G-equation, stochastic control theory and relativistic mechanics of a particle moving in a random field

1997 ◽  
Vol 1 (1) ◽  
pp. 1-6 ◽  
Author(s):  
S. Fedotov
Keyword(s):  
Control Theory ◽  
Random Field ◽  
Stochastic Control ◽  
Stochastic Control Theory

Stochastic Control Theory

1997 ◽  
pp. 97-145
Author(s):  
Jati K. Sengupta ◽  
Phillip Fanchon
Keyword(s):  
Control Theory ◽  
Stochastic Control ◽  
Stochastic Control Theory

Comparatively Study Renting and Purchasing Carbon Subsidies Schemes on Portfolio and Stochastic Control Theory

2013 ◽  
Vol 869-870 ◽  
pp. 1029-1033
Author(s):  
Jian Wu Xiao ◽  
Ming Jun Jiang ◽  
Hong Zhai
Keyword(s):  
Control Theory ◽  
Stochastic Control ◽  
Commodity Price ◽  
Control Model ◽  
Stochastic Control Theory ◽  
Dynamic Strategy ◽  
Negative Effect ◽  
Optimal Dynamic ◽  
Timber Growth

Applying the portfolio and stochastic control theory, the paper comparatively considers tow carbon subsidies schemes: Renting and Purchasing, and focuses on the rental scheme to present a stochastic control model and obtain an analytical optimal dynamic strategy about harvesting quantity in conditions of stochastic commodity price and timber growth. Through contrasts, the conclusion shows that government will pay less under the rental scheme than under the purchasing scheme for the same negative effect on harvesting quantity.

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