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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

Semantic Scholar uses AI to extract papers important to this topic.
2012
2012
A multi-stage financial hedging approach for the procurement of manufacturing materials
2011
2011
Feedback linearizing indirect adaptive fuzzy control with foraging based on-line plant model estimation
Highly Cited
2006
Highly Cited
2006
Systematization of Approaches to Adaptive Boundary Stabilization of PDEs
  • M. Krstić
  • Proceedings of the 45th IEEE Conference on…
  • 2006
  • Corpus ID: 17892083
While adaptive control of finite dimensional systems is an advanced field that has produced adaptive control methods for a very… 
Highly Cited
2006
Highly Cited
2006
A self-compensating adaptive digital regulator for switching converters based on linear prediction
This paper presents a self-compensating adaptive digital regulator applied to dc to dc converters. Implementing linear prediction… 
2001
2001
A two-factor stochastic production model with two time scales
Highly Cited
1999
Highly Cited
1999
Test sequencing algorithms with unreliable tests
In this paper, we consider imperfect test sequencing problems under a single fault assumption. This is a partially observed… 
1997
1997
Dual pole-placement controller with direct adaptation
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… 
1988
1988
A simple and versatile decentralized control for slotted ALOHA, reservation ALOHA, and local area networks
A simple, decentralized control for reducing the delays and stabilizing random-access channels is presented. The control, which… 
Highly Cited
1975
Highly Cited
1975
On the periodic coordination of linear stochastic systems
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