Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 2 of 137669 results
Sort by: relevance publication year

Infinite Horizon H2/H∞ Control for Discrete-Time Mean-Field Stochastic Systems

JOURNAL ARTICLE published 18 November 2023 in Processes

Research funded by the National Natural Science Foundation of China (62073204)

Authors: Chaoyue Ma | Ting Hou

https://doi.org/10.3390/pr11113248 Actions

Stochastic Optimal Control Problems and Markov Decision Processes with Infinite Time Horizon

BOOK CHAPTER published 2015 in Optimization of Stochastic Discrete Systems and Control on Complex Networks

Authors: Dmitrii Lozovanu | Stefan Pickl

https://doi.org/10.1007/978-3-319-11833-8_2 Actions

Ergodicity of hidden Markov models

JOURNAL ARTICLE published October 2005 in Mathematics of Control, Signals, and Systems

Authors: G.B. Di Masi | Ł. Stettner

https://doi.org/10.1007/s00498-005-0153-8 Actions

On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters: Infinite time horizon case

PROCEEDINGS ARTICLE published July 2016 in 2016 American Control Conference (ACC)

Authors: Yuji Ito | Kenji Fujimoto | Yukihiro Tadokoro | Takayoshi Yoshimura

https://doi.org/10.1109/acc.2016.7526706 Actions

Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes

JOURNAL ARTICLE published February 1999 in Automatica

Authors: Stefano P. Coraluppi | Steven I. Marcus

https://doi.org/10.1016/s0005-1098(98)00153-8 Actions

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308)

Authors: Xian Chen | Qingda Wei

https://doi.org/10.1137/22m1476757 Actions

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization

Authors: R. Sadowy | L. Stettner

https://doi.org/10.1007/s00245-001-0026-6 Actions

Finite Horizon <tex>$H_{2}/H_{infty}$</tex> Control for Discrete-Time Time-Delay Stochastic Systems with Infinite Markov Jumps

PROCEEDINGS ARTICLE published July 2018 in 2018 37th Chinese Control Conference (CCC)

Authors: Meiting Sun | Ting Hou

https://doi.org/10.23919/chicc.2018.8482752 Actions

Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes

JOURNAL ARTICLE published March 2000 in IEEE Transactions on Automatic Control

Authors: S.P. Coraluppi | S.I. Marcus

https://doi.org/10.1109/9.847737 Actions

Adaptive control of discrete time Markov processes by the method of large deviations

PROCEEDINGS ARTICLE published in Proceedings of 35th IEEE Conference on Decision and Control

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

https://doi.org/10.1109/cdc.1996.574335 Actions

Risk-Sensitive, Minimax, and Mixed Risk-Neutral / Minimax Control of Markov Decision Processes

BOOK CHAPTER published 1999 in Stochastic Analysis, Control, Optimization and Applications

Authors: Stefano P. Coraluppi | Steven I. Marcus

https://doi.org/10.1007/978-1-4612-1784-8_2 Actions

Moving-horizon control of discrete-time infinite dimensional systems

PROCEEDINGS ARTICLE published 1990 in 29th IEEE Conference on Decision and Control

Authors: I. Yaz | E. Yaz

https://doi.org/10.1109/cdc.1990.203954 Actions

Risk-Sensitive Control on an Infinite Time Horizon

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

Authors: Wendell H. Fleming | William M. McEneaney

https://doi.org/10.1137/s0363012993258720 Actions

Remarks on Risk Neutral and Risk Sensitive Portfolio Optimization

BOOK CHAPTER published 2006 in From Stochastic Calculus to Mathematical Finance

Authors: Giovanni B. Di Masi | Lukasz Stettner

https://doi.org/10.1007/978-3-540-30788-4_10 Actions

Duality between large deviation control and risk-sensitive control for Markov decision processes

JOURNAL ARTICLE published April 2023 in Systems &amp; Control Letters

Authors: Yanan Dai | Jinwen Chen

https://doi.org/10.1016/j.sysconle.2023.105490 Actions

Numerical methods for infinite horizon risk sensitive stochastic control

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: W.H. Fleming

https://doi.org/10.1109/cdc.1994.411092 Actions

Adaptive control of discrete time Markov processes by the large deviations method

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: T. Duncan | B. Pasik-Duncan | Łukasz Stettner

https://doi.org/10.4064/am-27-3-265-285 Actions

Finite-Horizon Problems

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

https://doi.org/10.1007/978-1-4612-0729-0_3 Actions

On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions

JOURNAL ARTICLE published January 2023 in Systems &amp; Control Letters

Research funded by National Science Foundation (DMS-1715210,DMS-2216765) | Army Research Office (W911NF-17-1-001)

Authors: Hassan Hmedi | Ari Arapostathis | Guodong Pang

https://doi.org/10.1016/j.sysconle.2022.105413 Actions

Optimal Control of Markov Processes: Infinite-Horizon

BOOK CHAPTER published 2020 in Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

Authors: Xi-Ren Cao

https://doi.org/10.1007/978-3-030-41846-5_2 Actions
Feedback: support@crossref.org