Examples of optimal control for nonlinear stochastic control problems with partial information

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480527 ◽

2002 ◽

Cited By ~ 1

Author(s):

C.D. Charalambous ◽

R.J. Elliott

Keyword(s):

Optimal Control ◽

Stochastic Control ◽

Partial Information ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

Existence results for stochastic control problems with partial information

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.010 ◽

1992 ◽

pp. 326-339

Keyword(s):

Stochastic Control ◽

Partial Information ◽

Existence Results ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

An existence theorem for optimal control systems with state variable inC, and stochastic control problems

Journal of Optimization Theory and Applications ◽

10.1007/bf00928670 ◽

1970 ◽

Vol 5 (5) ◽

pp. 335-346 ◽

Cited By ~ 4

Author(s):

Richard F. Baum

Keyword(s):

Optimal Control ◽

Existence Theorem ◽

Control Systems ◽

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems ◽

State Variable

Download Full-text

A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications

SIAM Journal on Control and Optimization ◽

10.1137/080738465 ◽

2009 ◽

Vol 48 (4) ◽

pp. 2106-2117 ◽

Cited By ~ 43

Author(s):

Jianhui Huang ◽

Guangchen Wang ◽

Jie Xiong

Keyword(s):

Maximum Principle ◽

Stochastic Control ◽

Partial Information ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

Optimality conditions for partial information stochastic control problems driven by Lévy processes

Systems & Control Letters ◽

10.1016/j.sysconle.2012.08.005 ◽

2012 ◽

Vol 61 (11) ◽

pp. 1079-1084 ◽

Cited By ~ 3

Author(s):

Khaled Bahlali ◽

Nabil Khelfallah ◽

Brahim Mezerdi

Keyword(s):

Optimality Conditions ◽

Stochastic Control ◽

Lévy Processes ◽

Partial Information ◽

Levy Processes ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

Decoupling Non-Sequential Stochastic Control Problems

1991 American Control Conference ◽

10.23919/acc.1991.4791883 ◽

1991 ◽

Cited By ~ 4

Author(s):

Mark S. Andersland

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

On the maximum principle for stochastic control problems

Probability Theory and Applications ◽

10.1515/9783112314227-105 ◽

1987 ◽

pp. 777-782

Keyword(s):

Maximum Principle ◽

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems ◽

The Maximum Principle

Download Full-text

The Relation Between Generalized and Singular Stochastic Control Problems 1

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)35329-6 ◽

2001 ◽

Vol 34 (6) ◽

pp. 1095-1099

Author(s):

Dufour Francois ◽

Miller Boris

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

Download Full-text

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

Download Full-text

A Numerical Method for Solving Singular Stochastic Control Problems

Operations Research ◽

10.1287/opre.1030.0107 ◽

2004 ◽

Vol 52 (4) ◽

pp. 563-582 ◽

Cited By ~ 33

Author(s):

Sunil Kumar ◽

Kumar Muthuraman

Keyword(s):

Numerical Method ◽

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

Download Full-text

Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions

Optimal Control Applications and Methods ◽

10.1002/oca.2727 ◽

2021 ◽

Author(s):

Shujun Wang ◽

Hua Xiao

Keyword(s):

Nash Equilibrium ◽

Stochastic Control ◽

Large Population ◽

Control Problems ◽

Equilibrium Solutions ◽

Stochastic Control Problems ◽

Mass Behavior ◽

Nash Equilibrium Solutions

Download Full-text