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Solution of stochastic differential equations by random time change

JOURNAL ARTICLE published March 1975 in Applied Mathematics & Optimization

Authors: Shinzo Watanabe

The multi-stage dynamic stochastic decision process with unknown distribution of the random utilities

JOURNAL ARTICLE published July 2020 in Optimization Letters

Authors: Roberto Tadei | Guido Perboli | Daniele Manerba

Convergence of Stochastic Proximal Gradient Algorithm

JOURNAL ARTICLE published December 2020 in Applied Mathematics & Optimization

Authors: Lorenzo Rosasco | Silvia Villa | Bằng Công Vũ

Periodogram Estimates for Random Processes and Fields

BOOK CHAPTER published 2002 in Applied Optimization

Authors: Pavel S. Knopov | Evgeniya J. Kasitskaya

Linear Quadratic Optimal Stochastic Control with Random Coefficients

JOURNAL ARTICLE published May 1976 in SIAM Journal on Control and Optimization

Authors: Jean-Michel Bismut

Sequential Stochastic Games with Distributed Players on Graphs

BOOK CHAPTER published in Nonconvex Optimization and Its Applications

Estimates of Exponential Convergence for Solutions of Stochastic Nonlinear Systems

JOURNAL ARTICLE published October 2023 in Applied Mathematics & Optimization

Authors: Tomás Caraballo | Faten Ezzine | Mohamed Ali Hammami

Pathwise Comparison of Arithmetric Brownian Motions and Log-normal Processes

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

Authors: G. Ferreyra | P. Sundar

Stochastic integrals for nonprevisible, multiparameter processes

JOURNAL ARTICLE published September 1993 in Applied Mathematics & Optimization

Authors: David Betounes | Mylan Redfern

Stochastic Integrals and Evolution Equations with Gaussian Random Fields

JOURNAL ARTICLE published April 2009 in Applied Mathematics and Optimization

Authors: S. V. Lototsky | K. Stemmann

Stochastic Control of Memory Mean-Field Processes

JOURNAL ARTICLE published February 2019 in Applied Mathematics & Optimization

Authors: Nacira Agram | Bernt Øksendal

Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

JOURNAL ARTICLE published November 2006 in Applied Mathematics and Optimization

Authors: Istvan Gyongy | Anton Shmatkov

On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems

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

Authors: Yuri Kabanov | Sergei Pergamenshchikov

A stochastic control approach to reciprocal diffusion processes

JOURNAL ARTICLE published January 1991 in Applied Mathematics and Optimization

Authors: Paolo Dai Pra

Nonlinear PDE's for stochastic optimal control with switchings and impulses

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Stavros A. Belbas | Suzanne M. Lenhart

Necessary Conditions for Optimal Control of Stochastic Evolution Equations in Hilbert Spaces

JOURNAL ARTICLE published June 2011 in Applied Mathematics & Optimization

Authors: AbdulRahman Al-Hussein

Constrained Expected Average Stochastic Games for Continuous-Time Jump Processes

JOURNAL ARTICLE published June 2021 in Applied Mathematics & Optimization

Authors: Qingda Wei

Appendix 2: Prescribed Distribution Pseudo‐Random Generators

OTHER published 25 November 2014 in Optimization in Engineering Sciences: Approximate and Metaheuristic Methods

Limiting Behavior of Random Attractors of Stochastic Supercritical Wave Equations Driven by Multiplicative Noise

JOURNAL ARTICLE published October 2023 in Applied Mathematics & Optimization

Research funded by National Natural Science Foundation of China (11471190)

Authors: Zhang Chen | Bixiang Wang

Stochastic Impulse Control of Non-Markovian Processes

JOURNAL ARTICLE published February 2010 in Applied Mathematics and Optimization

Authors: Boualem Djehiche | Said Hamadène | Ibtissam Hdhiri