✦ LIBER ✦

Time Discretisation and Rate of Convergence for the Optimal Control of Continuous-Time Stochastic

✍ Scribed by Markus Fischer; Giovanna Nappo

Publisher: Springer
Year: 2007
Tongue: English
Weight: 604 KB
Volume: 57
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-007-9019-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stationary optimal control of stochastic

Stationary optimal control of stochastically sampled continuous-time systems

✍ W.L. de Koning 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 329 KB

This paper solves the digital stationary optimal control problem in the case of linear stochastic continuoustime systems, long-term average integral criteria, complete state information and where the sampling periods are independent identically distributed stochastic variables, using the notions of

Adaptive control of continuous time stoc

Adaptive control of continuous time stochastic systems

✍ T.E. Duncan; B. Pasik-Duncan 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 141 KB 👁 2 views

Optimal stopping of continuous time stoc

Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions

✍ M. A. Shashiashvili 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 655 KB

Small-time local controllability and con

Small-time local controllability and continuity of the optimal time function for linear systems

✍ H. J. Sussmann 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 691 KB

A stochastic control model for optimal t

A stochastic control model for optimal timing of climate policies

✍ O. Bahn; A. Haurie; R. Malhamé 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 992 KB

Sufficient conditions for convergence of

Sufficient conditions for convergence of stochastic approximation algorithms for random processes with continuous time

✍ O. Yu. Kul'chitskii 📂 Article 📅 1979 🏛 Springer US 🌐 English ⚖ 996 KB