Stochastic exit time problems arising in process control

Author： Clark J. M.C.   Vinter R. B.  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.84, Iss.5-6, 2012-10, pp. : 667-681

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On a PDE Arising in One-Dimensional Stochastic Control Problems

By Josa-Fombellida Ricardo   Rincón-Zapatero Juan  

Journal of Optimization Theory and Applications, Vol. 147, Iss. 1, 2010-10 ,pp. : 1-26

Springer Publishing Company

Access to resources Recommend Favorite

Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic H ∞ control problems

By Dragan Vasile  

Numerical Algorithms, Vol. 57, Iss. 3, 2011-07 ,pp. : 357-375

Springer Publishing Company

Access to resources Recommend Favorite

Dynamics Aggregation in Stochastic Control Problems

By RUSZCZYŃSKI A.  

Journal of Optimization Theory and Applications, Vol. 105, Iss. 3, 2000-06 ,pp. : 639-658

Springer Publishing Company

Access to resources Recommend Favorite

Quenching solutions of a stochastic parabolic problem arising in electrostatic MEMS control

By  

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 41, Iss. 3, 2018-02 ,pp. : 1074-1082

John Wiley & Sons Inc

Access to resources Recommend Favorite

Necessary conditions for optimal singular stochastic control problems

By Dufour F.   Miller B.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 5, 2007-09 ,pp. : 469-504

Taylor & Francis Ltd

Access to resources Recommend Favorite