52

Stochastic optimal control in a danger zone

Year:
2011
Language:
english
File:
PDF, 227 KB
english, 2011
53

Risk-sensitive optimal investment policy

Year:
1994
Language:
english
File:
PDF, 282 KB
english, 1994
54

CONTROLLED WEAR PROCESSES: A RISK-SENSITIVE FORMULATION

Year:
1996
Language:
english
File:
PDF, 133 KB
english, 1996
55

A stochastic hunting model involving two countries

Year:
1995
Language:
english
File:
PDF, 305 KB
english, 1995
56

Nearly Gaussian Distributions and Application

Year:
2010
Language:
english
File:
PDF, 250 KB
english, 2010
57

Controlling a two-dimensional diffusion process at most until a fixed time

Year:
2013
Language:
english
File:
PDF, 341 KB
english, 2013
58

Analytical solutions to LQG homing problems in one dimension

Year:
2014
Language:
english
File:
PDF, 276 KB
english, 2014
59

On a discrete version of the CIR process

Year:
2013
Language:
english
File:
PDF, 147 KB
english, 2013
60

First-Passage Distributions of Bidimensional Processes

Year:
1996
Language:
english
File:
PDF, 793 KB
english, 1996
61

Similarity Solutions of Partial Differential Equations in Probability

Year:
2011
Language:
english
File:
PDF, 121 KB
english, 2011
62

Maximizing the Mean Exit Time of a Brownian Motion from an Interval

Year:
2011
Language:
english
File:
PDF, 120 KB
english, 2011
63

General LQG Homing Problems in One Dimension

Year:
2012
Language:
english
File:
PDF, 206 KB
english, 2012
64

Mean First-Passage Time to Zero for Wear Processes

Year:
2010
Language:
english
File:
PDF, 76 KB
english, 2010
67

On the Inverse of the First Hitting Time Problem for Bidimensional Processes

Year:
1997
Language:
english
File:
PDF, 1.23 MB
english, 1997
69

A Homing Problem for Diffusion Processes with Control-Dependent Variance

Year:
2004
Language:
english
File:
PDF, 247 KB
english, 2004
70

Commande Optimale du Processus de Wiener

Year:
1989
File:
PDF, 600 KB
1989
71

First Passage Problems for Asymmetric Wiener Processes

Year:
2006
Language:
english
File:
PDF, 819 KB
english, 2006
72

On the probability of exceeding a given river flow threshold

Year:
2015
Language:
english
File:
PDF, 966 KB
english, 2015
75

Probabilistic Solutions to Optimal Control Problems

Year:
2002
Language:
english
File:
PDF, 288 KB
english, 2002
76

Reducing a nonlinear dynamic programming equation to a kolomogorov equation

Year:
1997
Language:
english
File:
PDF, 468 KB
english, 1997
84

Optimal and Suboptimal Control of a Standard Brownian Motion

Year:
2016
Language:
english
File:
PDF, 127 KB
english, 2016
86

Optimally ending an epidemic

Year:
2017
Language:
english
File:
PDF, 993 KB
english, 2017
87

A homing problem for diffusion processes with control-dependent variance

Year:
2004
Language:
english
File:
PDF, 77 KB
english, 2004
88

First Passage Problems for Asymmetric Wiener Processes

Year:
2006
Language:
english
File:
PDF, 121 KB
english, 2006
90

A filtered renewal process as a model for a river flow

Year:
2005
Language:
english
File:
PDF, 1.83 MB
english, 2005
91

LQG Homing in a Finite Time Interval

Year:
2011
Language:
english
File:
PDF, 1.26 MB
english, 2011
92

An Application of Filtered Renewal Processes in Hydrology

Year:
2014
Language:
english
File:
PDF, 2.26 MB
english, 2014
95

Maximizing the expected remaining useful lifetime of a weakly controlled device

Year:
2019
Language:
english
File:
PDF, 1.03 MB
english, 2019
96

Moments of First-Passage Places for Jump-Diffusion Processes

Year:
2019
Language:
english
File:
PDF, 380 KB
english, 2019
97

On the first hitting place of the integrated Wiener process

Year:
1989
Language:
english
File:
PDF, 345 KB
english, 1989
99

Moments of First-Passage Places for Jump-Diffusion Processes

Year:
2019
File:
PDF, 380 KB
2019