Discrete Approximation of Continuous Time Stochastic Control Systems

Norbert Christopeit

doi:10.1137/0321002

Discrete Approximation of Continuous Time Stochastic Control Systems

SIAM Journal on Control and Optimization ◽

10.1137/0321002 ◽

1983 ◽

Vol 21 (1) ◽

pp. 17-40 ◽

Cited By ~ 6

Author(s):

Norbert Christopeit

Keyword(s):

Control Systems ◽

Stochastic Control ◽

Continuous Time ◽

Discrete Approximation ◽

Continuous Time Stochastic Control

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Abstraction-based Synthesis of Continuous-Time Stochastic Control Systems

2019 18th European Control Conference (ECC) ◽

10.23919/ecc.2019.8796059 ◽

2019 ◽

Cited By ~ 3

Author(s):

Ameneh Nejati ◽

Sadegh Soudjani ◽

Majid Zamani

Keyword(s):

Control Systems ◽

Stochastic Control ◽

Continuous Time ◽

Continuous Time Stochastic Control

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Idempotent expansions for continuous-time stochastic control: compact control space

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

10.1109/cdc.2010.5717129 ◽

2010 ◽

Cited By ~ 5

Author(s):

Hidehiro Kaise ◽

William M. McEneaney

Keyword(s):

Stochastic Control ◽

Continuous Time ◽

Control Space ◽

Continuous Time Stochastic Control

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Idempotent Expansions for Continuous-Time Stochastic Control

SIAM Journal on Control and Optimization ◽

10.1137/140971038 ◽

2016 ◽

Vol 54 (1) ◽

pp. 73-98 ◽

Cited By ~ 3

Author(s):

Hidehiro Kaise ◽

William M. McEneaney

Keyword(s):

Stochastic Control ◽

Continuous Time ◽

Continuous Time Stochastic Control

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Numerical Methods for Continuous-Time Stochastic Control Problems

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5058-9_232 ◽

2015 ◽

pp. 918-923

Author(s):

George Yin

Keyword(s):

Numerical Methods ◽

Stochastic Control ◽

Continuous Time ◽

Control Problems ◽

Stochastic Control Problems ◽

Continuous Time Stochastic Control

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Solving higher-dimensional continuous-time stochastic control problems by value function regression

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(98)00076-1 ◽

1999 ◽

Vol 23 (9-10) ◽

pp. 1329-1353 ◽

Cited By ~ 8

Author(s):

Michael Reiter

Keyword(s):

Stochastic Control ◽

Continuous Time ◽

Value Function ◽

Control Problems ◽

Stochastic Control Problems ◽

Higher Dimensional ◽

Continuous Time Stochastic Control

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Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model

The B E Journal of Theoretical Economics ◽

10.2202/1935-1704.1264 ◽

2007 ◽

Vol 7 (1) ◽

Author(s):

Abel Cadenillas ◽

Steven P Clark

Keyword(s):

Stochastic Control ◽

Cash Flow ◽

Continuous Time ◽

Free Cash Flow ◽

Theoretic Model ◽

Managerial Entrenchment ◽

Continuous Time Stochastic Control

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Continuous-time Stochastic Control and Optimization with Financial Applications

10.1007/978-3-540-89500-8 ◽

2009 ◽

Cited By ~ 281

Author(s):

Huyên Pham

Keyword(s):

Stochastic Control ◽

Continuous Time ◽

Financial Applications ◽

Continuous Time Stochastic Control

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Numerical Methods for Continuous-Time Stochastic Control Problems

Encyclopedia of Systems and Control ◽

10.1007/978-3-030-44184-5_232 ◽

2021 ◽

pp. 1534-1539

Author(s):

George Yin

Keyword(s):

Numerical Methods ◽

Stochastic Control ◽

Continuous Time ◽

Control Problems ◽

Stochastic Control Problems ◽

Continuous Time Stochastic Control

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Numerical Methods for Continuous-Time Stochastic Control Problems

Encyclopedia of Systems and Control ◽

10.1007/978-1-4471-5102-9_232-1 ◽

2014 ◽

pp. 1-7

Author(s):

George Yin

Keyword(s):

Numerical Methods ◽

Stochastic Control ◽

Continuous Time ◽

Control Problems ◽

Stochastic Control Problems ◽

Continuous Time Stochastic Control

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Idempotent Method for Continuous-Time Stochastic Control and Complexity Attenuation

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.03343 ◽

2011 ◽

Vol 44 (1) ◽

pp. 3216-3221 ◽

Cited By ~ 2

Author(s):

William M. McEneaney ◽

Hidehiro Kaise ◽

Seung Hak Han

Keyword(s):

Stochastic Control ◽

Continuous Time ◽

Continuous Time Stochastic Control

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