The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions

JOURNAL ARTICLE published March 1991 in SIAM Journal on Control and Optimization

Authors: Viorel Barbu

On ergodic control problems for singularly perturbed Markov processes

JOURNAL ARTICLE published July 1989 in Applied Mathematics & Optimization

Authors: T. Bielecki | ?. Stettner

Discrete-Time Observers and Parameter Determination for Distributed Parameter Systems with Discrete-Time Input–Output Data

JOURNAL ARTICLE published May 1983 in SIAM Journal on Control and Optimization

Authors: Toshihiro Kobayashi

Some aspects of the adaptive control of a partially observed discrete time Markov process

PROCEEDINGS ARTICLE published in Proceedings of 32nd IEEE Conference on Decision and Control

Authors: T.E. Duncan | B. Pasik-Duncan | L. Stettner

Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Yann-Shin Aaron Chen | Xin Guo

A Finite-Dimensional Risk-Sensitive Control Problem

JOURNAL ARTICLE published November 1995 in SIAM Journal on Control and Optimization

Authors: Alain Bensoussan | Robert J. Elliott

Functionals of Itô Processes as Stochastic Integrals

JOURNAL ARTICLE published March 1978 in SIAM Journal on Control and Optimization

Authors: U. G. Haussmann

Reversible Markov Decision Processes with an Average-Reward Criterion

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Randy Cogill | Cheng Peng

Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm

JOURNAL ARTICLE published January 2014 in SIAM Journal on Control and Optimization

Authors: Chin Pang Ho | Panos Parpas

Infinite Horizon H2/H∞ Control for Discrete-Time Time-Varying Markov Jump Systems with Multiplicative Noise*

JOURNAL ARTICLE published January 2011 in IFAC Proceedings Volumes

Authors: Hongji Ma | Weihai Zhang | Ting Hou

Infinite-Horizon Theorems

BOOK CHAPTER published 2014 in SpringerBriefs in Optimization

Authors: Joël Blot | Naïla Hayek

Error bounds for rolling horizon policies in discrete-time Markov control processes

JOURNAL ARTICLE published 1990 in IEEE Transactions on Automatic Control

Authors: O. Hernandez-Lerma | J.B. Lasserre

Blackwell Optimality in Borelian Continuous-in-Action Markov Decision Processes

JOURNAL ARTICLE published November 1997 in SIAM Journal on Control and Optimization

Authors: Alexander A. Yushkevich

Singularly Perturbed Discounted Markov Control Processes in a General State Space

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: O. L. V. Costa | F. Dufour

The Fast Fourier Transform

JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization

Authors: Ulrich Oberst

Impulsive optimal control with finite or infinite time horizon

JOURNAL ARTICLE published August 1985 in Journal of Optimization Theory and Applications

Authors: A. Blaquière

On Impulse Control with Partial Observation

JOURNAL ARTICLE published July 1988 in SIAM Journal on Control and Optimization

Authors: G. Mazziotto | L. Stettner | J. Szpirglas | J. Zabczyk

Markov Property and Ergodicity of the Nonlinear Filter

JOURNAL ARTICLE published January 2000 in SIAM Journal on Control and Optimization

Authors: A. G. Bhatt | A. Budhiraja | R. L. Karandikar

Generalized Discrete-Time Riccati Theory

JOURNAL ARTICLE published March 1996 in SIAM Journal on Control and Optimization

Authors: Vlad Ionescu | Cristian Oară

Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach

JOURNAL ARTICLE published January 2017 in SIAM Journal on Control and Optimization

Authors: A. Alla | M. Falcone | S. Volkwein