Construction of branching diffusion processes and their optimal stochastic control

S. Ustunel

doi:10.1007/bf01442107

Construction of branching diffusion processes and their optimal stochastic control

Applied Mathematics & Optimization ◽

10.1007/bf01442107 ◽

1981 ◽

Vol 7 (1) ◽

pp. 11-33 ◽

Cited By ~ 4

Author(s):

S. Ustunel

Keyword(s):

Stochastic Control ◽

Diffusion Processes ◽

Optimal Stochastic Control ◽

Branching Diffusion

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Stochastic control related to branching diffusion processes

Journal of Mathematics of Kyoto University ◽

10.1215/kjm/1250521071 ◽

1985 ◽

Vol 25 (3) ◽

pp. 549-575

Author(s):

Makiko Nisio

Keyword(s):

Stochastic Control ◽

Diffusion Processes ◽

Branching Diffusion

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Optimal Stochastic Control of Energy Storage System Based on Pontryagin Minimum Principle for Flattening PEV Fast Charging in a Service Area

IEEE Control Systems Letters ◽

10.1109/lcsys.2021.3066155 ◽

2021 ◽

pp. 1-1

Author(s):

Francesco Liberati ◽

Alessandro Di Giorgio ◽

Giorgio Koch

Keyword(s):

Energy Storage ◽

Stochastic Control ◽

Minimum Principle ◽

Storage System ◽

Energy Storage System ◽

Service Area ◽

Optimal Stochastic Control ◽

Pontryagin Minimum Principle ◽

Fast Charging

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Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

SIAM Journal on Control and Optimization ◽

10.1137/140956051 ◽

2015 ◽

Vol 53 (6) ◽

pp. 3673-3689 ◽

Cited By ~ 10

Author(s):

Kai Du

Keyword(s):

Stochastic Control ◽

Riccati Equations ◽

Optimal Stochastic Control ◽

Control Problems ◽

Linear Quadratic ◽

Solvability Conditions ◽

Stochastic Control Problems

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Residence times of branching diffusion processes

Physical Review E ◽

10.1103/physreve.94.012131 ◽

2016 ◽

Vol 94 (1) ◽

Cited By ~ 4

Author(s):

E. Dumonteil ◽

A. Mazzolo

Keyword(s):

Diffusion Processes ◽

Residence Times ◽

Branching Diffusion

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Remarks on “optimal stochastic control for discrete-time linear system with interrupted observations”

Automatica ◽

10.1016/0005-1098(74)90027-2 ◽

1974 ◽

Vol 10 (2) ◽

pp. 213-214 ◽

Cited By ~ 3

Author(s):

Satoru Fujishige

Keyword(s):

Linear System ◽

Stochastic Control ◽

Discrete Time ◽

Optimal Stochastic Control ◽

Time Linear

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Asymptotic behavior of branching diffusion processes in periodic media

Electronic Journal of Probability ◽

10.1214/20-ejp527 ◽

2020 ◽

Vol 25 (0) ◽

Author(s):

Pratima Hebbar ◽

Leonid Koralov ◽

James Nolen

Keyword(s):

Asymptotic Behavior ◽

Diffusion Processes ◽

Periodic Media ◽

Branching Diffusion

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Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717201 ◽

2010 ◽

Cited By ~ 1

Author(s):

Charalambos D. Charalambous ◽

Farzad Rezaei ◽

Ioannis Tzortzis

Keyword(s):

Total Variation ◽

Stochastic Control ◽

Discrete Time ◽

Optimal Stochastic Control ◽

Total Variation Distance ◽

Discrete Time Systems ◽

Variation Distance ◽

Time Systems

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An Introductory Approach to Duality in Optimal Stochastic Control

SIAM Review ◽

10.1137/1020004 ◽

1978 ◽

Vol 20 (1) ◽

pp. 62-78 ◽

Cited By ~ 242

Author(s):

Jean-Michel Bismut

Keyword(s):

Stochastic Control ◽

Optimal Stochastic Control

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Numerical methods in ergodic optimal stochastic control and application

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007048 ◽

2005 ◽

pp. 59-73 ◽

Cited By ~ 9

Author(s):

F. Campillo ◽

E. Pardoux

Keyword(s):

Numerical Methods ◽

Stochastic Control ◽

Optimal Stochastic Control

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Optimal Stochastic Control Schemes within a Structural Reliability Framework

10.1007/978-3-319-01405-0 ◽

2013 ◽

Cited By ~ 5

Author(s):

Bernt J. Leira

Keyword(s):

Stochastic Control ◽

Structural Reliability ◽

Optimal Stochastic Control ◽

Control Schemes

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