Results 291 to 300 of about 1,450,399 (320)

Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

SIAM Journal on Control and Optimization, 1999
Shige Peng, Zhen Wu
exaly  

Optimal stochastic control of linear systems with state- and control-dependent disturbances

, 1971
P. McLane
semanticscholar   +1 more source

A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise

IEEE Transactions on Automatic Control, 2015
Xiangyun Lin, Weihai Zhang
exaly  

Stochastic Optimal Planning of Battery Energy Storage Systems for Isolated Microgrids

IEEE Transactions on Sustainable Energy, 2018
Hishām Alharbi, Kankar Bhattacharya
exaly  

Optimal control with stochastic PDE constraints and uncertain controls

Computer Methods in Applied Mechanics and Engineering, 2012
Eveline Rosseel, Garth N Wells
exaly  

Discrete time mean-field stochastic linear-quadratic optimal control problems

Automatica, 2013
Robert J Elliott, Xun Li, Wei Ni
exaly  

Properties of optimal stochastic control systems with dead-time

at - Automatisierungstechnik, 1982
Z. Palmor
semanticscholar   +1 more source

Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

SIAM Journal on Control and Optimization, 1994
Shanjian Tang, Xunjing Li
exaly  

A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients

IEEE Transactions on Automatic Control, 2020
Jun Moon
exaly  

Advances in Filtering and Optimal Stochastic Control

, 1982
W. Fleming, L. Gorostiza
semanticscholar   +1 more source