海量图书期刊资源,随时随地畅享阅读乐趣
On the Backward Stochastic Riccati Equation in Infinite DimensionsGuatteri, Giuseppina; Tessitore, Gianmario · SIAM Journal on Control and Optimization · 2005
Linear-quadratic optimal control under non-Markovian switchingConfortola, Fulvia; Fuhrman, Marco; Guatteri, Giuseppina; Tessitore, Gianmario · Stochastic Analysis and Applications · 2018
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noiseCosso, Andrea; Guatteri, Giuseppina; Tessitore, Gianmario · ESAIM: Control, Optimisation and Calculus of Variations · 2019
Singular Limit of BSDEs and Optimal Control of Two Scale Stochastic Systems in Infinite Dimensional SpacesGuatteri, Giuseppina; Tessitore, Gianmario · Applied Mathematics & Optimization · 2019
Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random CoefficientsGiuseppina Guatteri; Gianmario Tessitore · 2008
Pathwise Stochastic Optimal ControlRogers, L. C. G. · SIAM Journal on Control and Optimization · 2007
The Fast Fourier TransformOberst, Ulrich · SIAM Journal on Control and Optimization · 2007
Shape Derivative of Drag FunctionalPlotnikov, P. I.; Sokolowski, J. · SIAM Journal on Control and Optimization · 2010
Singularly Perturbed Piecewise Deterministic GamesHaurie, Alain; Moresino, Francesco · SIAM Journal on Control and Optimization · 2008
Regular Almost Interconnection of Multidimensional BehaviorsOberst, Ulrich · SIAM Journal on Control and Optimization · 2009
Risk Averse Shape OptimizationConti, Sergio; Held, Harald; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger · SIAM Journal on Control and Optimization · 2011
Discrete Hamilton–Jacobi TheoryOhsawa, Tomoki; Bloch, Anthony M.; Leok, Melvin · SIAM Journal on Control and Optimization · 2011
Almost Global Stochastic Stabilityvan Handel, Ramon · SIAM Journal on Control and Optimization · 2006