화학공학소재연구정보센터
검색결과 : 32건
No. Article
1 Singular Limit of BSDEs and Optimal Control of Two Scale Stochastic Systems in Infinite Dimensional Spaces
Guatteri G, Tessitore G
Applied Mathematics and Optimization, 83(2), 1025, 2021
2 OPTIMAL ERGODIC CONTROL OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH QUADRATIC COST FUNCTIONALS HAVING INDEFINITE WEIGHTS
Mei HW, Wei QM, Yong JM
SIAM Journal on Control and Optimization, 59(1), 584, 2021
3 ERGODIC BSDEs WITH MULTIPLICATIVE AND DEGENERATE NOISE
Guatteri G, Tessitore G
SIAM Journal on Control and Optimization, 58(4), 2050, 2020
4 Ergodic Control for Levy-Driven Linear Stochastic Equations in Hilbert Spaces
Kadlec K, Maslowski B
Applied Mathematics and Optimization, 79(3), 547, 2019
5 Ergodic Maximum Principle for Stochastic Systems
Orrieri C, Tessitore G, Veverka P
Applied Mathematics and Optimization, 79(3), 567, 2019
6 ERGODIC PROBLEMS FOR VISCOUS HAMILTON-JACOBI EQUATIONS WITH INWARD DRIFT
Chasseigne E, Ichihara N
SIAM Journal on Control and Optimization, 57(1), 23, 2019
7 ERGODIC CONTROL OF A CLASS OF JUMP DIFFUSIONS WITH FINITE LEVY MEASURES AND ROUGH KERNELS
Arapostathis A, Caffarelli L, Pang GD, Zheng Y
SIAM Journal on Control and Optimization, 57(2), 1516, 2019
8 ON SOME ERGODIC IMPULSE CONTROL PROBLEMS WITH CONSTRAINT
Menaldi JL, Robin M
SIAM Journal on Control and Optimization, 56(4), 2690, 2018
9 Some New Results on Sample Path Optimality in Ergodic Control of Diffusions
Arapostathis A
IEEE Transactions on Automatic Control, 62(10), 5351, 2017
10 A CORRECTION TO "A RELATIVE VALUE ITERATION ALGORITHM FOR NONDEGENERATE CONTROLLED DIFFUSIONS"
Arapostathis A, Borkar VS
SIAM Journal on Control and Optimization, 55(3), 1711, 2017