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Results 1 to 25 of 163

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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

Fully nonlinear stochastic partial differential equations : non-smooth equations and applicationsLIONS, P.-L; SOUGANIDIS, P. E.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1998, Vol 327, Num 8, pp 735-741, issn 0764-4442Article

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

Finite-dimensional filtering and control for continuous-time nonlinear systemsELLIOTT, Robert J; AGGOUN, Lakhdar; BENMERZOUGA, Ali et al.Stochastic analysis and applications. 2004, Vol 22, Num 2, pp 499-505, issn 0736-2994, 7 p.Article

Continuous-time Gauss-Markov processes with fixed reciprocal dynamicsBEGHI, A.Journal of mathematical systems, estimation, and control. 1997, Vol 7, Num 3, pp 343-366, issn 1052-0600Article

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

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

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

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