Stochastic $varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Authors: Peter E. Caines | David Levanony

Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping

JOURNAL ARTICLE published March 2017 in Optimal Control Applications and Methods

Authors: Vasile Dragan | Hiroaki Mukaidani

Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation

JOURNAL ARTICLE published January 2008 in SIAM Journal on Control and Optimization

Authors: Zhen Wu | Zhiyong Yu

Four Integral Equations of Detection Theory

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: D. Slepian | T. T. Kadota

On Solutions of Nonlinear Differential Equations with Deviating Arguments

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: Klaus Schmitt

The Impact Problem for the Klein-Gordon Equation

JOURNAL ARTICLE published May 1969 in SIAM Journal on Applied Mathematics

Authors: Edward L. Reiss

Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming

JOURNAL ARTICLE published January 2008 in SIAM Journal on Optimization

Authors: Dinh The Luc | Roger J.-B. Wets

A Recursion Method of Solution for Occupancy Problems

JOURNAL ARTICLE published January 1969 in SIAM Journal on Applied Mathematics

Authors: William C. Hardy

Complex Inversion for the Generalized Hankel Convolution Transformation

JOURNAL ARTICLE published September 1969 in SIAM Journal on Applied Mathematics

Authors: J. N. Pandey

Some Implications of Orbital Stability in Banach Spaces

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: Arnold P. Stokes

An inverse dynamics-based dynamic programming method for optimal control problems of linear systems

JOURNAL ARTICLE published September 1998 in Optimal Control Applications and Methods

Authors: Chen-Wen V. Yen | Tsong-Zen Liu

Hyperbolic Pairs in the Method of Conjugate Gradients

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: David G. Luenberger

CONVERGENCE OF MINIMA OF INTEGRAL FUNCTIONALS, WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC OPTIMIZATION

JOURNAL ARTICLE published January 1993 in Statistics & Risk Modeling

Authors: Roberto Lucchetti | R. J-B Wets

Partially observed time‐inconsistent stochastic linear‐quadratic control with random jumps

JOURNAL ARTICLE published January 2018 in Optimal Control Applications and Methods

Research funded by National Natural Science Foundation of China (61573217)

Authors: Zhen Wu | Yi Zhuang

Speeding up Dynamic Programming Algorithms for Finding Optimal Lattice Paths

JOURNAL ARTICLE published October 1989 in SIAM Journal on Applied Mathematics

Authors: John L. Spouge

Lagrange Multipliers and Nonconvex Programs

JOURNAL ARTICLE published November 1969 in SIAM Journal on Control

Authors: James E. Falk

Stochastic optimal control problem for switching systems with constraints

JOURNAL ARTICLE published July 2017 in Optimal Control Applications and Methods

Authors: Charkaz Aghayeva

Parallel digital penalty function constrained linear programming

JOURNAL ARTICLE published July 1980 in Optimal Control Applications and Methods

Authors: J. A. Gibson | R. W. Gibbard

A dynamic programming solution to integer linear programs

JOURNAL ARTICLE published May 1969 in Journal of Mathematical Analysis and Applications

Authors: Harold Greenberg

Linear Programming Techniques and Numerics in Stochastic Optimal Harvesting

PROCEEDINGS ARTICLE published June 2018 in 2018 Annual American Control Conference (ACC)

Authors: Martin G. Vieten | Richard H. Stockbridge