Effet d'un bruit blanc sur l'oscillateur harmonique de dimension d
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Existence of optimal nonanticipating controls in piecewise deterministic control problems
Atle Seierstad (2013)
ESAIM: Control, Optimisation and Calculus of Variations
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.
Anguraj, A., Vinodkumar, A. (2009)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
Exponential stability of modified stochastic approximation procedure.
Rodkina, Alexandra, Lynch, O'Neil (2002)
Applied Mathematics E-Notes [electronic only]
Exponential stability of stochastic discrete-time, periodic systems in Hilbert spaces.
Ungureanu, Viorica Mariela (2004)
Acta Universitatis Apulensis. Mathematics - Informatics
Currently displaying 1 – 5 of 5
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