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- 2012 – 2016 (74)
- 2007 – 2011 (33)

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- PhD (72)
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University of New South Wales

1. Wu, Wei. Limitations of dynamic programming approach: singularity and time inconsistency.

Degree: Mathematics & Statistics, 2016, University of New South Wales

URL: http://handle.unsw.edu.au/1959.4/56208 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40264/SOURCE02?view=true

► Two failures of the dynamic programming (DP) approach to the *stochastic* *optimal* *control* problem are investigated. The first failure arises when we wish to solve…
(more)

Subjects/Keywords: Stochastic optimal control; Dynamic programming; Stochastic control

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Wu, W. (2016). Limitations of dynamic programming approach: singularity and time inconsistency. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/56208 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40264/SOURCE02?view=true

Chicago Manual of Style (16^{th} Edition):

Wu, Wei. “Limitations of dynamic programming approach: singularity and time inconsistency.” 2016. Doctoral Dissertation, University of New South Wales. Accessed March 04, 2021. http://handle.unsw.edu.au/1959.4/56208 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40264/SOURCE02?view=true.

MLA Handbook (7^{th} Edition):

Wu, Wei. “Limitations of dynamic programming approach: singularity and time inconsistency.” 2016. Web. 04 Mar 2021.

Vancouver:

Wu W. Limitations of dynamic programming approach: singularity and time inconsistency. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2021 Mar 04]. Available from: http://handle.unsw.edu.au/1959.4/56208 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40264/SOURCE02?view=true.

Council of Science Editors:

Wu W. Limitations of dynamic programming approach: singularity and time inconsistency. [Doctoral Dissertation]. University of New South Wales; 2016. Available from: http://handle.unsw.edu.au/1959.4/56208 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40264/SOURCE02?view=true

Georgia Tech

2.
Williams, Grady Robert.
Model predictive path integral *control*: Theoretical foundations and applications to autonomous driving.

Degree: PhD, Computer Science, 2019, Georgia Tech

URL: http://hdl.handle.net/1853/62666

► This thesis presents a new approach for *stochastic* model predictive (*optimal*) *control*: model predictive path integral *control*, which is based on massive parallel sampling of…
(more)

Subjects/Keywords: Stochastic optimal control; Autonomous driving

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APA (6^{th} Edition):

Williams, G. R. (2019). Model predictive path integral control: Theoretical foundations and applications to autonomous driving. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/62666

Chicago Manual of Style (16^{th} Edition):

Williams, Grady Robert. “Model predictive path integral control: Theoretical foundations and applications to autonomous driving.” 2019. Doctoral Dissertation, Georgia Tech. Accessed March 04, 2021. http://hdl.handle.net/1853/62666.

MLA Handbook (7^{th} Edition):

Williams, Grady Robert. “Model predictive path integral control: Theoretical foundations and applications to autonomous driving.” 2019. Web. 04 Mar 2021.

Vancouver:

Williams GR. Model predictive path integral control: Theoretical foundations and applications to autonomous driving. [Internet] [Doctoral dissertation]. Georgia Tech; 2019. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1853/62666.

Council of Science Editors:

Williams GR. Model predictive path integral control: Theoretical foundations and applications to autonomous driving. [Doctoral Dissertation]. Georgia Tech; 2019. Available from: http://hdl.handle.net/1853/62666

Boston University

3.
Ren, Dan.
* Stochastic* optimization and applications in finance.

Degree: PhD, Mathematics & Statistics, 2013, Boston University

URL: http://hdl.handle.net/2144/13130

► My PhD thesis concentrates on the field of *stochastic* analysis, with focus on *stochastic* optimization and applications in finance. It is composed of two parts:…
(more)

Subjects/Keywords: Mathematics; Financial mathematics; Optimal consumption; Optimal control; Optimal stopping; Stochastic optimization

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APA (6^{th} Edition):

Ren, D. (2013). Stochastic optimization and applications in finance. (Doctoral Dissertation). Boston University. Retrieved from http://hdl.handle.net/2144/13130

Chicago Manual of Style (16^{th} Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Doctoral Dissertation, Boston University. Accessed March 04, 2021. http://hdl.handle.net/2144/13130.

MLA Handbook (7^{th} Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Web. 04 Mar 2021.

Vancouver:

Ren D. Stochastic optimization and applications in finance. [Internet] [Doctoral dissertation]. Boston University; 2013. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/2144/13130.

Council of Science Editors:

Ren D. Stochastic optimization and applications in finance. [Doctoral Dissertation]. Boston University; 2013. Available from: http://hdl.handle.net/2144/13130

University of Southern California

4.
Theodorou, Evangelos A.
Iterative path integral *stochastic* *optimal* *control*: theory
and applications to motor * control*.

Degree: PhD, Computer Science, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3680

► Motivated by the limitations of current *optimal* *control* and reinforcement learning methods in terms of their efficiency and scalability, this thesis proposes an iterative *stochastic*…
(more)

Subjects/Keywords: stochastic optimal control; reinforcement learning,; robotics

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APA (6^{th} Edition):

Theodorou, E. A. (2011). Iterative path integral stochastic optimal control: theory and applications to motor control. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3680

Chicago Manual of Style (16^{th} Edition):

Theodorou, Evangelos A. “Iterative path integral stochastic optimal control: theory and applications to motor control.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 04, 2021. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3680.

MLA Handbook (7^{th} Edition):

Theodorou, Evangelos A. “Iterative path integral stochastic optimal control: theory and applications to motor control.” 2011. Web. 04 Mar 2021.

Vancouver:

Theodorou EA. Iterative path integral stochastic optimal control: theory and applications to motor control. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2021 Mar 04]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3680.

Council of Science Editors:

Theodorou EA. Iterative path integral stochastic optimal control: theory and applications to motor control. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3680

Université de Grenoble

5.
Salch, Alexandre.
Ordonnancement stochastique avec impatience : *Stochastic* scheduling with impatience.

Degree: Docteur es, Mathématiques et informatique, 2013, Université de Grenoble

URL: http://www.theses.fr/2013GRENM062

►

Le sujet de cette thèse est l'étude de systèmes de production avec impatience. Ces systèmes sont modélisés comme des problèmes d'ordonnancement stochastiques avec des dates… (more)

Subjects/Keywords: Ordonnancement; Contrôle optimal; Aléatoire; Scheduling; Optimal control; Stochastic; 004

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APA (6^{th} Edition):

Salch, A. (2013). Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2013GRENM062

Chicago Manual of Style (16^{th} Edition):

Salch, Alexandre. “Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience.” 2013. Doctoral Dissertation, Université de Grenoble. Accessed March 04, 2021. http://www.theses.fr/2013GRENM062.

MLA Handbook (7^{th} Edition):

Salch, Alexandre. “Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience.” 2013. Web. 04 Mar 2021.

Vancouver:

Salch A. Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience. [Internet] [Doctoral dissertation]. Université de Grenoble; 2013. [cited 2021 Mar 04]. Available from: http://www.theses.fr/2013GRENM062.

Council of Science Editors:

Salch A. Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience. [Doctoral Dissertation]. Université de Grenoble; 2013. Available from: http://www.theses.fr/2013GRENM062

University of Manchester

6.
Blair, James.
Modelling approaches for *optimal* liquidation under a
limit-order book structure.

Degree: 2016, University of Manchester

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:300421

►

This thesis introduces a selection of models for *optimal* execution of financial assets at the tactical level. As opposed to *optimal* scheduling, which defines a…
(more)

Subjects/Keywords: Stochastic Optimal Control; Mathematical Finance; Optimal Execution; Algorithmic Trading

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Blair, J. (2016). Modelling approaches for optimal liquidation under a limit-order book structure. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:300421

Chicago Manual of Style (16^{th} Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Doctoral Dissertation, University of Manchester. Accessed March 04, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:300421.

MLA Handbook (7^{th} Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Web. 04 Mar 2021.

Vancouver:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Mar 04]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:300421.

Council of Science Editors:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:300421

University of Manchester

7.
Blair, James.
Modelling approaches for *optimal* liquidation under a limit-order book structure.

Degree: PhD, 2016, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/modelling-approaches-for-optimal-liquidation-under-a-limitorder-book-structure(a7c23b2a-e2f8-4b4a-9865-8783d9837198).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689582

► This thesis introduces a selection of models for *optimal* execution of financial assets at the tactical level. As opposed to *optimal* scheduling, which defines a…
(more)

Subjects/Keywords: 519.5; Stochastic Optimal Control; Mathematical Finance; Optimal Execution; Algorithmic Trading

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Blair, J. (2016). Modelling approaches for optimal liquidation under a limit-order book structure. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/modelling-approaches-for-optimal-liquidation-under-a-limitorder-book-structure(a7c23b2a-e2f8-4b4a-9865-8783d9837198).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689582

Chicago Manual of Style (16^{th} Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Doctoral Dissertation, University of Manchester. Accessed March 04, 2021. https://www.research.manchester.ac.uk/portal/en/theses/modelling-approaches-for-optimal-liquidation-under-a-limitorder-book-structure(a7c23b2a-e2f8-4b4a-9865-8783d9837198).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689582.

MLA Handbook (7^{th} Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Web. 04 Mar 2021.

Vancouver:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Mar 04]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/modelling-approaches-for-optimal-liquidation-under-a-limitorder-book-structure(a7c23b2a-e2f8-4b4a-9865-8783d9837198).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689582.

Council of Science Editors:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Doctoral Dissertation]. University of Manchester; 2016. Available from: https://www.research.manchester.ac.uk/portal/en/theses/modelling-approaches-for-optimal-liquidation-under-a-limitorder-book-structure(a7c23b2a-e2f8-4b4a-9865-8783d9837198).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689582

University of Ottawa

8.
Iolov, Alexandre V.
Parameter Estimation, *Optimal* *Control* and *Optimal* Design in *Stochastic* Neural Models
.

Degree: 2016, University of Ottawa

URL: http://hdl.handle.net/10393/34866

► This thesis solves estimation and *control* problems in computational neuroscience, mathematically dealing with the first-passage times of diffusion *stochastic* processes. We first derive estimation algorithms…
(more)

Subjects/Keywords: Stochastic Optimal Control; Stochastic Leaky Integrate-and-Fire Neural Model; Optimal Design; First-Passage Times

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Iolov, A. V. (2016). Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/34866

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Iolov, Alexandre V. “Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models .” 2016. Thesis, University of Ottawa. Accessed March 04, 2021. http://hdl.handle.net/10393/34866.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Iolov, Alexandre V. “Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models .” 2016. Web. 04 Mar 2021.

Vancouver:

Iolov AV. Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/10393/34866.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Iolov AV. Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models . [Thesis]. University of Ottawa; 2016. Available from: http://hdl.handle.net/10393/34866

Not specified: Masters Thesis or Doctoral Dissertation

9.
Filo, Maurice George.
Topics in *Stochastic* Stability, *Optimal* *Control* and Estimation Theory.

Degree: 2018, University of California – eScholarship, University of California

URL: http://www.escholarship.org/uc/item/7nh0k0dp

► This dissertation consists of four parts that revolve around structured *stochastic* uncertainty and *optimal* *control*/estimation theory.In the first part, we consider the continuous-time setting of…
(more)

Subjects/Keywords: Engineering; Acoustic Tomography; Cochlea; Optimal Control; Optimal Estimation; Stochastic Stability; Stochastic Uncertainty

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APA (6^{th} Edition):

Filo, M. G. (2018). Topics in Stochastic Stability, Optimal Control and Estimation Theory. (Thesis). University of California – eScholarship, University of California. Retrieved from http://www.escholarship.org/uc/item/7nh0k0dp

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Filo, Maurice George. “Topics in Stochastic Stability, Optimal Control and Estimation Theory.” 2018. Thesis, University of California – eScholarship, University of California. Accessed March 04, 2021. http://www.escholarship.org/uc/item/7nh0k0dp.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Filo, Maurice George. “Topics in Stochastic Stability, Optimal Control and Estimation Theory.” 2018. Web. 04 Mar 2021.

Vancouver:

Filo MG. Topics in Stochastic Stability, Optimal Control and Estimation Theory. [Internet] [Thesis]. University of California – eScholarship, University of California; 2018. [cited 2021 Mar 04]. Available from: http://www.escholarship.org/uc/item/7nh0k0dp.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Filo MG. Topics in Stochastic Stability, Optimal Control and Estimation Theory. [Thesis]. University of California – eScholarship, University of California; 2018. Available from: http://www.escholarship.org/uc/item/7nh0k0dp

Not specified: Masters Thesis or Doctoral Dissertation

Georgia Tech

10.
Shao, Yuanxun.
Advanced Convex Relaxations for Nonconvex *Stochastic* Programs and AC *Optimal* Power Flow.

Degree: PhD, Chemical and Biomolecular Engineering, 2020, Georgia Tech

URL: http://hdl.handle.net/1853/64205

► Mathematical optimization problems arise in nearly all areas of engineering design, operations, and *control*. However, optimization models of practical interest are often nonconvex, large-scale, and…
(more)

Subjects/Keywords: Convex Relaxation; Global Optimization; Stochastic Optimization; Stochastic Optimal Control; Bounds Tightening; Optimal Power Flow

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APA (6^{th} Edition):

Shao, Y. (2020). Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/64205

Chicago Manual of Style (16^{th} Edition):

Shao, Yuanxun. “Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow.” 2020. Doctoral Dissertation, Georgia Tech. Accessed March 04, 2021. http://hdl.handle.net/1853/64205.

MLA Handbook (7^{th} Edition):

Shao, Yuanxun. “Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow.” 2020. Web. 04 Mar 2021.

Vancouver:

Shao Y. Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow. [Internet] [Doctoral dissertation]. Georgia Tech; 2020. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1853/64205.

Council of Science Editors:

Shao Y. Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow. [Doctoral Dissertation]. Georgia Tech; 2020. Available from: http://hdl.handle.net/1853/64205

Macquarie University

11.
Zhang, Jinhui.
* Optimal* consumption, investment and insurance strategy applications.

Degree: 2017, Macquarie University

URL: http://hdl.handle.net/1959.14/1273089

►

Thesis by publication.

Bibliography: pages 129-143.

1. Introduction – 2. Paper 1 – 3. Paper 2. – 4. Paper 3 – 5. Conclusion – References.… (more)

Subjects/Keywords: Financial risk management Mathematical models; Stochastic control theory; optimal investment; Richard's model; stochastic optimal control; optimal stopping

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Zhang, J. (2017). Optimal consumption, investment and insurance strategy applications. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1273089

Chicago Manual of Style (16^{th} Edition):

Zhang, Jinhui. “Optimal consumption, investment and insurance strategy applications.” 2017. Doctoral Dissertation, Macquarie University. Accessed March 04, 2021. http://hdl.handle.net/1959.14/1273089.

MLA Handbook (7^{th} Edition):

Zhang, Jinhui. “Optimal consumption, investment and insurance strategy applications.” 2017. Web. 04 Mar 2021.

Vancouver:

Zhang J. Optimal consumption, investment and insurance strategy applications. [Internet] [Doctoral dissertation]. Macquarie University; 2017. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1959.14/1273089.

Council of Science Editors:

Zhang J. Optimal consumption, investment and insurance strategy applications. [Doctoral Dissertation]. Macquarie University; 2017. Available from: http://hdl.handle.net/1959.14/1273089

Georgia Tech

12.
Exarchos, Ioannis.
*Stochastic**optimal* *control* - a forward and backward sampling approach.

Degree: PhD, Aerospace Engineering, 2017, Georgia Tech

URL: http://hdl.handle.net/1853/59263

► *Stochastic* *optimal* *control* has seen significant recent development, motivated by its success in a plethora of engineering applications, such as autonomous systems, robotics, neuroscience, and…
(more)

Subjects/Keywords: Stochastic optimal control; Forward and backward stochastic differential equations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Exarchos, I. (2017). Stochastic optimal control - a forward and backward sampling approach. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59263

Chicago Manual of Style (16^{th} Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Doctoral Dissertation, Georgia Tech. Accessed March 04, 2021. http://hdl.handle.net/1853/59263.

MLA Handbook (7^{th} Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 04 Mar 2021.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1853/59263.

Council of Science Editors:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59263

Georgia Tech

13.
Okamoto, Kazuhide.
* Optimal* covariance steering: Theory and its application to autonomous driving.

Degree: PhD, Aerospace Engineering, 2019, Georgia Tech

URL: http://hdl.handle.net/1853/62260

► *Optimal* *control* under uncertainty has been one of the central research topics in the *control* community for decades. While a number of theories have been…
(more)

Subjects/Keywords: Stochastic control; Optimal control; Model predictive control; Vehicle path planning

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Okamoto, K. (2019). Optimal covariance steering: Theory and its application to autonomous driving. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/62260

Chicago Manual of Style (16^{th} Edition):

Okamoto, Kazuhide. “Optimal covariance steering: Theory and its application to autonomous driving.” 2019. Doctoral Dissertation, Georgia Tech. Accessed March 04, 2021. http://hdl.handle.net/1853/62260.

MLA Handbook (7^{th} Edition):

Okamoto, Kazuhide. “Optimal covariance steering: Theory and its application to autonomous driving.” 2019. Web. 04 Mar 2021.

Vancouver:

Okamoto K. Optimal covariance steering: Theory and its application to autonomous driving. [Internet] [Doctoral dissertation]. Georgia Tech; 2019. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1853/62260.

Council of Science Editors:

Okamoto K. Optimal covariance steering: Theory and its application to autonomous driving. [Doctoral Dissertation]. Georgia Tech; 2019. Available from: http://hdl.handle.net/1853/62260

University of Texas – Austin

14. -0056-8793. Existence, characterization and approximation in the generalized monotone follower problem.

Degree: PhD, Mathematics, 2015, University of Texas – Austin

URL: http://hdl.handle.net/2152/31517

► We revisit the classical monotone-follower problem and consider it in a generalized formulation. Our approach, based on a compactness substitute for nondecreasing processes, the Meyer-Zheng…
(more)

Subjects/Keywords: Maximum principle; Meyer-Zheng convergence; Monotone-follower problem; Optimal stochastic control; Optimal stopping; Singular control

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APA (6^{th} Edition):

-0056-8793. (2015). Existence, characterization and approximation in the generalized monotone follower problem. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/31517

Note: this citation may be lacking information needed for this citation format:

Author name may be incomplete

Chicago Manual of Style (16^{th} Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Doctoral Dissertation, University of Texas – Austin. Accessed March 04, 2021. http://hdl.handle.net/2152/31517.

Note: this citation may be lacking information needed for this citation format:

Author name may be incomplete

MLA Handbook (7^{th} Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Web. 04 Mar 2021.

Note: this citation may be lacking information needed for this citation format:

Author name may be incomplete

Vancouver:

-0056-8793. Existence, characterization and approximation in the generalized monotone follower problem. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2015. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/2152/31517.

Author name may be incomplete

Council of Science Editors:

-0056-8793. Existence, characterization and approximation in the generalized monotone follower problem. [Doctoral Dissertation]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/31517

Author name may be incomplete

Washington University in St. Louis

15.
Qi, Ji.
* Control* of Deterministic and

Degree: PhD, Electrical & Systems Engineering, 2014, Washington University in St. Louis

URL: https://openscholarship.wustl.edu/eng_etds/71

► The behavior of physical, chemical, and biological systems can exhibit significant sensitivity to uncertainty or variation in system parameters. This factor arises in practical…
(more)

Subjects/Keywords: controllability; ensemble control; optimal control; polynomial approxiamtion; stochastic; Engineering

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APA (6^{th} Edition):

Qi, J. (2014). Control of Deterministic and Stochastic Linear Ensemble Systems. (Doctoral Dissertation). Washington University in St. Louis. Retrieved from https://openscholarship.wustl.edu/eng_etds/71

Chicago Manual of Style (16^{th} Edition):

Qi, Ji. “Control of Deterministic and Stochastic Linear Ensemble Systems.” 2014. Doctoral Dissertation, Washington University in St. Louis. Accessed March 04, 2021. https://openscholarship.wustl.edu/eng_etds/71.

MLA Handbook (7^{th} Edition):

Qi, Ji. “Control of Deterministic and Stochastic Linear Ensemble Systems.” 2014. Web. 04 Mar 2021.

Vancouver:

Qi J. Control of Deterministic and Stochastic Linear Ensemble Systems. [Internet] [Doctoral dissertation]. Washington University in St. Louis; 2014. [cited 2021 Mar 04]. Available from: https://openscholarship.wustl.edu/eng_etds/71.

Council of Science Editors:

Qi J. Control of Deterministic and Stochastic Linear Ensemble Systems. [Doctoral Dissertation]. Washington University in St. Louis; 2014. Available from: https://openscholarship.wustl.edu/eng_etds/71

University of Manchester

16.
Martyr, Randall.
* Optimal* prediction games in local electricity
markets.

Degree: 2015, University of Manchester

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:281877

► Local electricity markets can be defined broadly as "future electricity market designs involving domestic customers, demand-side response and energy storage". Like current deregulated electricity markets,…
(more)

Subjects/Keywords: optimal control; stochastic control; optimal stopping; stochastic games; optimal switching; optimal impulse control; power system economics; electricity markets; contracts for difference; electricity market reform; balancing services; demand response; energy storage

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Martyr, R. (2015). Optimal prediction games in local electricity markets. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:281877

Chicago Manual of Style (16^{th} Edition):

Martyr, Randall. “Optimal prediction games in local electricity markets.” 2015. Doctoral Dissertation, University of Manchester. Accessed March 04, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:281877.

MLA Handbook (7^{th} Edition):

Martyr, Randall. “Optimal prediction games in local electricity markets.” 2015. Web. 04 Mar 2021.

Vancouver:

Martyr R. Optimal prediction games in local electricity markets. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2021 Mar 04]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:281877.

Council of Science Editors:

Martyr R. Optimal prediction games in local electricity markets. [Doctoral Dissertation]. University of Manchester; 2015. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:281877

King Abdullah University of Science and Technology

17.
Caballero, Renzo.
*Stochastic**Optimal* *Control* of Renewable Energy.

Degree: Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, 2019, King Abdullah University of Science and Technology

URL: http://hdl.handle.net/10754/655846

► Uruguay is a pioneer in the use of renewable sources of energy and can usually satisfy its total demand from renewable sources. *Control* and optimization…
(more)

Subjects/Keywords: optimal control; renewable energy; Hamilton-Jacobi-Bellman; wind power optimiztion; stochastic optimal control; optimal energy dispatch

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Caballero, R. (2019). Stochastic Optimal Control of Renewable Energy. (Thesis). King Abdullah University of Science and Technology. Retrieved from http://hdl.handle.net/10754/655846

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Caballero, Renzo. “Stochastic Optimal Control of Renewable Energy.” 2019. Thesis, King Abdullah University of Science and Technology. Accessed March 04, 2021. http://hdl.handle.net/10754/655846.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Caballero, Renzo. “Stochastic Optimal Control of Renewable Energy.” 2019. Web. 04 Mar 2021.

Vancouver:

Caballero R. Stochastic Optimal Control of Renewable Energy. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2019. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/10754/655846.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Caballero R. Stochastic Optimal Control of Renewable Energy. [Thesis]. King Abdullah University of Science and Technology; 2019. Available from: http://hdl.handle.net/10754/655846

Not specified: Masters Thesis or Doctoral Dissertation

University of California – Berkeley

18.
Miller, Christopher Wells.
Methods for *Optimal* *Stochastic* *Control* and *Optimal* Stopping Problems Featuring Time-Inconsistency.

Degree: Applied Mathematics, 2016, University of California – Berkeley

URL: http://www.escholarship.org/uc/item/56f5715d

► This thesis presents novel methods for computing *optimal* pre-commitment strategies in time-inconsistent *optimal* *stochastic* *control* and *optimal* stopping problems. We demonstrate how a time-inconsistent problem…
(more)

Subjects/Keywords: Applied mathematics; Mathematical finance; Optimal stochastic control; Optimal stopping problems; Time-inconsistency

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Miller, C. W. (2016). Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/56f5715d

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Miller, Christopher Wells. “Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency.” 2016. Thesis, University of California – Berkeley. Accessed March 04, 2021. http://www.escholarship.org/uc/item/56f5715d.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Miller, Christopher Wells. “Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency.” 2016. Web. 04 Mar 2021.

Vancouver:

Miller CW. Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency. [Internet] [Thesis]. University of California – Berkeley; 2016. [cited 2021 Mar 04]. Available from: http://www.escholarship.org/uc/item/56f5715d.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Miller CW. Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency. [Thesis]. University of California – Berkeley; 2016. Available from: http://www.escholarship.org/uc/item/56f5715d

Not specified: Masters Thesis or Doctoral Dissertation

Georgia Tech

19.
Li, Wuchen.
A study of *stochastic* differential equations and Fokker-Planck equations with applications.

Degree: PhD, Mathematics, 2016, Georgia Tech

URL: http://hdl.handle.net/1853/54999

► Fokker-Planck equations, along with *stochastic* differential equations, play vital roles in physics, population modeling, game theory and optimization (finite or infinite dimensional). In this thesis,…
(more)

Subjects/Keywords: Stochastic differential equations; Fokker-Planck equations; Gradient flow; Optimal control; Optimal transport

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Li, W. (2016). A study of stochastic differential equations and Fokker-Planck equations with applications. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/54999

Chicago Manual of Style (16^{th} Edition):

Li, Wuchen. “A study of stochastic differential equations and Fokker-Planck equations with applications.” 2016. Doctoral Dissertation, Georgia Tech. Accessed March 04, 2021. http://hdl.handle.net/1853/54999.

MLA Handbook (7^{th} Edition):

Li, Wuchen. “A study of stochastic differential equations and Fokker-Planck equations with applications.” 2016. Web. 04 Mar 2021.

Vancouver:

Li W. A study of stochastic differential equations and Fokker-Planck equations with applications. [Internet] [Doctoral dissertation]. Georgia Tech; 2016. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1853/54999.

Council of Science Editors:

Li W. A study of stochastic differential equations and Fokker-Planck equations with applications. [Doctoral Dissertation]. Georgia Tech; 2016. Available from: http://hdl.handle.net/1853/54999

University of Manchester

20.
Cheng, Mingliang.
CORPORATE VALUATION AND *OPTIMAL* OPERATION UNDER LIQUIDITY
CONSTRAINTS.

Degree: 2016, University of Manchester

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298233

► We investigate the impact of cash reserves upon the *optimal* behaviour of a modelled firm that has uncertain future revenues. To achieve this, we build…
(more)

Subjects/Keywords: Corporate Finance; Real Options; Debt Financing; Optimal Investment; Stochastic Control; Semi-Lagrangian Methods; Optimal Dividends

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Cheng, M. (2016). CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298233

Chicago Manual of Style (16^{th} Edition):

Cheng, Mingliang. “CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS.” 2016. Doctoral Dissertation, University of Manchester. Accessed March 04, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298233.

MLA Handbook (7^{th} Edition):

Cheng, Mingliang. “CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS.” 2016. Web. 04 Mar 2021.

Vancouver:

Cheng M. CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Mar 04]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298233.

Council of Science Editors:

Cheng M. CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298233

University of California – Santa Cruz

21.
Anderson, Ross.
Uncertainty-Anticipating *Stochastic* *Optimal* Feedback *Control* of Autonomous Vehicle Models.

Degree: Applied Mathematics and Statistics, 2014, University of California – Santa Cruz

URL: http://www.escholarship.org/uc/item/3400q1w1

► *Control* of autonomous vehicle teams has emerged as a key topic in the *control* and robotics communities, owing to a growing range of applications that…
(more)

Subjects/Keywords: Applied mathematics; Robotics; dubins vehicle; nonlinear control; path-integral control; self-triggered control; stochastic optimal control; stochastic processes

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Anderson, R. (2014). Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models. (Thesis). University of California – Santa Cruz. Retrieved from http://www.escholarship.org/uc/item/3400q1w1

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Anderson, Ross. “Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models.” 2014. Thesis, University of California – Santa Cruz. Accessed March 04, 2021. http://www.escholarship.org/uc/item/3400q1w1.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Anderson, Ross. “Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models.” 2014. Web. 04 Mar 2021.

Vancouver:

Anderson R. Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models. [Internet] [Thesis]. University of California – Santa Cruz; 2014. [cited 2021 Mar 04]. Available from: http://www.escholarship.org/uc/item/3400q1w1.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Anderson R. Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models. [Thesis]. University of California – Santa Cruz; 2014. Available from: http://www.escholarship.org/uc/item/3400q1w1

Not specified: Masters Thesis or Doctoral Dissertation

North Carolina State University

22. Marten, Alex Lennart. Essays on the Application and Computation of Real Options.

Degree: PhD, Economics, 2009, North Carolina State University

URL: http://www.lib.ncsu.edu/resolver/1840.16/3725

► This dissertation presents a series of three essays that examine applications and computational issues associated with the use of *stochastic* *optimal* *control* modeling in the…
(more)

Subjects/Keywords: stochastic optimal control; real options; conditional transition density; brownfields; stochastic differential equations

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Marten, A. L. (2009). Essays on the Application and Computation of Real Options. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/3725

Chicago Manual of Style (16^{th} Edition):

Marten, Alex Lennart. “Essays on the Application and Computation of Real Options.” 2009. Doctoral Dissertation, North Carolina State University. Accessed March 04, 2021. http://www.lib.ncsu.edu/resolver/1840.16/3725.

MLA Handbook (7^{th} Edition):

Marten, Alex Lennart. “Essays on the Application and Computation of Real Options.” 2009. Web. 04 Mar 2021.

Vancouver:

Marten AL. Essays on the Application and Computation of Real Options. [Internet] [Doctoral dissertation]. North Carolina State University; 2009. [cited 2021 Mar 04]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3725.

Council of Science Editors:

Marten AL. Essays on the Application and Computation of Real Options. [Doctoral Dissertation]. North Carolina State University; 2009. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3725

University of Toronto

23. Rubisov, Anton. Statistical Arbitrage Using Limit Order Book Imbalance.

Degree: 2015, University of Toronto

URL: http://hdl.handle.net/1807/70567

►

This dissertation demonstrates that there is high revenue potential in using limit order book imbalance as a state variable in an algorithmic trading strategy. Beginning… (more)

Subjects/Keywords: dynamic programming; limit order book; statistical arbitrage; stochastic optimal control; 0508

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Rubisov, A. (2015). Statistical Arbitrage Using Limit Order Book Imbalance. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/70567

Chicago Manual of Style (16^{th} Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Masters Thesis, University of Toronto. Accessed March 04, 2021. http://hdl.handle.net/1807/70567.

MLA Handbook (7^{th} Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Web. 04 Mar 2021.

Vancouver:

Rubisov A. Statistical Arbitrage Using Limit Order Book Imbalance. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1807/70567.

Council of Science Editors:

Rubisov A. Statistical Arbitrage Using Limit Order Book Imbalance. [Masters Thesis]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/70567

Wayne State University

24.
Nguyen, Nhat Do Minh.
On A Multi-Dimensional Singular *Stochastic* *Control* Problem: The Parabolic Case.

Degree: PhD, Mathematics, 2015, Wayne State University

URL: https://digitalcommons.wayne.edu/oa_dissertations/1379

► This dissertation considers a *stochastic* dynamic system which is governed by a multidimensional diffusion process with time dependent coefficients. The *control* acts additively on…
(more)

Subjects/Keywords: dynamic programming; free boundary; optimal stochastic control; Mathematics

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Nguyen, N. D. M. (2015). On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case. (Doctoral Dissertation). Wayne State University. Retrieved from https://digitalcommons.wayne.edu/oa_dissertations/1379

Chicago Manual of Style (16^{th} Edition):

Nguyen, Nhat Do Minh. “On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case.” 2015. Doctoral Dissertation, Wayne State University. Accessed March 04, 2021. https://digitalcommons.wayne.edu/oa_dissertations/1379.

MLA Handbook (7^{th} Edition):

Nguyen, Nhat Do Minh. “On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case.” 2015. Web. 04 Mar 2021.

Vancouver:

Nguyen NDM. On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case. [Internet] [Doctoral dissertation]. Wayne State University; 2015. [cited 2021 Mar 04]. Available from: https://digitalcommons.wayne.edu/oa_dissertations/1379.

Council of Science Editors:

Nguyen NDM. On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case. [Doctoral Dissertation]. Wayne State University; 2015. Available from: https://digitalcommons.wayne.edu/oa_dissertations/1379

Universidade Nova

25. Valacchi, Giulia. An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism.

Degree: 2013, Universidade Nova

URL: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603

►

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business… (more)

Subjects/Keywords: CO2 emission certificates; EU-ETS system; CDM projects; Stochastic optimal control

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Valacchi, G. (2013). An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Valacchi, Giulia. “An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism.” 2013. Thesis, Universidade Nova. Accessed March 04, 2021. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Valacchi, Giulia. “An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism.” 2013. Web. 04 Mar 2021.

Vancouver:

Valacchi G. An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2021 Mar 04]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Valacchi G. An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism. [Thesis]. Universidade Nova; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603

Not specified: Masters Thesis or Doctoral Dissertation

Texas A&M University

26.
Parunandi, Karthikeya Sharma.
Perturbation Feedback Approaches in *Stochastic* *Optimal* *Control*: Applications to Model-Based and Model-Free Problems in Robotics.

Degree: MS, Aerospace Engineering, 2019, Texas A&M University

URL: http://hdl.handle.net/1969.1/188787

► Decision making under uncertainty is an important problem in engineering that is traditionally approached differently in each of the *Stochastic* *optimal* *control*, Reinforcement learning and…
(more)

Subjects/Keywords: Reinforcement Learning; Stochastic Optimal Control; Motion Planning; Trajectory Optimization; Robotics

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Parunandi, K. S. (2019). Perturbation Feedback Approaches in Stochastic Optimal Control: Applications to Model-Based and Model-Free Problems in Robotics. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/188787

Chicago Manual of Style (16^{th} Edition):

Parunandi, Karthikeya Sharma. “Perturbation Feedback Approaches in Stochastic Optimal Control: Applications to Model-Based and Model-Free Problems in Robotics.” 2019. Masters Thesis, Texas A&M University. Accessed March 04, 2021. http://hdl.handle.net/1969.1/188787.

MLA Handbook (7^{th} Edition):

Parunandi, Karthikeya Sharma. “Perturbation Feedback Approaches in Stochastic Optimal Control: Applications to Model-Based and Model-Free Problems in Robotics.” 2019. Web. 04 Mar 2021.

Vancouver:

Parunandi KS. Perturbation Feedback Approaches in Stochastic Optimal Control: Applications to Model-Based and Model-Free Problems in Robotics. [Internet] [Masters thesis]. Texas A&M University; 2019. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/1969.1/188787.

Council of Science Editors:

Parunandi KS. Perturbation Feedback Approaches in Stochastic Optimal Control: Applications to Model-Based and Model-Free Problems in Robotics. [Masters Thesis]. Texas A&M University; 2019. Available from: http://hdl.handle.net/1969.1/188787

University of the Western Cape

27. Adebiyi, Ayodeji O. Mathematical modeling of the population dynamics of tuberculosis .

Degree: 2016, University of the Western Cape

URL: http://hdl.handle.net/11394/4928

► Tuberculosis (TB) is currently one of the major public health challenges in South Africa, and in many countries. Mycobacterium tuberculosis is among the leading causes…
(more)

Subjects/Keywords: Tuberculosis; Backward bifurcation; Stochastic asymptotic stability; Optimal control

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Adebiyi, A. O. (2016). Mathematical modeling of the population dynamics of tuberculosis . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4928

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Adebiyi, Ayodeji O. “Mathematical modeling of the population dynamics of tuberculosis .” 2016. Thesis, University of the Western Cape. Accessed March 04, 2021. http://hdl.handle.net/11394/4928.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Adebiyi, Ayodeji O. “Mathematical modeling of the population dynamics of tuberculosis .” 2016. Web. 04 Mar 2021.

Vancouver:

Adebiyi AO. Mathematical modeling of the population dynamics of tuberculosis . [Internet] [Thesis]. University of the Western Cape; 2016. [cited 2021 Mar 04]. Available from: http://hdl.handle.net/11394/4928.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Adebiyi AO. Mathematical modeling of the population dynamics of tuberculosis . [Thesis]. University of the Western Cape; 2016. Available from: http://hdl.handle.net/11394/4928

Not specified: Masters Thesis or Doctoral Dissertation

Technical University of Lisbon

28. Barros, Gilson Lopes Barbosa. Problemas de consumo e investimento em mercados financeiros.

Degree: 2014, Technical University of Lisbon

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413

►

Mestrado em Matemática Financeira

Um agente económico pretende decidir de que forma alocar a sua riqueza no que diz respeito ao seu nível de consumo… (more)

Subjects/Keywords: Controlo óptimo estocástico; consumo-investimento óptimo; programação dinâmica; volatilidade estocástica; Stochastic optimal control; optimal consumption-investment; dynamic programming; stochastic volatility

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Barros, G. L. B. (2014). Problemas de consumo e investimento em mercados financeiros. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Barros, Gilson Lopes Barbosa. “Problemas de consumo e investimento em mercados financeiros.” 2014. Thesis, Technical University of Lisbon. Accessed March 04, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Barros, Gilson Lopes Barbosa. “Problemas de consumo e investimento em mercados financeiros.” 2014. Web. 04 Mar 2021.

Vancouver:

Barros GLB. Problemas de consumo e investimento em mercados financeiros. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2021 Mar 04]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Barros GLB. Problemas de consumo e investimento em mercados financeiros. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413

Not specified: Masters Thesis or Doctoral Dissertation

University of Oxford

29.
Fleming, James.
Robust and *stochastic* MPC of uncertain-parameter systems.

Degree: PhD, 2016, University of Oxford

URL: https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224

► Constraint handling is difficult in model predictive *control* (MPC) of linear differential inclusions (LDIs) and linear parameter varying (LPV) systems. The designer is faced with…
(more)

Subjects/Keywords: 629.8; Convex Optimization; Stochastic Control; Chance Constrained Programming; Robust Control; Model Predictive Control; Optimal Control; Control; Receding-horizon; Optimal; Convex; Robust; Stochastic; Optimisation; MPC; Tube MPC; Constraints

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Fleming, J. (2016). Robust and stochastic MPC of uncertain-parameter systems. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224

Chicago Manual of Style (16^{th} Edition):

Fleming, James. “Robust and stochastic MPC of uncertain-parameter systems.” 2016. Doctoral Dissertation, University of Oxford. Accessed March 04, 2021. https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224.

MLA Handbook (7^{th} Edition):

Fleming, James. “Robust and stochastic MPC of uncertain-parameter systems.” 2016. Web. 04 Mar 2021.

Vancouver:

Fleming J. Robust and stochastic MPC of uncertain-parameter systems. [Internet] [Doctoral dissertation]. University of Oxford; 2016. [cited 2021 Mar 04]. Available from: https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224.

Council of Science Editors:

Fleming J. Robust and stochastic MPC of uncertain-parameter systems. [Doctoral Dissertation]. University of Oxford; 2016. Available from: https://ora.ox.ac.uk/objects/uuid:c19ff07c-0756-45f6-977b-9d54a5214310 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730224

30.
Li, Liangchen.
* Stochastic* nonzero-sum duopoly games with economic applications.

Degree: 2019, University of California – eScholarship, University of California

URL: http://www.escholarship.org/uc/item/28x554n4

► We study a class of *stochastic* duopoly games inspired by the two time-scale feature of many markets. The firms convert their short-term “local” advantage driven…
(more)

Subjects/Keywords: Applied mathematics; Operations research; Economics; dynamic duopoly; nonzero-sum stochastic game; optimal stochastic control; optimal stopping; special type of equilibria; stochastic impulse control

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Li, L. (2019). Stochastic nonzero-sum duopoly games with economic applications. (Thesis). University of California – eScholarship, University of California. Retrieved from http://www.escholarship.org/uc/item/28x554n4

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Li, Liangchen. “Stochastic nonzero-sum duopoly games with economic applications.” 2019. Thesis, University of California – eScholarship, University of California. Accessed March 04, 2021. http://www.escholarship.org/uc/item/28x554n4.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Li, Liangchen. “Stochastic nonzero-sum duopoly games with economic applications.” 2019. Web. 04 Mar 2021.

Vancouver:

Li L. Stochastic nonzero-sum duopoly games with economic applications. [Internet] [Thesis]. University of California – eScholarship, University of California; 2019. [cited 2021 Mar 04]. Available from: http://www.escholarship.org/uc/item/28x554n4.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li L. Stochastic nonzero-sum duopoly games with economic applications. [Thesis]. University of California – eScholarship, University of California; 2019. Available from: http://www.escholarship.org/uc/item/28x554n4

Not specified: Masters Thesis or Doctoral Dissertation