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You searched for subject:(optimal control of stochastic). Showing records 1 – 30 of 347528 total matches.

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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

 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 (6th 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 (16th Edition):

Wu, Wei. “Limitations of dynamic programming approach: singularity and time inconsistency.” 2016. Doctoral Dissertation, University of New South Wales. Accessed April 12, 2021. http://handle.unsw.edu.au/1959.4/56208 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:40264/SOURCE02?view=true.

MLA Handbook (7th Edition):

Wu, Wei. “Limitations of dynamic programming approach: singularity and time inconsistency.” 2016. Web. 12 Apr 2021.

Vancouver:

Wu W. Limitations of dynamic programming approach: singularity and time inconsistency. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2021 Apr 12]. 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

 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 (6th 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 (16th Edition):

Williams, Grady Robert. “Model predictive path integral control: Theoretical foundations and applications to autonomous driving.” 2019. Doctoral Dissertation, Georgia Tech. Accessed April 12, 2021. http://hdl.handle.net/1853/62666.

MLA Handbook (7th Edition):

Williams, Grady Robert. “Model predictive path integral control: Theoretical foundations and applications to autonomous driving.” 2019. Web. 12 Apr 2021.

Vancouver:

Williams GR. Model predictive path integral control: Theoretical foundations and applications to autonomous driving. [Internet] [Doctoral dissertation]. Georgia Tech; 2019. [cited 2021 Apr 12]. 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

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

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

 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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Liangchen. “Stochastic nonzero-sum duopoly games with economic applications.” 2019. Thesis, University of California – eScholarship, University of California. Accessed April 12, 2021. http://www.escholarship.org/uc/item/28x554n4.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Liangchen. “Stochastic nonzero-sum duopoly games with economic applications.” 2019. Web. 12 Apr 2021.

Vancouver:

Li L. Stochastic nonzero-sum duopoly games with economic applications. [Internet] [Thesis]. University of California – eScholarship, University of California; 2019. [cited 2021 Apr 12]. Available from: http://www.escholarship.org/uc/item/28x554n4.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Boston University

4. Ren, Dan. Stochastic optimization and applications in finance.

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

 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 (6th 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 (16th Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Doctoral Dissertation, Boston University. Accessed April 12, 2021. http://hdl.handle.net/2144/13130.

MLA Handbook (7th Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Web. 12 Apr 2021.

Vancouver:

Ren D. Stochastic optimization and applications in finance. [Internet] [Doctoral dissertation]. Boston University; 2013. [cited 2021 Apr 12]. 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


Texas A&M University

5. Kumar, Mrinal. Design and Analysis of Stochastic Dynamical Systems with Fokker-Planck Equation.

Degree: PhD, Aerospace Engineering, 2011, Texas A&M University

 This dissertation addresses design and analysis aspects of stochastic dynamical systems using Fokker-Planck equation (FPE). A new numerical methodology based on the partition of unity… (more)

Subjects/Keywords: Stochastic dynamical systems; Fokker-Planck equation; Meshless finite-element methods; Nonlinear filtering; Stochastic optimal control; Partition of unity finite-element method

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APA (6th Edition):

Kumar, M. (2011). Design and Analysis of Stochastic Dynamical Systems with Fokker-Planck Equation. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7500

Chicago Manual of Style (16th Edition):

Kumar, Mrinal. “Design and Analysis of Stochastic Dynamical Systems with Fokker-Planck Equation.” 2011. Doctoral Dissertation, Texas A&M University. Accessed April 12, 2021. http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7500.

MLA Handbook (7th Edition):

Kumar, Mrinal. “Design and Analysis of Stochastic Dynamical Systems with Fokker-Planck Equation.” 2011. Web. 12 Apr 2021.

Vancouver:

Kumar M. Design and Analysis of Stochastic Dynamical Systems with Fokker-Planck Equation. [Internet] [Doctoral dissertation]. Texas A&M University; 2011. [cited 2021 Apr 12]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7500.

Council of Science Editors:

Kumar M. Design and Analysis of Stochastic Dynamical Systems with Fokker-Planck Equation. [Doctoral Dissertation]. Texas A&M University; 2011. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7500


University of Southern California

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

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

 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 (6th 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 (16th Edition):

Theodorou, Evangelos A. “Iterative path integral stochastic optimal control: theory and applications to motor control.” 2011. Doctoral Dissertation, University of Southern California. Accessed April 12, 2021. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3680.

MLA Handbook (7th Edition):

Theodorou, Evangelos A. “Iterative path integral stochastic optimal control: theory and applications to motor control.” 2011. Web. 12 Apr 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 Apr 12]. 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

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

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

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 (6th 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 (16th Edition):

Salch, Alexandre. “Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience.” 2013. Doctoral Dissertation, Université de Grenoble. Accessed April 12, 2021. http://www.theses.fr/2013GRENM062.

MLA Handbook (7th Edition):

Salch, Alexandre. “Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience.” 2013. Web. 12 Apr 2021.

Vancouver:

Salch A. Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience. [Internet] [Doctoral dissertation]. Université de Grenoble; 2013. [cited 2021 Apr 12]. 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

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

Degree: 2016, University of Manchester

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 (6th 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 (16th Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Doctoral Dissertation, University of Manchester. Accessed April 12, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:300421.

MLA Handbook (7th Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Web. 12 Apr 2021.

Vancouver:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Apr 12]. 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

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

Degree: PhD, 2016, University of Manchester

 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

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APA (6th 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 (16th Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Doctoral Dissertation, University of Manchester. Accessed April 12, 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 (7th Edition):

Blair, James. “Modelling approaches for optimal liquidation under a limit-order book structure.” 2016. Web. 12 Apr 2021.

Vancouver:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Apr 12]. 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

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

Degree: 2016, University of Ottawa

 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 (6th 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 (16th Edition):

Iolov, Alexandre V. “Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models .” 2016. Thesis, University of Ottawa. Accessed April 12, 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 (7th Edition):

Iolov, Alexandre V. “Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models .” 2016. Web. 12 Apr 2021.

Vancouver:

Iolov AV. Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2021 Apr 12]. 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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

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

 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 (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Filo, Maurice George. “Topics in Stochastic Stability, Optimal Control and Estimation Theory.” 2018. Thesis, University of California – eScholarship, University of California. Accessed April 12, 2021. http://www.escholarship.org/uc/item/7nh0k0dp.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Filo, Maurice George. “Topics in Stochastic Stability, Optimal Control and Estimation Theory.” 2018. Web. 12 Apr 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 Apr 12]. Available from: http://www.escholarship.org/uc/item/7nh0k0dp.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Tech

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

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

 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 (6th 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 (16th Edition):

Shao, Yuanxun. “Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow.” 2020. Doctoral Dissertation, Georgia Tech. Accessed April 12, 2021. http://hdl.handle.net/1853/64205.

MLA Handbook (7th Edition):

Shao, Yuanxun. “Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow.” 2020. Web. 12 Apr 2021.

Vancouver:

Shao Y. Advanced Convex Relaxations for Nonconvex Stochastic Programs and AC Optimal Power Flow. [Internet] [Doctoral dissertation]. Georgia Tech; 2020. [cited 2021 Apr 12]. 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

13. Zhang, Jinhui. Optimal consumption, investment and insurance strategy applications.

Degree: 2017, Macquarie University

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 (6th 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 (16th Edition):

Zhang, Jinhui. “Optimal consumption, investment and insurance strategy applications.” 2017. Doctoral Dissertation, Macquarie University. Accessed April 12, 2021. http://hdl.handle.net/1959.14/1273089.

MLA Handbook (7th Edition):

Zhang, Jinhui. “Optimal consumption, investment and insurance strategy applications.” 2017. Web. 12 Apr 2021.

Vancouver:

Zhang J. Optimal consumption, investment and insurance strategy applications. [Internet] [Doctoral dissertation]. Macquarie University; 2017. [cited 2021 Apr 12]. 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

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

Degree: PhD, Aerospace Engineering, 2017, Georgia Tech

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 (6th 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 (16th Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Doctoral Dissertation, Georgia Tech. Accessed April 12, 2021. http://hdl.handle.net/1853/59263.

MLA Handbook (7th Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 12 Apr 2021.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2021 Apr 12]. 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

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

Degree: PhD, Aerospace Engineering, 2019, Georgia Tech

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 (6th 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 (16th Edition):

Okamoto, Kazuhide. “Optimal covariance steering: Theory and its application to autonomous driving.” 2019. Doctoral Dissertation, Georgia Tech. Accessed April 12, 2021. http://hdl.handle.net/1853/62260.

MLA Handbook (7th Edition):

Okamoto, Kazuhide. “Optimal covariance steering: Theory and its application to autonomous driving.” 2019. Web. 12 Apr 2021.

Vancouver:

Okamoto K. Optimal covariance steering: Theory and its application to autonomous driving. [Internet] [Doctoral dissertation]. Georgia Tech; 2019. [cited 2021 Apr 12]. 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

16. -0056-8793. Existence, characterization and approximation in the generalized monotone follower problem.

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

 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 (6th 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 (16th Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Doctoral Dissertation, University of Texas – Austin. Accessed April 12, 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 (7th Edition):

-0056-8793. “Existence, characterization and approximation in the generalized monotone follower problem.” 2015. Web. 12 Apr 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 Apr 12]. Available from: http://hdl.handle.net/2152/31517.

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

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Washington University in St. Louis

17. Qi, Ji. Control of Deterministic and Stochastic Linear Ensemble Systems.

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

  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 (6th 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 (16th Edition):

Qi, Ji. “Control of Deterministic and Stochastic Linear Ensemble Systems.” 2014. Doctoral Dissertation, Washington University in St. Louis. Accessed April 12, 2021. https://openscholarship.wustl.edu/eng_etds/71.

MLA Handbook (7th Edition):

Qi, Ji. “Control of Deterministic and Stochastic Linear Ensemble Systems.” 2014. Web. 12 Apr 2021.

Vancouver:

Qi J. Control of Deterministic and Stochastic Linear Ensemble Systems. [Internet] [Doctoral dissertation]. Washington University in St. Louis; 2014. [cited 2021 Apr 12]. 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

18. Martyr, Randall. Optimal prediction games in local electricity markets.

Degree: 2015, University of Manchester

 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

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

APA (6th 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 (16th Edition):

Martyr, Randall. “Optimal prediction games in local electricity markets.” 2015. Doctoral Dissertation, University of Manchester. Accessed April 12, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:281877.

MLA Handbook (7th Edition):

Martyr, Randall. “Optimal prediction games in local electricity markets.” 2015. Web. 12 Apr 2021.

Vancouver:

Martyr R. Optimal prediction games in local electricity markets. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2021 Apr 12]. 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

19. 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

 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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Caballero, Renzo. “Stochastic Optimal Control of Renewable Energy.” 2019. Thesis, King Abdullah University of Science and Technology. Accessed April 12, 2021. http://hdl.handle.net/10754/655846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Caballero, Renzo. “Stochastic Optimal Control of Renewable Energy.” 2019. Web. 12 Apr 2021.

Vancouver:

Caballero R. Stochastic Optimal Control of Renewable Energy. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2019. [cited 2021 Apr 12]. Available from: http://hdl.handle.net/10754/655846.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of California – Berkeley

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

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

 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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Miller, Christopher Wells. “Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency.” 2016. Thesis, University of California – Berkeley. Accessed April 12, 2021. http://www.escholarship.org/uc/item/56f5715d.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Miller, Christopher Wells. “Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency.” 2016. Web. 12 Apr 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 Apr 12]. Available from: http://www.escholarship.org/uc/item/56f5715d.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Tech

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

Degree: PhD, Mathematics, 2016, Georgia Tech

 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

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APA (6th 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 (16th Edition):

Li, Wuchen. “A study of stochastic differential equations and Fokker-Planck equations with applications.” 2016. Doctoral Dissertation, Georgia Tech. Accessed April 12, 2021. http://hdl.handle.net/1853/54999.

MLA Handbook (7th Edition):

Li, Wuchen. “A study of stochastic differential equations and Fokker-Planck equations with applications.” 2016. Web. 12 Apr 2021.

Vancouver:

Li W. A study of stochastic differential equations and Fokker-Planck equations with applications. [Internet] [Doctoral dissertation]. Georgia Tech; 2016. [cited 2021 Apr 12]. 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

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

Degree: 2016, University of Manchester

 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

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APA (6th 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 (16th Edition):

Cheng, Mingliang. “CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS.” 2016. Doctoral Dissertation, University of Manchester. Accessed April 12, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:298233.

MLA Handbook (7th Edition):

Cheng, Mingliang. “CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS.” 2016. Web. 12 Apr 2021.

Vancouver:

Cheng M. CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2021 Apr 12]. 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

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

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

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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Anderson, Ross. “Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models.” 2014. Thesis, University of California – Santa Cruz. Accessed April 12, 2021. http://www.escholarship.org/uc/item/3400q1w1.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Anderson, Ross. “Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models.” 2014. Web. 12 Apr 2021.

Vancouver:

Anderson R. Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models. [Internet] [Thesis]. University of California – Santa Cruz; 2014. [cited 2021 Apr 12]. Available from: http://www.escholarship.org/uc/item/3400q1w1.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


North Carolina State University

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

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

 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

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APA (6th 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 (16th Edition):

Marten, Alex Lennart. “Essays on the Application and Computation of Real Options.” 2009. Doctoral Dissertation, North Carolina State University. Accessed April 12, 2021. http://www.lib.ncsu.edu/resolver/1840.16/3725.

MLA Handbook (7th Edition):

Marten, Alex Lennart. “Essays on the Application and Computation of Real Options.” 2009. Web. 12 Apr 2021.

Vancouver:

Marten AL. Essays on the Application and Computation of Real Options. [Internet] [Doctoral dissertation]. North Carolina State University; 2009. [cited 2021 Apr 12]. 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

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

Degree: 2015, University of Toronto

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

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APA (6th 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 (16th Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Masters Thesis, University of Toronto. Accessed April 12, 2021. http://hdl.handle.net/1807/70567.

MLA Handbook (7th Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Web. 12 Apr 2021.

Vancouver:

Rubisov A. Statistical Arbitrage Using Limit Order Book Imbalance. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2021 Apr 12]. 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

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

Degree: PhD, Mathematics, 2015, Wayne State University

  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

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APA (6th 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 (16th Edition):

Nguyen, Nhat Do Minh. “On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case.” 2015. Doctoral Dissertation, Wayne State University. Accessed April 12, 2021. https://digitalcommons.wayne.edu/oa_dissertations/1379.

MLA Handbook (7th Edition):

Nguyen, Nhat Do Minh. “On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case.” 2015. Web. 12 Apr 2021.

Vancouver:

Nguyen NDM. On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case. [Internet] [Doctoral dissertation]. Wayne State University; 2015. [cited 2021 Apr 12]. 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

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

Degree: 2013, Universidade Nova

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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Valacchi, Giulia. “An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism.” 2013. Thesis, Universidade Nova. Accessed April 12, 2021. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Valacchi, Giulia. “An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism.” 2013. Web. 12 Apr 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 Apr 12]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/11603.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

28. 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

 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

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APA (6th 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 (16th 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 April 12, 2021. http://hdl.handle.net/1969.1/188787.

MLA Handbook (7th Edition):

Parunandi, Karthikeya Sharma. “Perturbation Feedback Approaches in Stochastic Optimal Control: Applications to Model-Based and Model-Free Problems in Robotics.” 2019. Web. 12 Apr 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 Apr 12]. 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

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

Degree: 2016, University of the Western Cape

 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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Adebiyi, Ayodeji O. “Mathematical modeling of the population dynamics of tuberculosis .” 2016. Thesis, University of the Western Cape. Accessed April 12, 2021. http://hdl.handle.net/11394/4928.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Adebiyi, Ayodeji O. “Mathematical modeling of the population dynamics of tuberculosis .” 2016. Web. 12 Apr 2021.

Vancouver:

Adebiyi AO. Mathematical modeling of the population dynamics of tuberculosis . [Internet] [Thesis]. University of the Western Cape; 2016. [cited 2021 Apr 12]. Available from: http://hdl.handle.net/11394/4928.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

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

Degree: 2014, Technical University of Lisbon

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

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APA (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Barros, Gilson Lopes Barbosa. “Problemas de consumo e investimento em mercados financeiros.” 2014. Thesis, Technical University of Lisbon. Accessed April 12, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Barros, Gilson Lopes Barbosa. “Problemas de consumo e investimento em mercados financeiros.” 2014. Web. 12 Apr 2021.

Vancouver:

Barros GLB. Problemas de consumo e investimento em mercados financeiros. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2021 Apr 12]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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