LVAD360
发表于 2025-3-28 16:01:23
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IRS
发表于 2025-3-28 22:06:41
Stochastic Analysis, Control, Optimization and Applications978-1-4612-1784-8Series ISSN 2324-9749 Series E-ISSN 2324-9757
谷类
发表于 2025-3-29 01:33:14
Partially Observed Control Problems with Multiplicative CostIn this paper the risk sensitive optimal control problem of discrete time partially observed systems on an infinite horizon is considered. Defining an appropriate information state we formulate an equivalent control problem with completely observed state dynamics, which is solved using dynamic games and dynamic programming methods.
内阁
发表于 2025-3-29 05:01:28
Game Approach to Risk Sensitive Control for Stochastic Evolution SystemsThe relations between risk sensitive control problems and dynamic games are considered for stochastic evolution systems. We obtain the game representation of the logarithmic transformation of value function, without passing to small noise limit, and derive a speed of convergence of value function when the parameter of noise tends to 0.
Obsequious
发表于 2025-3-29 10:44:02
Remarks on the Dirichlet Problem for Quasilinear Elliptic and Parabolic EquationsWe prove comparison results between continuous and discontinuous viscosity sub- and super-solutions of the generalized Dirichlet problem for quasilinear elliptic and parabolic equations. The main consequence of these results is the uniqueness of continuous solutions of such problems, when they exist.
耐寒
发表于 2025-3-29 14:40:53
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impaction
发表于 2025-3-29 16:51:54
Mathematical Approaches to the Problem of Noise-Induced ExitWe provide an overview of some of the methods that have been used to study sub-large deviations phenomena in the small noise exit problem. Both formal asymptotic methods and rigorous probabilistic methods are considered and compared.
interrupt
发表于 2025-3-29 23:42:41
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Anthrp
发表于 2025-3-30 00:41:59
Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Gamesas a unified framework based on a space of generalized measures. These ideas are motivated by the current lack of understanding of nonlinear infinite dimensional dynamic programming PDEs, the practical need to accommodate “singular” information states, and the desire to develop a common mathematical framework useful for “robust control”.
实现
发表于 2025-3-30 07:38:55
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