Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Livro
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Large deviations for stochastic processesJin Feng 1969 Thomas G KurtzProvidence, R.I American Mathematical Society c2006Localização: FFCLRP - Fac. Fil. Ciên. Let. de R. Preto (519.216 F332L 27667 ) e outros locais(Acessar) |
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2 |
Material Type: Livro
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Applied stochastic control of jump diffusionsB. K. Øksendal (Bernt Karsten) 1945- Agnès SulemBerlin Springer New York c2005Localização: EPBC - Esc. Politécnica-Bib Central (681.54 Ok6a ) e outros locais(Acessar) |
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3 |
Material Type: Livro
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Applied stochastic control of jump diffusionsB. K ksendal (Bernt Karsten) 1945 Agn es SulemBerlin Springer c2007Localização: IME - Inst. Matemática e Estatística (QA274.2 O41a )(Acessar) |
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4 |
Material Type: Artigo
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VISCOSITY SOLUTIONS OF FULLY NONLINEAR PARABOLIC PATH DEPENDENT PDES: PART IEkren, Ibrahim ; Touzi, Nizar ; Zhang, JianfengThe Annals of probability, 2016-03, Vol.44 (2), p.1212-1253 [Periódico revisado por pares]Hayward: Institute of Mathematical StatisticsTexto completo disponível |
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5 |
Material Type: Artigo
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Generalized Risk-Sensitive Optimal Control and Hamilton-Jacobi-Bellman EquationMoon, JunIEEE transactions on automatic control, 2021-05, Vol.66 (5), p.2319-2325 [Periódico revisado por pares]IEEETexto completo disponível |
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6 |
Material Type: Artigo
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VISCOSITY SOLUTIONS TO PARABOLIC MASTER EQUATIONS AND MCKEAN–VLASOV SDES WITH CLOSED-LOOP CONTROLSWu, Cong ; Zhang, JianfengThe Annals of applied probability, 2020-04, Vol.30 (2), p.936-986 [Periódico revisado por pares]Hayward: Institute of Mathematical StatisticsTexto completo disponível |
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7 |
Material Type: Artigo
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Regime-switching constrained viscosity solutions approach for controlling dam–reservoir systemsYoshioka, Hidekazu ; Yoshioka, YumiComputers & mathematics with applications (1987), 2020-11, Vol.80 (9), p.2057-2072 [Periódico revisado por pares]Oxford: Elsevier LtdTexto completo disponível |
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8 |
Material Type: Artigo
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Bellman equation and viscosity solutions for mean-field stochastic control problemPham, Huyên ; Wei, XiaoliESAIM. Control, optimisation and calculus of variations, 2018-01, Vol.24 (1), p.437-461 [Periódico revisado por pares]Les Ulis: EDP SciencesSem texto completo |
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9 |
Material Type: Artigo
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Computing bulk and shear viscosities from simulations of fluids with dissipative and stochastic interactionsJung, Gerhard ; Schmid, FriederikeThe Journal of chemical physics, 2016-05, Vol.144 (20), p.204104-204104 [Periódico revisado por pares]United States: American Institute of PhysicsTexto completo disponível |
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10 |
Material Type: Artigo
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Mean-field backward stochastic differential equations and related partial differential equationsBuckdahn, Rainer ; Li, Juan ; Peng, ShigeStochastic processes and their applications, 2009-10, Vol.119 (10), p.3133-3154 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |