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Longer titles found: Separation principle in stochastic control (view)

searching for Stochastic control 46 found (102 total)

Journal of Business & Economic Statistics (161 words) [view diff] exact match in snippet view article find links to article

education and training, the effects of unionization, and applications of stochastic control theory to business and economic problems. List of scholarly journals

Jacques-Louis Lions (924 words) [view diff] exact match in snippet view article find links to article

contributions to the theory of partial differential equations and to stochastic control, among other areas. He received the SIAM's John von Neumann Lecture

Harold J. Kushner (422 words) [view diff] exact match in snippet view article find links to article

Kushner equation), and for the development of numerical methods for stochastic control problems such as the Markov chain approximation method. He is commonly

Pravin Varaiya (389 words) [view diff] exact match in snippet view article find links to article

American Automatic Control Council, "for pioneering contributions to stochastic control, hybrid systems and the unification of theories of control and computation"

Demosthenis Teneketzis (388 words) [view diff] exact match in snippet view article find links to article

decentralized information systems and stochastic control. Demosthenis Teneketzis’ research is on Stochastic Control, Decentralized Decision-Making with

Nikolay Krylov (mathematician, born 1941) (357 words) [view diff] exact match in snippet view article

from 1963) he, in collaboration with Dynkin, worked on nonlinear stochastic control theory, making advances in the study of convex, nonlinear partial

Jean-Michel Bismut (896 words) [view diff] exact match in snippet view article find links to article

Bismut's early work was related to stochastic differential equations, stochastic control, and Malliavin calculus, to which he made fundamental contributions

István Gyöngy (211 words) [view diff] exact match in snippet view article find links to article

differential equations and their applications to nonlinear filtering and stochastic control. Recently, he has focused his attention on numerical analysis and

International Journal of Theoretical and Applied Finance (297 words) [view diff] exact match in snippet view article find links to article

and long-term investment; applications of stochastic optimization, stochastic control and stochastic filtering in finance; computational and numerical methods

Mean-field game theory (2,419 words) [view diff] exact match in snippet view article find links to article

distributed decision-making and stochastic modeling. Starting out in the stochastic control literature, it is gaining rapid adoption across a range of applications

John Baras (162 words) [view diff] exact match in snippet view article find links to article

foundations and applications of systems theory, stochastic systems, stochastic control, network security and trust, mentoring and academic leadership". "Baras

Innovation (signal processing) (253 words) [view diff] case mismatch in snippet view article

filtering of diffusion processes a guided tour. In Advances in Filtering and Optimal Stochastic Control (pp. 256-266). Springer, Berlin, Heidelberg. v t e

Pairs trade (1,328 words) [view diff] case mismatch in snippet view article find links to article

Mudchanatongsuk, J. A. Primbs and W. Wong: "Optimal Pairs Trading: A Stochastic Control Approach". Proceedings of the American Control Conference, 2008. http://www

Karl Johan Åström (551 words) [view diff] case mismatch in snippet view article find links to article

applications of adaptive control technology". Books 1970. Introduction to Stochastic Control. Academic Press, 1970; Dover, 2006. 1989. Adaptive Control. With B

Sequential decision making (152 words) [view diff] exact match in snippet view article find links to article

ISBN 978-0-471-61977-2. Bellman, Richard (1958-09-01). "Dynamic programming and stochastic control processes". Information and Control. 1 (3): 228–239. doi:10

Mihail Zervos (189 words) [view diff] exact match in snippet view article find links to article

239–260 Davis, M. H. A. and Zervos, M. (1994) "A problem of singular stochastic control with discretionary stopping". Annals of Applied Probability 4, 226–240

Olivier Guéant (453 words) [view diff] exact match in snippet view article find links to article

Advisory Board of Havas Media. As an expert of financial mathematics and stochastic control, Guéant has published several books and articles on liquidity management

Mean value analysis (1,587 words) [view diff] case mismatch in snippet view article find links to article

closed networks of queues". Proceedings of International Conference on Stochastic Control and Optimization. Tay, Y. C. (2010). "Analytical Performance Modeling

List of people in systems and control (520 words) [view diff] case mismatch in snippet view article find links to article

University Swedish Author of five books, including Introduction to Stochastic Control Theory (1970 and Dover, 2006) and (with Wittenmark) of Adaptive Control

Feynman–Kac formula (2,969 words) [view diff] exact match in snippet view article find links to article

ISBN 3540047581. "PDE for Finance". See Pham, Huyên (2009). Continuous-time stochastic control and optimisation with financial applications. Springer-Verlag.

Parrondo's paradox (2,977 words) [view diff] case mismatch in snippet view article find links to article

Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control, Birkhäuser, 2005, ISBN 0-8176-4362-1. Cristel Chandre, Xavier Leoncini

Peter Whittle (mathematician) (1,369 words) [view diff] case mismatch in snippet view article

P. (April 1983). Optimization Over Time: Dynamic Programming and Stochastic Control. John Wiley and Sons Ltd. ISBN 0-471-10496-5. Whittle, P. (4 June

List of fellows of IEEE Control Systems Society (57 words) [view diff] exact match in snippet view article find links to article

1986 Steven Marcus "For contributions to nonlinear estimation and stochastic control theory" 1986 Anant Pai "For contributions to the applications of control

University of Paris (7,564 words) [view diff] exact match in snippet view article find links to article

contributions to the theory of partial differential equations and to stochastic control, among other areas Marc Yor, was a French mathematician well known

Multivariate random variable (3,442 words) [view diff] case mismatch in snippet view article find links to article

(Third ed.). McGraw-Hill. ISBN 0-07-048477-5. Kendrick, David (1981). Stochastic Control for Economic Models. McGraw-Hill. ISBN 0-07-033962-7. Stark, Henry;

Alain Bensoussan (632 words) [view diff] exact match in snippet view article find links to article

management and engineering sciences. He was one of the initiators of stochastic control for distributed systems and demonstrated in particular the principle

Jan H. van Schuppen (1,462 words) [view diff] exact match in snippet view article find links to article

149–185. J.H. van Schuppen, Stochastic realization of a Gaussian stochastic control system, Acta Applicandae Mathematicae 35(1994), 193–212. J.H. van

Adaptive capacity (2,171 words) [view diff] case mismatch in snippet view article find links to article

Yoichi (2016-06-23). "Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models". PLOS ONE. 11 (6):

Kenneth A. Loparo (412 words) [view diff] exact match in snippet view article find links to article

awards including the Sigma Xi Research Award for contributions to stochastic control, the John S. Diekoff Award for Distinguished Graduate Teaching, the

Elad Hazan (748 words) [view diff] exact match in snippet view article find links to article

new paradigm for differentiable reinforcement learning called non-stochastic control, which applies online convex optimization to control. 2002–2006 –

Alfred Galichon (688 words) [view diff] exact match in snippet view article find links to article

Galichon, Alfred; Henry-Labordère, Pierre; Touzi, Nizar (2014). "A stochastic control approach to no-arbitrage bounds given marginals, with an application

Evolutionary therapy (1,649 words) [view diff] exact match in snippet view article find links to article

Alternative methods include incorporating analytically tractable stochastic control algorithms to direct the evolution to specific states of resistance

Lyapunov optimization (2,370 words) [view diff] case mismatch in snippet view article find links to article

March 1993. M. J. Neely, E. Modiano, and C. Li, "Fairness and Optimal Stochastic Control for Heterogeneous Networks," Proc. IEEE INFOCOM, March 2005. L. Georgiadis

Uri Shaked (1,058 words) [view diff] case mismatch in snippet view article find links to article

Transfer Function Approach to the Steady-State Linear Quadratic Gaussian Stochastic Control Problem”, Int. J. Control 24, pp. 771–800 1976: B. Kouvaritakis and

Mathematical economics (13,624 words) [view diff] exact match in snippet view article find links to article

consumption and saving. A crucial distinction is between deterministic and stochastic control models. Other applications of optimal control theory include those

Smoothing problem (stochastic processes) (917 words) [view diff] no match in snippet view article

context of World War 2 defined by people like Norbert Wiener, in (stochastic) control theory, radar, signal detection, tracking, etc. The most common use

Anders Lindquist (1,288 words) [view diff] exact match in snippet view article find links to article

965–987. T.T. Georgiou and A. Lindquist, The separation principle in stochastic control, redux, IEEE Transactions on Automatic Control 58 (October 2013),

Glossary of artificial intelligence (29,481 words) [view diff] exact match in snippet view article find links to article

the previous event. Markov decision process (MDP) A discrete time stochastic control process. It provides a mathematical framework for modeling decision

Brain connectivity estimators (4,874 words) [view diff] exact match in snippet view article find links to article

Guggenbühl, W.; Borbély, A. A. (1994). "All night sleep and artificial stochastic control signals have similar correlation dimension". Electroencephalogr. Clin

Sergei Treil (690 words) [view diff] exact match in snippet view article find links to article

; Treil, S.; Volberg, A. (2001). "Chapter 10. Bellman function in stochastic control and harmonic analysis". In Borichev, A.A.; Nikolski, N.K. (eds.).

Backpressure routing (7,659 words) [view diff] case mismatch in snippet view article find links to article

November 2003. M. J. Neely, E. Modiano, and C. Li, "Fairness and Optimal Stochastic Control for Heterogeneous Networks," Proc. IEEE INFOCOM, March 2005. A. Stolyar

Drift plus penalty (7,204 words) [view diff] case mismatch in snippet view article find links to article

July 2006. M. J. Neely, E. Modiano, and C. Li, "Fairness and Optimal Stochastic Control for Heterogeneous Networks," Proc. IEEE INFOCOM, March 2005. L. Tassiulas

List of women in statistics (8,496 words) [view diff] exact match in snippet view article find links to article

epidemiologist Pilar Ibarrola (born 1944), Spanish statistician and stochastic control theorist Lurdes Inoue, Japanese–Brazilian specialist in Bayesian inference

State switching (4,735 words) [view diff] exact match in snippet view article find links to article

environments, following an approach that links quantitative genetics with stochastic control theory. When the authors conducted a Gedankenexperiment (German for

List of fellows of IEEE Communications Society (86 words) [view diff] exact match in snippet view article find links to article

contributions to the theory of decentralized information systems and stochastic control 2001 Moshe Kam For contributions to the theory of decision fusion

List of fellows of IEEE Computer Society (104 words) [view diff] exact match in snippet view article find links to article

privacy 1979 Karl Johan Åström For comprehensive contributions to stochastic control theory. 2016 David Atienza For contributions to design methods and