issn 0090-9491Article

Hitting lines at minimal cost with a Gaussian processLEFEBVRE, M.Automatica (Oxford). 1990, Vol 26, Num 2, pp 435-436, issn 0005-1098Article

A minimum variance result in continuous trading portfolio optimizationRICHARDSON, H. R.Management science. 1989, Vol 35, Num 9, pp 1045-1055, issn 0025-1909Article

On the existence of optimal control for controlled stochastic partial differential equationsNAGASE, N.Nagoya Mathematical Journal. 1989, Vol 115, pp 73-85, issn 0027-7630, 13 p.Article

Stochastic time-optimal control problemsZHANG, W; ELLIOTT, D.IEE proceedings. Part D. Control theory and applications. 1988, Vol 135, Num 6, pp 395-404, issn 0143-7054Article