-
2
-
-
0343620817
-
Theorie probabiliste du controle des diffusion
-
J. M. BISMUT, Theorie probabiliste du controle des diffusion, Mem. Amer. Math. Soc., 167 (1976), pp. 1-130.
-
(1976)
Mem. Amer. Math. Soc.
, vol.167
, pp. 1-130
-
-
Bismut, J.M.1
-
4
-
-
0023670889
-
Ergodic control of multidimensional diffusions. I: The existence results
-
V. S. BORKAR AND M. K. GHOSH, Ergodic control of multidimensional diffusions. I: The existence results, SIAM J. Control Optim., 26 (1988), pp. 112-126.
-
(1988)
SIAM J. Control Optim.
, vol.26
, pp. 112-126
-
-
Borkar, V.S.1
Ghosh, M.K.2
-
5
-
-
34249954253
-
Ergodic control of multidimensional diffusions. II: Adaptive control
-
V. S. BORKAR AND M. K. GHOSH, Ergodic control of multidimensional diffusions. II: Adaptive control, Appl. Math. Optim., 21 (1990), pp. 191-220.
-
(1990)
Appl. Math. Optim.
, vol.21
, pp. 191-220
-
-
Borkar, V.S.1
Ghosh, M.K.2
-
6
-
-
84972492663
-
Strong solutions of Cauchy problems associated to weakly continuous semigroups
-
S. CERRAI AND F. GOZZI, Strong solutions of Cauchy problems associated to weakly continuous semigroups, Differential Integral Equations, 8 (1995), pp. 465-486.
-
(1995)
Differential Integral Equations
, vol.8
, pp. 465-486
-
-
Cerrai, S.1
Gozzi, F.2
-
7
-
-
21844485327
-
Existence, uniqueness and invariant measures for stochastic semilinear equations in Hilbert spaces
-
A. CHOJNOWSKA-MICHALIK AND B. GOLDYS, Existence, uniqueness and invariant measures for stochastic semilinear equations in Hilbert spaces, Probab. Theory Related Fields, 102 (1995), pp. 331-356.
-
(1995)
Probab. Theory Related Fields
, vol.102
, pp. 331-356
-
-
Chojnowska-Michalik, A.1
Goldys, B.2
-
10
-
-
21844506079
-
Strong Feller property for stochastic semilinear equations
-
G. DA PRATO, K. D. ELWORTHY, AND J. ZABCZYK, Strong Feller property for stochastic semilinear equations, Stochastic Anal. Appl., 13 (1995), pp. 35-45.
-
(1995)
Stochastic Anal. Appl.
, vol.13
, pp. 35-45
-
-
Da Prato, G.1
Elworthy, K.D.2
Zabczyk, J.3
-
13
-
-
0002697605
-
Adaptive control of linear stochastic evolution system
-
T. E. DUNCAN, B. GOLDYS, AND B. PASIK-DUNCAN, Adaptive control of linear stochastic evolution system, Stochastics Stochastics Rep., 36 (1991), pp. 71-90.
-
(1991)
Stochastics Stochastics Rep.
, vol.36
, pp. 71-90
-
-
Duncan, T.E.1
Goldys, B.2
Pasik-Duncan, B.3
-
14
-
-
0028425383
-
Adaptive boundary and point control of linear stochastic distributed parameter systems
-
T. E. DUNCAN, B. MASLOWSKI, AND B. PASIK-DUNCAN, Adaptive boundary and point control of linear stochastic distributed parameter systems, SIAM J. Control Optim., 32 (1994), pp. 648-672.
-
(1994)
SIAM J. Control Optim.
, vol.32
, pp. 648-672
-
-
Duncan, T.E.1
Maslowski, B.2
Pasik-Duncan, B.3
-
15
-
-
0000503054
-
Adaptive boundary control of linear distributed parameter systems described by analytic semigroups
-
T. E. DUNCAN, B. MASLOWSKI, AND B. PASIK-DUNCAN, Adaptive boundary control of linear distributed parameter systems described by analytic semigroups, Appl. Math. Optim., 33 (1996), pp. 107-138.
-
(1996)
Appl. Math. Optim.
, vol.33
, pp. 107-138
-
-
Duncan, T.E.1
Maslowski, B.2
Pasik-Duncan, B.3
-
16
-
-
0032074047
-
Ergodic boundary/point control of stochastic semilinear systems
-
T. E. DUNCAN, B. MASLOWSKI, AND B. PASIK-DUNCAN, Ergodic boundary/point control of stochastic semilinear systems, SIAM J. Control Optim., 36 (1998), pp. 1020-1047.
-
(1998)
SIAM J. Control Optim.
, vol.36
, pp. 1020-1047
-
-
Duncan, T.E.1
Maslowski, B.2
Pasik-Duncan, B.3
-
17
-
-
0028449878
-
Almost self-optimizing strategies for the adaptive control of diffusion processes
-
T. E. DUNCAN, B. PASIK-DUNCAN, AND L. STETTNER, Almost self-optimizing strategies for the adaptive control of diffusion processes, J. Optim. Theory Appl., 81 (1994), pp. 479-507.
-
(1994)
J. Optim. Theory Appl.
, vol.81
, pp. 479-507
-
-
Duncan, T.E.1
Pasik-Duncan, B.2
Stettner, L.3
-
18
-
-
0031507905
-
On ergodic control of stochastic evolution equations
-
T. E. DUNCAN, B. PASIK-DUNCAN, AND L. STETTNER, On ergodic control of stochastic evolution equations, Stochastic Process. Appl., 15 (1997), pp. 723-750.
-
(1997)
Stochastic Process. Appl.
, vol.15
, pp. 723-750
-
-
Duncan, T.E.1
Pasik-Duncan, B.2
Stettner, L.3
-
19
-
-
0003264261
-
Stochastic differential equations on manifolds
-
Cambridge University Press, Cambridge, UK
-
K. D. ELWORTHY, Stochastic Differential Equations on Manifolds, London Math. Soc. Lecture Note Ser. 70, Cambridge University Press, Cambridge, UK 1982.
-
(1982)
London Math. Soc. Lecture Note Ser.
, vol.70
-
-
Elworthy, K.D.1
-
20
-
-
0000816867
-
Ergodic control of semilinear stochastic equations and Hamilton-Jacobi equations
-
B. GOLDYS AND B. MASLOWSKI, Ergodic control of semilinear stochastic equations and Hamilton-Jacobi equations, J. Math. Anal. Appl., 234 (1999), pp. 592-631.
-
(1999)
J. Math. Anal. Appl.
, vol.234
, pp. 592-631
-
-
Goldys, B.1
Maslowski, B.2
-
21
-
-
0036119279
-
Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
-
submitted
-
B. GOLDYS AND B. MASLOWSKI, Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency, J. Multivariate Anal., submitted.
-
J. Multivariate Anal.
-
-
Goldys, B.1
Maslowski, B.2
-
22
-
-
0030239595
-
Regular solutions to second-order stationary Hamilton-Jacobi equations
-
F. GOZZI AND E. ROUY, Regular solutions to second-order stationary Hamilton-Jacobi equations, J. Differential Equations, 130 (1996), pp. 201-234.
-
(1996)
J. Differential Equations
, vol.130
, pp. 201-234
-
-
Gozzi, F.1
Rouy, E.2
-
23
-
-
0033894023
-
Second-order Hamilton-Jacobi equations in Hilbert spaces and stochastic boundary control
-
F. GOZZI, E. ROUY, AND A. SWIECH, Second-order Hamilton-Jacobi equations in Hilbert spaces and stochastic boundary control, SIAM J. Control Optim., 38 (2000), pp. 400-430.
-
(2000)
SIAM J. Control Optim.
, vol.38
, pp. 400-430
-
-
Gozzi, F.1
Rouy, E.2
Swiech, A.3
-
24
-
-
0003304963
-
Geometric theory of semilinear parabolic equations
-
Springer-Verlag, New York
-
D. HENRY, Geometric Theory of Semilinear Parabolic Equations, Lecture Notes in Math. 840, Springer-Verlag, New York, 1981.
-
(1981)
Lecture Notes in Math.
, vol.840
-
-
Henry, D.1
-
25
-
-
0017949910
-
Optimality conditions for the average cost per unit time problem with a diffusion model
-
H. J. KUSHNER, Optimality conditions for the average cost per unit time problem with a diffusion model, SIAM J. Control Optim., 16 (1978), pp. 330-346.
-
(1978)
SIAM J. Control Optim.
, vol.16
, pp. 330-346
-
-
Kushner, H.J.1
-
27
-
-
0011049150
-
On probability distributions of solutions of semilinear stochastic evolution equations
-
B. MASLOWSKI, On probability distributions of solutions of semilinear stochastic evolution equations, Stochastics Stochastics Rep., 45 (1993), pp. 17-44.
-
(1993)
Stochastics Stochastics Rep.
, vol.45
, pp. 17-44
-
-
Maslowski, B.1
-
28
-
-
0042361167
-
Long-term average cost problems for continuous time Markov processes - A survey
-
M. ROBIN, Long-term average cost problems for continuous time Markov processes - a survey, Acta Appl. Math., 1 (1983), pp. 281-300.
-
(1983)
Acta Appl. Math.
, vol.1
, pp. 281-300
-
-
Robin, M.1
-
29
-
-
0001028724
-
Ergodic behaviour of stochastic parabolic equations
-
J. SEIDLER, Ergodic behaviour of stochastic parabolic equations, Czechoslovak Math. J., 47 (1992), pp. 277-316.
-
(1992)
Czechoslovak Math. J.
, vol.47
, pp. 277-316
-
-
Seidler, J.1
-
30
-
-
0001924171
-
Da Prato-Zabczyk maximal inequality revisited I
-
J. SEIDLER, Da Prato-Zabczyk maximal inequality revisited I, Math. Bohem., 118 (1993), pp. 67-106.
-
(1993)
Math. Bohem.
, vol.118
, pp. 67-106
-
-
Seidler, J.1
|