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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… 
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Related topics

Related topics

18 relations
Bellman equationBlack–Scholes modelBozenna Pasik-DuncanHigh-frequency trading

Broader (1)

Control theory

Papers overview

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2017
2017
A Real Option Approach to Valuing the Option to Defer in a Residential Project in Melbourne, Australia
Property development feasibility evaluation is a precursor to any real estate development activity. The evaluation is… 
2007
2007
An indirect adaptive control design with anti-windup compensation: Stability analysis
We combine an adaptive law with a control design including a Linear Quadratic (LQ) controller and a Linear Matrix Inequality (LMI… 
2007
2007
Multi-Time Stochastic Control Theory
The object of this paper is (i) to formulate the multi-time stochastic control theory, (ii) to propose a multi-time It ˆ o chain… 
2006
2006
Energy Efficient Policies for Distributed Target Tracking in Multihop Sensor Networks
We consider the problem of distributed target tracking in a sensor network under communication constraints between the sensor… 
2000
2000
A new linear adaptive controller: design, analysis and performance
The certainty equivalence and polynomial approach, widely used for designing adaptive controllers, leads to "simple" adaptive… 
1995
1995
A Kalman filter based visual tracking algorithm for an object moving in 3D
Robust and effective real-time visual tracking is realized by combining the first order differential invariants with stochastic… 
1994
1994
Planning under Uncertainty by Spreading Activation through an Adaptive Probabilistic Network
As robotics and automation are applied to unstructured environments such as those in the service sector, researchers have to… 
1989
1989
Adaptive nonlinear control an estimation-based algorithm
This has been succesfully performed in the case of a robot arm with as many motors as axis. Two rather different methcxls have… 
Review
1989
Review
1989
Threshold Extension by Nonlinear Techniques
The paper presents for the first time a technique that computes probability of error functions for nonlinear stochastic filters… 
1981
1981
Stochastic Control of Structures
The problem of how to control a structure against random disturbance of known statistical properties is investigated. An optimal…