Discrete-Time Markov Chains

BOOK CHAPTER published 18 October 2001 in Stochastic Processes and Their Applications

Discrete-Time Branching Processes

BOOK CHAPTER published 2 December 2010 in An Introduction to Stochastic Processes with Applications to Biology

Optimal control for stochastic discrete-time systems with multiple input-delays

PROCEEDINGS ARTICLE published July 2012 in Proceedings of the 10th World Congress on Intelligent Control and Automation

Authors: Hongxia Wang | Huanshui Zhang | Xuan Wang

Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty

PROCEEDINGS ARTICLE published December 2010 in 49th IEEE Conference on Decision and Control (CDC)

Authors: Charalambos D. Charalambous | Farzad Rezaei | Ioannis Tzortzis

Dissipativity, Inverse Optimal Control, and Stability Margins for Nonlinear Discrete-Time Stochastic Feedback Regulators

PROCEEDINGS ARTICLE published 6 December 2022 in 2022 IEEE 61st Conference on Decision and Control (CDC)

Authors: Wassim M. Haddad | Manuel Lanchares

Chapter 2. Preferences

BOOK CHAPTER published 24 November 2004 in Stochastic Finance

Characterization of discrete laws via mixed sums and Markov branching processes

JOURNAL ARTICLE published February 1995 in Stochastic Processes and their Applications

Authors: Anthony G. Pakes

Fuzzy Identification of Discrete Time Nonlinear Stochastic Systems

BOOK CHAPTER published 17 August 2010 in Stochastic Control

Authors: Ginalber Serra

A Stochastic Optimal Control Policy for A Manufacturing System on A Finite Time Horizon

BOOK CHAPTER published in Optimal Control and Dynamic Games

Authors: Eugene Khmelnitsky | Gonen Singer

FILTERING OF MARKOV PROCESSES IN DISCRETE TIME BY MONTE-CARLO METHOD

BOOK CHAPTER published 1987 in Stochastic Control

Authors: V.B. Svetnik | V.S. Zaritsky | V.S. Posdnikin

Stochastic Process, Discrete-time Markov Chain

BOOK CHAPTER published 5 January 2022 in Stochastic Processes with R

Authors: Olga Korosteleva

Optimal time-invariant compensators for linear stochastic time-invariant systems

PROCEEDINGS ARTICLE published November 1974 in 1974 IEEE Conference on Decision and Control including the 13th Symposium on Adaptive Processes

Authors: Jerry Mendel

Optimal stabilizing controllers for linear discrete‐time stochastic systems

JOURNAL ARTICLE published May 2008 in Optimal Control Applications and Methods

Research funded by RGC (HKU 7031/06P) | National Natural Science Foundation of China (60604016)

Authors: Jun‐E Feng | James Lam | Shengyuan Xu | Zhan Shu

Discrete-Time Stochastic Linear-Quadratic Optimal Control with Time-Inconsistency

JOURNAL ARTICLE published 2015 in IFAC-PapersOnLine

Authors: Xun Li | Yuan-Hua Ni | Ji-Feng Zhang

Table of Symbols and Notations

OTHER published January 2007 in Discrete Stochastic Processes and Optimal Filtering

Table of Symbols and Notations

OTHER published 28 February 2013 in Discrete Stochastic Processes and Optimal Filtering

Stochastic Control in Discrete Time

BOOK CHAPTER published in Stochastic Control in Insurance

Authors: Hanspeter Schmidli

Optimal Sensor Gain Control for Minimum-Information Estimation of Continuous-Time Gauss-Markov Processes

PROCEEDINGS ARTICLE published 8 June 2022 in 2022 American Control Conference (ACC)

Authors: Vrushabh Zinage | Takashi Tanaka | Valeri Ugrinovskii

A numerical method for discrete time optimal processes

PROCEEDINGS ARTICLE published in [1992] Proceedings of the 31st IEEE Conference on Decision and Control

Authors: A.M. Tsirlin | V.A. Kazakov

INTRODUCTION AND DISCRETE-TIME MODELS

BOOK CHAPTER published November 1997 in Optimal Portfolios