검색결과 : 9건
| No. | Article |
|---|---|
| 1 |
Ergodic Control for Levy-Driven Linear Stochastic Equations in Hilbert Spaces Kadlec K, Maslowski B Applied Mathematics and Optimization, 79(3), 547, 2019 |
| 2 |
Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems Duncan TE, Maslowski B, Pasik-Duncan B Applied Mathematics and Optimization, 80(2), 369, 2019 |
| 3 |
Sufficient Stochastic Maximum Principle for Discounted Control Problem Maslowski B, Veverka P Applied Mathematics and Optimization, 70(2), 225, 2014 |
| 4 |
LINEAR-QUADRATIC CONTROL FOR STOCHASTIC EQUATIONS IN A HILBERT SPACE WITH FRACTIONAL BROWNIAN MOTIONS Duncan TE, Maslowski B, Pasik-Duncan B SIAM Journal on Control and Optimization, 50(1), 507, 2012 |
| 5 |
Ergodicity and parameter estimates for infinite-dimensional fractional Ornstein-Uhlenbeck process Maslowski B, Pospisil J Applied Mathematics and Optimization, 57(3), 401, 2008 |
| 6 |
A random continuous model for two interacting populations Manthey R, Maslowski B Applied Mathematics and Optimization, 45(2), 213, 2002 |
| 7 |
Ergodic boundary/point control of stochastic semilinear systems Duncan TE, Maslowski B, Pasik-Duncan B SIAM Journal on Control and Optimization, 36(3), 1020, 1998 |
| 8 |
Adaptive Boundary Control of Stochastic Linear Distributed-Parameter Systems Described by Analytic Semigroups Duncan TE, Maslowski B, Pasikduncan B Applied Mathematics and Optimization, 33(2), 107, 1996 |
| 9 |
Adaptive Boundary and Point Control of Linear Stochastic Distributed-Parameter Systems Duncan TE, Maslowski B, Pasikduncan B SIAM Journal on Control and Optimization, 32(3), 648, 1994 |