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Optimal harvesting under uncertain environment with clusters of catastrophes
Gaïgi, M'hamed, Ly Vath, Vathana, Scotti, Simone
Published in Journal of economic dynamics & control (01.10.2025)
Published in Journal of economic dynamics & control (01.10.2025)
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Optimal performance of a tontine overlay subject to withdrawal constraints
Forsyth, Peter A., Vetzal, Kenneth R., Westmacott, Graham
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2024)
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2024)
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Modeling and stochastic control for Home Energy Management
Zhe Yu, McLaughlin, L., Liyan Jia, Murphy-Hoye, M. C., Pratt, A., Lang Tong
Published in 2012 IEEE Power and Energy Society General Meeting (01.07.2012)
Published in 2012 IEEE Power and Energy Society General Meeting (01.07.2012)
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Conference Proceeding
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Optimal Steering of a Linear Stochastic System to a Final Probability Distribution-Part III
Chen, Yongxin, Georgiou, Tryphon T., Pavon, Michele
Published in IEEE transactions on automatic control (01.09.2018)
Published in IEEE transactions on automatic control (01.09.2018)
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Stochastic Control Subject to Generative AI-Based Disturbance
Wang, Ye, Laughman, Christopher, Koike Akino, Toshiaki, Chakrabarty, Ankush, Salatiello, Alessandro, Sorourifar, Farshud, Paulson, Joel, Wichern, Gordon
Year of Publication 12.06.2025
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Year of Publication 12.06.2025
Patent
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STOCHASTIC CONTROL SUBJECT TO GENERATIVE AI-BASED DISTURBANCE
CHAKRABARTY, Ankush, AKINO, Toshiaki, WANG, Ye, SALATIELLO, Alessandro, WICHERN, Gordon, LAUGHMAN, Christopher, SOROURIFAR, Farshud, PAULSON, Joel
Year of Publication 12.06.2025
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Year of Publication 12.06.2025
Patent
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State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE
Dai, Bolun, Krishnamurthy, Prashanth, Papanicolaou, Andrew, Khorrami, Farshad
Published in Automatica (Oxford) (01.09.2023)
Published in Automatica (Oxford) (01.09.2023)
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Optimal Nonlinear Stochastic Control of Hysteretic Systems
Zhu, W. Q, Ying, Z. G, Ni, Y. Q, Ko, J. M
Published in Journal of engineering mechanics (01.10.2000)
Published in Journal of engineering mechanics (01.10.2000)
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Bellman Function for Extremal Problems in BMO II: Evolution
Ivanisvili, Paata, Stolyarov, Dmitriy M., Vasyunin, Vasily I., Zatitskiy, Pavel B.
Year of Publication 2018
Year of Publication 2018
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eBook
Book
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Disturbance observer based control for dynamically positioned ships with ocean environmental disturbances and actuator saturation
Wei, Xinjiang, You, Lihong, Zhang, Huifeng, Hu, Xin, Han, Jian
Published in International journal of robust and nonlinear control (10.05.2022)
Published in International journal of robust and nonlinear control (10.05.2022)
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Stochastic MPC with offline uncertainty sampling
Lorenzen, Matthias, Dabbene, Fabrizio, Tempo, Roberto, Allgöwer, Frank
Published in Automatica (Oxford) (01.07.2017)
Published in Automatica (Oxford) (01.07.2017)
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