A discretionary stopping problem in stochastic control: an application in credit exposure control

2021 ◽  
Author(s):  
Jiali Liao
Keyword(s):  
Stochastic Control ◽  
Exposure Control ◽  
Discretionary Stopping

Stochastic control over finite capacity channels: Causality and feedback

2009 ◽  
Author(s):  
Charalambos D. Charalambous ◽  
Christos K. Kourtellaris ◽  
Photios Stavrou
Keyword(s):  
Stochastic Control ◽  
Finite Capacity

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
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