On the Markov processes of Schrödinger, the Feynman-Kac formula and stochastic control

Realization and Modelling in System Theory ◽

10.1007/978-1-4612-3462-3_55 ◽

1990 ◽

pp. 497-504 ◽

Author(s):

Paolo Dai Pra ◽

Michele Pavon

Keyword(s):

Stochastic Control ◽

Markov Processes

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A new model of continuous-time Markov processes and impulse stochastic control

Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference ◽

10.1109/cdc.2009.5399775 ◽

2009 ◽

Author(s):

Xi-Ren Cao

Keyword(s):

Stochastic Control ◽

Markov Processes ◽

Continuous Time ◽

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Keynote address I: Impulse stochastic control and composite Markov processes

2011 6th International Conference on Computer Science & Education (ICCSE) ◽

10.1109/iccse.2011.6028916 ◽

2011 ◽

Author(s):

Xi-Ren Cao

Keyword(s):

Stochastic Control ◽

Markov Processes ◽

Keynote Address

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Stochastic control of symmetric markov processes and nonlinear variational inequalities

Stochastics ◽

10.1080/17442508608833418 ◽

1986 ◽

Vol 19 (1-2) ◽

pp. 83-110 ◽

Author(s):

H. Nagai

Keyword(s):

Variational Inequalities ◽

Stochastic Control ◽

Markov Processes ◽

Symmetric Markov Processes

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Stochastic Control for Non-Markov Processes

Interdisciplinary Applied Mathematics - Estimation and Control of Dynamical Systems ◽

10.1007/978-3-319-75456-7_14 ◽

2018 ◽

pp. 395-407

Author(s):

Alain Bensoussan

Keyword(s):

Stochastic Control ◽

Markov Processes

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Markov Processes, Gaussian Processes, and Local Times

10.1017/cbo9780511617997 ◽

2006 ◽

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Markov Processes ◽

Gaussian Processes ◽

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Nonlinear Markov Processes and Kinetic Equations

10.1017/cbo9780511760303 ◽

2009 ◽

Author(s):

Vassili N. Kolokoltsov

Keyword(s):

Markov Processes ◽

Kinetic Equations ◽

Nonlinear Markov Processes

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Dynamic Programming and Stochastic Control

10.1016/s0076-5392(08)x6050-3 ◽

1976 ◽

Keyword(s):

Dynamic Programming ◽

Stochastic Control

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Bilinear Markov Processes of Searching for Moving Targets

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v33.i5-8.30 ◽

2001 ◽

Vol 33 (5-8) ◽

pp. 13

Author(s):

Karen G. Dzyubenko ◽

Arkadiy A. Chikriy

Keyword(s):

Markov Processes ◽

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Nonlinear Compensation and Stochastic Control

10.23919/acc.1988.4790005 ◽

1988 ◽

Author(s):

M.J. Grimble

Keyword(s):

Stochastic Control ◽

Nonlinear Compensation

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Decoupling Non-Sequential Stochastic Control Problems

1991 American Control Conference ◽

10.23919/acc.1991.4791883 ◽

1991 ◽

Author(s):

Mark S. Andersland

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

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