Stochastics and Stochastic ReportsCadenillas A, Haussmann U (1994) The stochastic maximum principle for singular control problem. Stoch Stoch Rep 49(3–4):211–217A. Cadenillas and U. G. Haussmann, "The stochastic maximum principle for a singular control problem", Stoch. Stoch. Rep. , vol....
Stochastics and Stochastic ReportsGegout-Petit A, Pardoux E. Equations différentielles stochastiques rétrogrades réfléchies dans un convexe. Stoch Stoch Rep, 1996, 57: 111–128 MATH MathSciNetGegout-Petit, A, Pardoux, E (1996) Equations différentielles stochastiques rétrogrades réflé...
The paper is devoted to the study of the Cauchy problem for a stochastic version of the Hamilton-Jacobi-Bellman equation, to the stochastic generalization
A Jacquier,M Keller-Ressel,A Mijatović - 《Stochastics An International Journal of Probability & Stochastic Processes Formerly Stochastics & Stochastics Reports》 被引量: 20发表: 2013年 stochastics an international journal of probability and stochastic processes: formerly stochastics and stochastics repor...
Humans have the remarkable ability to continually store new memories, while maintaining old memories for a lifetime. How the brain avoids catastrophic forgetting of memories due to interference between encoded memories is an open problem in computational
Stochastics & Stochastic ReportsH. J. Kushner, "Control and optimal control of assemble to order man- ufacturing systems under heavy traffic," Stochast... Harold,j.,Kushner - 《Stochastics & Stochastic Reports》 被引量: 28发表: 1999年 Water-energy-food nexus and its stochastic dynamics: case...
On metrics in point process approximation This paper improves some results of Barbour and Brown (1992) on approximation of a point process by a Poisson process. The approximations bound a Wasserste... A Xia - 《Stochastics & Stochastic Reports》 被引量: 21发表: 2007年 加载更多来源...
It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in learning has been
A family of stochastic control problems for diffusion processes in noncompact symmetric spaces of rank one are described and explicitly solved. The problem... TE Duncan - 《Stochastics & Stochastic Reports》 被引量: 4发表: 2007年 Some solvable stochastic control problems in noncompact symmetric spa...
The stability of stochastic partial differential equations and applications i We investigate the stability of stochastic evolution equations with respect to simultaneous perturbations of the driving semimartingales, of all data (on f... I.,Gyöngy - 《Stochastics & Stochastic Reports》 被引量: 13发...