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Stochastic control with controlled information

This thesis addresses the problem of stochastic control, where the control of available information is permitted. We examine three distinct stochastic control problems, each with a unique aspect of controlled information. These problems share a common Bayesian approach to estimation, wherein the prior is known and subsequently updated to account for ...
openaire   +1 more source

Stochastic Control

2021
Christiaan Heij   +2 more
openaire   +1 more source

On Lagrangian stochastic methods for turbulent polydisperse two-phase reactive flows

Progress in Energy and Combustion Science, 2015
Jean-Pierre Minier
exaly  

Stochastic Geometry for Modeling, Analysis, and Design of Multi-Tier and Cognitive Cellular Wireless Networks: A Survey

IEEE Communications Surveys and Tutorials, 2013
Hesham Elsawy   +2 more
exaly  

Detection methods for stochastic gravitational-wave backgrounds: a unified treatment

Living Reviews in Relativity, 2017
Joseph D Romano, Neil Cornish
exaly  

Stochastic Control

2001
Simon G. Fabri, Visakan Kadirkamanathan
openaire   +1 more source

The stochastic finite element method: Past, present and future

Computer Methods in Applied Mechanics and Engineering, 2009
George Stefanou
exaly  

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

SIAM Journal of Scientific Computing, 2002
Dongbin Xiu, George Em Karniadakis
exaly  

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