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 |