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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

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

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 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

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

Equilibre avec asymétrie d'information = Equilibrium with asymmetric informationCho, Kyung-Ha; El Karoui, Nicole.1997, 105 p.Thesis

Preserving quantum coherence via random modulationMANCINI, Stefano; VITALI, David; TOMBESI, Paolo et al.Journal of optics. B, Quantum and semiclassical optics (Print). 2002, Vol 4, Num 4, pp S300-S306, issn 1464-4266Conference Paper

Nervousness in inventory management : Comparison of basic control rulesDE KOK, T; INDERFURTH, K.European journal of operational research. 1997, Vol 103, Num 1, pp 55-82, issn 0377-2217Article

Superreplication of European multiasset derivatives with bounded stochastic volatilityGOZZI, Fausto; VARGIOLU, Tiziano.Mathematical methods of operations research (Heidelberg). 2002, Vol 55, Num 1, pp 69-91, issn 1432-2994Article

Backward equations, stochastic control and zero-sum stochastic differential gamesHAMADENE, S; LEPELTIER, J. P.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 3-4, pp 221-231, issn 1045-1129Article

Diffusion approximation for a controlled stochastic manufacturing system with average cost minimizationKRICHAGINA, E. V; LOU, S. X. C; SETHI, S. P et al.Mathematics of operations research. 1995, Vol 20, Num 4, pp 895-922, issn 0364-765XArticle

Improving productivity by periodic performance evaluation : a Bayesian stochastic modelFERNANDEZ-GAUCHERAND, E; SANJAY JAIN; LEE, H. L et al.Management science. 1995, Vol 41, Num 10, pp 1669-1678, issn 0025-1909Article

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

Stochastic linear-quadratic control via primal-dual semidefinite programmingYAO, David D; SHUZHONG ZHANG; XUN YU ZHOU et al.SIAM review (Print). 2004, Vol 46, Num 1, pp 87-111, issn 0036-1445, 25 p.Article

Mathematical Programming and FinanceKONNO, Hiroshi; MULVEY, John M; RUSZCZYNSKI, Andrzej et al.Mathematical programming. 2001, Vol 89, Num 2, issn 0025-5610, 135 p.Serial Issue

Risk sensitive portfolio optimizationSTETTNER, L.Mathematical methods of operations research (Heidelberg). 1999, Vol 50, Num 3, pp 463-474, issn 1432-2994Article

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

When time is of the essence : Averaging, aspiration, and the short run. CommentariesLOPES, L. L; LUCE, R. D; SCHOEMAKER, P. J. H et al.Organizational behavior and human decision processes (Print). 1996, Vol 65, Num 3, pp 179-200, issn 0749-5978Article

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

The achievable region approach to the optimal control of stochastic systemsDACRE, M; GLAZEBROOK, K; NINO-MORA, J et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 1999, Vol 61, Num 4, pp 747-791, issn 1369-7412Article

Strategic options in re-engineering of a manufacturing system with uncertain completion timeLIU, J; DONGQING YAO.European journal of operational research. 1999, Vol 115, Num 1, pp 47-58, issn 0377-2217Article

Fully nonlinear stochastic partial differential equationsLIONS, P.-L; SOUGANIDIS, P. E.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1998, Vol 326, Num 9, pp 1085-1092, issn 0764-4442Article

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