Keyword: stochastic control

Found 4 papers in total
An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation
An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation
2013,
In this paper, we propose an efficient algorithm for a...
On the Equilibrium Behavior of a Supply Chain Market for Capacity
On the Equilibrium Behavior of a Supply Chain Market for Capacity
2013,
Acapacity market is a business‐to‐business exchange in which equally...
Robust control of integrating systems using CDM‐based two‐loop control structure
Robust control of integrating systems using CDM‐based two‐loop control structure
2011,
Robust control of any system requires that the controller must perform satisfactorily...
Modeling economic time series by forward and backward state space innovation models and IV estimators
Modeling economic time series by forward and backward state space innovation models and IV estimators
1994,
This paper shows how the backward innovation model of a weakly stationary stochastic...
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