Effet d'un bruit blanc sur l'oscillateur harmonique de dimension d
Existence of optimal nonanticipating controls in piecewise deterministic control problems
Optimal nonanticipating controls are shown to exist in nonautonomous piecewise deterministic control problems with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls.
Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays.
Exponential stability of modified stochastic approximation procedure.
Exponential stability of stochastic discrete-time, periodic systems in Hilbert spaces.