Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics

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

Research funded by Agence Nationale de la Recherche (ANR-15-CE05-0024)

Authors: Huyên Pham | Xiaoli Wei

Stochastic Linear-Quadratic Optimal Control with Partial Observation

JOURNAL ARTICLE published 30 June 2023 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (11901280) | Guangdong Basic and Applied Basic Research Foundation (2021A1515010031) | National Natural Science Foundation of China (61873325,11831010)

Authors: Jingrui Sun | Jie Xiong

Solution of Certain Recurrences

JOURNAL ARTICLE published March 1969 in SIAM Journal on Applied Mathematics

Authors: L. Carlitz

Singular Optimal Stochastic Controls II: Dynamic programming

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

Authors: Ulrich G. Haussmann | Wulin Suo

Some Theorems on Sorting

JOURNAL ARTICLE published January 1969 in SIAM Journal on Applied Mathematics

Authors: Robert Morris

Total Unimodularity of Matrices

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: R. Chandrasekaran

GENERALIZED UPPER BOUNDING TECHNIQUES FOR LINEAR PROGRAMMING, 2

REPORT published 1 February 1965

Authors: George B. Dantzig | Richard M. Van Slyke

STOCHASTIC PROGRAMS WITH RECOURSE: SPECIAL FORMS

BOOK CHAPTER published 31 December 2015 in Proceedings of the Princeton Symposium on Mathematical Programming

Authors: D. W. Walkup | R. J. B. Wets

Nearly dynamic programming NN‐approximation–based optimal control for greenhouse climate: A simulation study

JOURNAL ARTICLE published March 2018 in Optimal Control Applications and Methods

Research funded by Ministry of Science and Technology of the People's Republic of China (2013AA102305) | National Natural Science Foundation of China (61174090,61573258,and 61374094) | Education Department of Jiangxi Province (GJJ160628) | National Science Foundation (DBI‐0939454)

Authors: Yuanping Su | Lihong Xu | Erik D. Goodman

Solvability for indefinite mean‐field stochastic linear quadratic optimal control with random jumps and its applications

JOURNAL ARTICLE published November 2020 in Optimal Control Applications and Methods

Research funded by National Natural Science Foundation of China (61473239)

Authors: Chao Tang | Xueqin Li | Tianmin Huang

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

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

Authors: Jiongmin Yong

Automorphisms of Hadamard Matrices

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: Marshall Hall, Jr.

Optimal control of a discrete time stochastic system linear in the state

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

Authors: Joseph L Midler

optimal control of unknown continuous time linear periodic systems by adaptive dynamic programming with applications to magnetic attitude control

JOURNAL ARTICLE published May 2023 in Optimal Control Applications and Methods

Research funded by National Natural Science Foundation of China (61773140) | National Science Fund for Distinguished Young Scholars (62125303)

Authors: Huaiyuan Jiang | Bin Zhou

Stochastic Linear Quadratic Optimal Control Problems

JOURNAL ARTICLE published January 2001 in Applied Mathematics & Optimization

Authors: S. Chen | J. Yong

Subdefinite Matrices and Quadratic Forms

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: Béla Martos

Noisy Duels

JOURNAL ARTICLE published March 1969 in SIAM Journal on Applied Mathematics

Authors: Martin Fox | George S. Kimeldorf

Stochastic Linear-Quadratic Control via Semidefinite Programming

JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization

Authors: David D. Yao | Shuzhong Zhang | Xun Yu Zhou

Sublinear upper bounds for stochastic programs with recourse

JOURNAL ARTICLE published January 1989 in Mathematical Programming

Authors: John R. Birge | Roger J. -B. Wets

Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions

JOURNAL ARTICLE published January 2014 in Optimal Control Applications and Methods

Authors: Jingtao Shi