Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(stochastic optimal control). Showing records 1 – 30 of 127 total matches.

[1] [2] [3] [4] [5]

Search Limiters

Last 2 Years | English Only

Degrees

Country

▼ Search Limiters


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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Wu W. Limitations of dynamic programming approach: singularity and time inconsistency. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2019 Sep 18]. 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


Boston University

2. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. http://hdl.handle.net/2144/13130.

MLA Handbook (7th Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Web. 18 Sep 2019.

Vancouver:

Ren D. Stochastic optimization and applications in finance. [Internet] [Doctoral dissertation]. Boston University; 2013. [cited 2019 Sep 18]. 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

3. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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/3674

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 September 18, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3674.

MLA Handbook (7th Edition):

Theodorou, Evangelos A. “Iterative path integral stochastic optimal control: theory and applications to motor control.” 2011. Web. 18 Sep 2019.

Vancouver:

Theodorou EA. Iterative path integral stochastic optimal control: theory and applications to motor control. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Sep 18]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/468575/rec/3674.

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/3674


Université de Grenoble

4. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. http://www.theses.fr/2013GRENM062.

MLA Handbook (7th Edition):

Salch, Alexandre. “Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience.” 2013. Web. 18 Sep 2019.

Vancouver:

Salch A. Ordonnancement stochastique avec impatience : Stochastic scheduling with impatience. [Internet] [Doctoral dissertation]. Université de Grenoble; 2013. [cited 2019 Sep 18]. 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

5. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Sep 18]. 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

6. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Blair J. Modelling approaches for optimal liquidation under a limit-order book structure. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Sep 18]. 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

7. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Iolov AV. Parameter Estimation, Optimal Control and Optimal Design in Stochastic Neural Models . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2019 Sep 18]. 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

8. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Filo MG. Topics in Stochastic Stability, Optimal Control and Estimation Theory. [Internet] [Thesis]. University of California – eScholarship, University of California; 2018. [cited 2019 Sep 18]. 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

9. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. http://hdl.handle.net/1853/59263.

MLA Handbook (7th Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 18 Sep 2019.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2019 Sep 18]. 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


Washington University in St. Louis

10. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. https://openscholarship.wustl.edu/eng_etds/71.

MLA Handbook (7th Edition):

Qi, Ji. “Control of Deterministic and Stochastic Linear Ensemble Systems.” 2014. Web. 18 Sep 2019.

Vancouver:

Qi J. Control of Deterministic and Stochastic Linear Ensemble Systems. [Internet] [Doctoral dissertation]. Washington University in St. Louis; 2014. [cited 2019 Sep 18]. 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 Notre Dame

11. Matthew Zyskowski. Cost Density-Shaping for Stochastic Optimal Control</h1>.

Degree: PhD, Electrical Engineering, 2010, University of Notre Dame

  In stochastic optimal control theory, the complete specification of the probability density function of the random cost functional might be considered the most a… (more)

Subjects/Keywords: cost density-shaping; stochastic optimal control; LQG; cost cumulant control

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Zyskowski, M. (2010). Cost Density-Shaping for Stochastic Optimal Control</h1>. (Doctoral Dissertation). University of Notre Dame. Retrieved from https://curate.nd.edu/show/r207tm73247

Chicago Manual of Style (16th Edition):

Zyskowski, Matthew. “Cost Density-Shaping for Stochastic Optimal Control</h1>.” 2010. Doctoral Dissertation, University of Notre Dame. Accessed September 18, 2019. https://curate.nd.edu/show/r207tm73247.

MLA Handbook (7th Edition):

Zyskowski, Matthew. “Cost Density-Shaping for Stochastic Optimal Control</h1>.” 2010. Web. 18 Sep 2019.

Vancouver:

Zyskowski M. Cost Density-Shaping for Stochastic Optimal Control</h1>. [Internet] [Doctoral dissertation]. University of Notre Dame; 2010. [cited 2019 Sep 18]. Available from: https://curate.nd.edu/show/r207tm73247.

Council of Science Editors:

Zyskowski M. Cost Density-Shaping for Stochastic Optimal Control</h1>. [Doctoral Dissertation]. University of Notre Dame; 2010. Available from: https://curate.nd.edu/show/r207tm73247


University of Manchester

12. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Martyr R. Optimal prediction games in local electricity markets. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2019 Sep 18]. 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

13. Caballero, Renzo. Stochastic Optimal Control of Renewable Energy.

Degree: 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Caballero R. Stochastic Optimal Control of Renewable Energy. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2019. [cited 2019 Sep 18]. 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


Georgia Tech

14. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Li W. A study of stochastic differential equations and Fokker-Planck equations with applications. [Internet] [Doctoral dissertation]. Georgia Tech; 2016. [cited 2019 Sep 18]. 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 California – Berkeley

15. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Miller CW. Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency. [Internet] [Thesis]. University of California – Berkeley; 2016. [cited 2019 Sep 18]. 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


University of Manchester

16. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Cheng M. CORPORATE VALUATION AND OPTIMAL OPERATION UNDER LIQUIDITY CONSTRAINTS. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Sep 18]. 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

17. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Anderson R. Uncertainty-Anticipating Stochastic Optimal Feedback Control of Autonomous Vehicle Models. [Internet] [Thesis]. University of California – Santa Cruz; 2014. [cited 2019 Sep 18]. 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

18. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Marten AL. Essays on the Application and Computation of Real Options. [Internet] [Doctoral dissertation]. North Carolina State University; 2009. [cited 2019 Sep 18]. 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


Penn State University

19. Caliz Ospino, Rodrigo Alberto. A Nonlinear Queueing-Based Planning and Scheduling Framework for Multi-Product Supply Networks.

Degree: PhD, Industrial Engineering, 2009, Penn State University

 This research work presents a hierarchical nonlinear optimization-based framework for planning and scheduling of supply networks modeled as multi-class stochastic queueing networks. More precisely, the… (more)

Subjects/Keywords: Production Planning; Robust Scheduling; Multi-class Stochastic Networks; Optimal Control

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Caliz Ospino, R. A. (2009). A Nonlinear Queueing-Based Planning and Scheduling Framework for Multi-Product Supply Networks. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/10319

Chicago Manual of Style (16th Edition):

Caliz Ospino, Rodrigo Alberto. “A Nonlinear Queueing-Based Planning and Scheduling Framework for Multi-Product Supply Networks.” 2009. Doctoral Dissertation, Penn State University. Accessed September 18, 2019. https://etda.libraries.psu.edu/catalog/10319.

MLA Handbook (7th Edition):

Caliz Ospino, Rodrigo Alberto. “A Nonlinear Queueing-Based Planning and Scheduling Framework for Multi-Product Supply Networks.” 2009. Web. 18 Sep 2019.

Vancouver:

Caliz Ospino RA. A Nonlinear Queueing-Based Planning and Scheduling Framework for Multi-Product Supply Networks. [Internet] [Doctoral dissertation]. Penn State University; 2009. [cited 2019 Sep 18]. Available from: https://etda.libraries.psu.edu/catalog/10319.

Council of Science Editors:

Caliz Ospino RA. A Nonlinear Queueing-Based Planning and Scheduling Framework for Multi-Product Supply Networks. [Doctoral Dissertation]. Penn State University; 2009. Available from: https://etda.libraries.psu.edu/catalog/10319


Universidade Nova

20. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Valacchi G. An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2019 Sep 18]. 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


University of the Western Cape

21. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Adebiyi AO. Mathematical modeling of the population dynamics of tuberculosis . [Internet] [Thesis]. University of the Western Cape; 2016. [cited 2019 Sep 18]. 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


Wayne State University

22. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Nguyen NDM. On A Multi-Dimensional Singular Stochastic Control Problem: The Parabolic Case. [Internet] [Doctoral dissertation]. Wayne State University; 2015. [cited 2019 Sep 18]. 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


University of Toronto

23. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. http://hdl.handle.net/1807/70567.

MLA Handbook (7th Edition):

Rubisov, Anton. “Statistical Arbitrage Using Limit Order Book Imbalance.” 2015. Web. 18 Sep 2019.

Vancouver:

Rubisov A. Statistical Arbitrage Using Limit Order Book Imbalance. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2019 Sep 18]. 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


Technical University of Lisbon

24. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Barros GLB. Problemas de consumo e investimento em mercados financeiros. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2019 Sep 18]. 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


University of Oxford

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

Degree: PhD, 2016, University of Oxford

 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 DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Fleming, James. “Robust and stochastic MPC of uncertain-parameter systems.” 2016. Doctoral Dissertation, University of Oxford. Accessed September 18, 2019. 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 (7th Edition):

Fleming, James. “Robust and stochastic MPC of uncertain-parameter systems.” 2016. Web. 18 Sep 2019.

Vancouver:

Fleming J. Robust and stochastic MPC of uncertain-parameter systems. [Internet] [Doctoral dissertation]. University of Oxford; 2016. [cited 2019 Sep 18]. 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

26. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 September 18, 2019. 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. 18 Sep 2019.

Vancouver:

Li L. Stochastic nonzero-sum duopoly games with economic applications. [Internet] [Thesis]. University of California – eScholarship, University of California; 2019. [cited 2019 Sep 18]. 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


University of Illinois – Urbana-Champaign

27. Golpashin, Alen Envieh. Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control.

Degree: MS, Aerospace Engineering, 2018, University of Illinois – Urbana-Champaign

 This study aims to address the problem of attitude control of spacecraft in presence of thrust uncertainty, which leads to stochastic accelerations. Spacecraft equipped with… (more)

Subjects/Keywords: Stochastic Optimal Control; Attitude Control; Thrust Uncertainty; Hamilton-Jacobi-Bellman; HJB; Al'brekht Method

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Golpashin, A. E. (2018). Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/102525

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):

Golpashin, Alen Envieh. “Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control.” 2018. Thesis, University of Illinois – Urbana-Champaign. Accessed September 18, 2019. http://hdl.handle.net/2142/102525.

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

MLA Handbook (7th Edition):

Golpashin, Alen Envieh. “Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control.” 2018. Web. 18 Sep 2019.

Vancouver:

Golpashin AE. Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2018. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/2142/102525.

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

Council of Science Editors:

Golpashin AE. Hamilton-Jacobi-Bellman equation for stochastic optimal control: Applications to spacecraft attitude control. [Thesis]. University of Illinois – Urbana-Champaign; 2018. Available from: http://hdl.handle.net/2142/102525

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

28. Riquelme, Victor. Optimal control problems for bioremediation of water resources : Problèmes de contrôle optimal pour la bioremédiation de ressources en eau.

Degree: Docteur es, Mathématiques et modélisation, 2016, Montpellier; Universidad de Chile

 Cette thèse se compose de deux parties. Dans la première partie, nous étudions les stratégies de temps minimum pour le traitement de la pollution dans… (more)

Subjects/Keywords: Contrôle optimal; Temps minimal; Contrôle stochastique; Biorestauration; Chemostat; Traitement de l'eau; Optimal control; Minimum time; Stochastic control; Bioremediation; Chemostat; Water treatment

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Riquelme, V. (2016). Optimal control problems for bioremediation of water resources : Problèmes de contrôle optimal pour la bioremédiation de ressources en eau. (Doctoral Dissertation). Montpellier; Universidad de Chile. Retrieved from http://www.theses.fr/2016MONTT290

Chicago Manual of Style (16th Edition):

Riquelme, Victor. “Optimal control problems for bioremediation of water resources : Problèmes de contrôle optimal pour la bioremédiation de ressources en eau.” 2016. Doctoral Dissertation, Montpellier; Universidad de Chile. Accessed September 18, 2019. http://www.theses.fr/2016MONTT290.

MLA Handbook (7th Edition):

Riquelme, Victor. “Optimal control problems for bioremediation of water resources : Problèmes de contrôle optimal pour la bioremédiation de ressources en eau.” 2016. Web. 18 Sep 2019.

Vancouver:

Riquelme V. Optimal control problems for bioremediation of water resources : Problèmes de contrôle optimal pour la bioremédiation de ressources en eau. [Internet] [Doctoral dissertation]. Montpellier; Universidad de Chile; 2016. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2016MONTT290.

Council of Science Editors:

Riquelme V. Optimal control problems for bioremediation of water resources : Problèmes de contrôle optimal pour la bioremédiation de ressources en eau. [Doctoral Dissertation]. Montpellier; Universidad de Chile; 2016. Available from: http://www.theses.fr/2016MONTT290


Indian Institute of Science

29. Saha, Subhamay. Single and Multi-player Stochastic Dynamic Optimization.

Degree: 2013, Indian Institute of Science

 In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we… (more)

Subjects/Keywords: Stochastic Dynamic Optimization; Stochastic Control Theory; Stochastic Processes; Markov Processes; Continuous-Time Markov Chains; Stochastic Games; Semi-Markov Decision Processes; Markov Processes - Optimal Control; Continuous Time Stochastic Processes; Dicrete Time Stochastic Processes; Continuous Time Markov Chains; Semi-Markov Decision Processes (SMDP); Optimal Markov Control; Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Saha, S. (2013). Single and Multi-player Stochastic Dynamic Optimization. (Thesis). Indian Institute of Science. Retrieved from http://etd.iisc.ernet.in/2005/3357 ; http://etd.iisc.ernet.in/abstracts/4224/G25755-Abs.pdf

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):

Saha, Subhamay. “Single and Multi-player Stochastic Dynamic Optimization.” 2013. Thesis, Indian Institute of Science. Accessed September 18, 2019. http://etd.iisc.ernet.in/2005/3357 ; http://etd.iisc.ernet.in/abstracts/4224/G25755-Abs.pdf.

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

MLA Handbook (7th Edition):

Saha, Subhamay. “Single and Multi-player Stochastic Dynamic Optimization.” 2013. Web. 18 Sep 2019.

Vancouver:

Saha S. Single and Multi-player Stochastic Dynamic Optimization. [Internet] [Thesis]. Indian Institute of Science; 2013. [cited 2019 Sep 18]. Available from: http://etd.iisc.ernet.in/2005/3357 ; http://etd.iisc.ernet.in/abstracts/4224/G25755-Abs.pdf.

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

Council of Science Editors:

Saha S. Single and Multi-player Stochastic Dynamic Optimization. [Thesis]. Indian Institute of Science; 2013. Available from: http://etd.iisc.ernet.in/2005/3357 ; http://etd.iisc.ernet.in/abstracts/4224/G25755-Abs.pdf

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


The Ohio State University

30. El Khoury, Omar, Mr. Optimal Performance-Based Control of Structures against Earthquakes Considering Excitation Stochasticity and System Nonlinearity.

Degree: PhD, Civil Engineering, 2017, The Ohio State University

 Natural disasters are one of the constant challenges for designing new and strengthening existing infrastructures. Such hazards in the past have incurred significant loss of… (more)

Subjects/Keywords: Civil Engineering; Stochasticity, Nonlinearity, Seismic Excitation, Optimal Control, Sliding Mode Control, Nonlinear Stochastic Control, Enhanced Stochastic Averaging, Shaking Table Tests, Stochastic Simulations, Multi-Span Bridges, Multi-Story Buildings

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

El Khoury, Omar, M. (2017). Optimal Performance-Based Control of Structures against Earthquakes Considering Excitation Stochasticity and System Nonlinearity. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1492691287286787

Chicago Manual of Style (16th Edition):

El Khoury, Omar, Mr. “Optimal Performance-Based Control of Structures against Earthquakes Considering Excitation Stochasticity and System Nonlinearity.” 2017. Doctoral Dissertation, The Ohio State University. Accessed September 18, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1492691287286787.

MLA Handbook (7th Edition):

El Khoury, Omar, Mr. “Optimal Performance-Based Control of Structures against Earthquakes Considering Excitation Stochasticity and System Nonlinearity.” 2017. Web. 18 Sep 2019.

Vancouver:

El Khoury, Omar M. Optimal Performance-Based Control of Structures against Earthquakes Considering Excitation Stochasticity and System Nonlinearity. [Internet] [Doctoral dissertation]. The Ohio State University; 2017. [cited 2019 Sep 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1492691287286787.

Council of Science Editors:

El Khoury, Omar M. Optimal Performance-Based Control of Structures against Earthquakes Considering Excitation Stochasticity and System Nonlinearity. [Doctoral Dissertation]. The Ohio State University; 2017. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1492691287286787

[1] [2] [3] [4] [5]

.