[PDF][PDF] Singular perturbations and time scales in control theories and applications: An overview 2002–2012

Y Zhang, DS Naidu, C Cai, Y Zou - Int. J. Inf. Syst. Sci, 2014 - d.umn.edu
This paper presents an overview of singular perturbations and time scales (SPaTS) in
control theory and applications during the period 2002-2012. The previous …

Singular perturbations in control problems

MG Dmitriev, GA Kurina - Automation and Remote Control, 2006 - Springer
Singular perturbations in control problems | Automation and Remote Control Skip to main
content SpringerLink Account Menu Find a journal Publish with us Track your research Search …

[图书][B] Fokker–Planck–Kolmogorov Equations

VI Bogachev, NV Krylov, M Röckner, SV Shaposhnikov - 2022 - books.google.com
This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

[图书][B] Controlled Markov processes and viscosity solutions

WH Fleming, HM Soner - 2006 - books.google.com
This book is an introduction to optimal stochastic control for continuous time Markov
processes and the theory of viscosity solutions. It covers dynamic programming for …

[图书][B] Variational analysis and generalized differentiation II: Applications

BS Mordukhovich - 2006 - Springer
Variational analysis has been recognized as a fruitful area in mathematics that on the one
hand deals with the study of optimization and equilibrium problems and on the other hand …

[图书][B] Representations of algebraic groups

JC Jantzen - 2003 - books.google.com
Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …

Hybrid Switching Diffusions: Properties and Applications (Yin, GG and Zhu, C.; 2010)[Bookshelf]

R Liu - IEEE Control Systems Magazine, 2010 - ieeexplore.ieee.org
Hybrid Switching Diffusions: Properties and Applications (Yin, GG and Zhu, C.; 2010) [Bookshelf]
Page 1 74 IEEE CONTROL SYSTEMS MAGAZINE » OCTOBER 2010 » BOOKSHELF 1066-033X/10/$26.00©2010IEEE …

A general stochastic maximum principle for optimal control problems

S Peng - SIAM Journal on control and optimization, 1990 - SIAM
u(t)={v Page 1 SIAM J. CONTROL AND OPTIMIZATION Vol. 28, No. pp. 966-979, July1990 (C)
1990 Society for Industrial and Applied Mathematics 011 A GENERAL STOCHASTIC …

[图书][B] Stochastic modelling and applied probability

A Board - 2005 - Springer
During the seven years that elapsed between the first and second editions of the present
book, considerable progress was achieved in the area of financial modelling and pricing of …

Necessary conditions for optimal control of stochastic systems with random jumps

S Tang, X Li - SIAM Journal on control and optimization, 1994 - SIAM
A maximum principle is proved for optimal controls of stochastic systems with random jumps.
The control is allowed to enter into both diffusion and jump terms. The form of the maximum …