Stochastic control

Known as: Certainty equivalence property, Certainty equivalence (control theory), Stochastic singular control 
Stochastic control or stochastic optimal control is a subfield of control theory that deals with the existence of uncertainty either in observations… (More)
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Papers overview

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Highly Cited
2015
Highly Cited
2015
We present a unified framework for learning continuous control policies using backpropagation. It supports stochastic control by… (More)
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Highly Cited
2010
Highly Cited
2010
Robotic systems need to be able to plan control actions that are robust to the inherent uncertainty in the real world. This… (More)
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Highly Cited
2009
Highly Cited
2009
We study in this paper optimal stochastic control issues in delay tolerant networks. We first derive the struct ure of optimal… (More)
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Highly Cited
2006
Highly Cited
2006
We consider optimal harvesting of systems described by stochastic differential equations with delay. We focus on those situations… (More)
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Highly Cited
2004
Highly Cited
2004
We examine linear stochastic control systems when there is a communication channel connecting the sensor to the controller. The… (More)
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Highly Cited
2000
Highly Cited
2000
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria… (More)
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Highly Cited
1999
Highly Cited
1999
We consider the design of explicit rate-based congestion control for high-speed communication networks and show that this can be… (More)
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Highly Cited
1998
Highly Cited
1998
The paper discusses modeling and analysis of real-time systems subject to random time delays in the communication network. A new… (More)
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Highly Cited
1993
Highly Cited
1993
Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control… (More)
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Highly Cited
1977
Highly Cited
1977
What do you do to start reading dynamic programming and stochastic control? Searching the book that you love to read first or… (More)
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