, 2004 We consider an optimal stochastic control problem, assuming Lipschitz conditions and allowing degeneracy of the diffusion coefficient, under some structural constraint on the state equation.
G. Tessitore, FUHRMAN, MARCO ALESSANDRO
core
DAFRL: a dynamic adaptive mean field game-based multi-agent cooperative decision-making method. [PDF]
Sci RepTang Y, Fan C, Yu D.
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Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an extension of the ...
Missaoui, Badr, Taoufik, Safouane
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Dynamics, Noise, Delays and the Gibbs and Conditional Entropy. [PDF]
Entropy (Basel)Mackey MC, Tyran-Kamińska M.
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Reflected backward stochastic differential equations driven by Lévy processes
In this paper, we deal with reflected backward stochastic differential equations driven by Teugels martingales associated with Lévy process satisfying some moment condition and an independent Brownian motion.
Hu, Lanying, Ren, Yong
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Transfer Learning for Moderate-Dimensional Ridge-Regularized Robust Linear Regression. [PDF]
Entropy (Basel)Lyu L, Guo X, Liu Z.
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Noise-Resilient Whitened Domain Adaptation for Intelligent Mechanical Fault Diagnosis Under Non-Stationary Sensor Signals. [PDF]
Sensors (Basel)Chen Q, Xie Y.
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Invariant measures for stochastic heat equations with unbounded coefficients
The paper deals with the Cauchy problem in of a stochastic heat equation . The locally lipschitz drift coefficient f can have polynomial growth while the diffusion coefficient [sigma] is supposed to be lipschitz but not necessarily bounded.
Manthey, Ralf, Assing, Sigurd
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Contribution to the Study of Backward SDEs and Their Applications to Stochastic Optimal Control [PDF]
In this thesis, we aim to generalize some existing results in the literature that concern a stochastic maximum principle for backward stochastic differential equations (BSDEs) or forward-backward stochastic differential equation (FBSDEs), with two ...
Azizi, Hanine
core
Modeling of fractional order DPG model insight global warming and pollution effect on desertification for control mechanism. [PDF]
Sci RepFarman M +6 more
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