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Differential Games and Control Theory III最新文献

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Some Remarks Concerning the Dual Control Problem 关于对偶控制问题的几个注意事项
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-10
P. Szabłowski
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引用次数: 0
Application of the Generalized Strong Laws of Large Numbers to the Proper Choice of the Amplification Coefficients in Stochastic Approximationl with Correlated Disturbances 广义强数定律在相关扰动随机近似放大系数选择中的应用
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-11
P. Szabłowski
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引用次数: 0
The Optimal Control of a Semimartingale 一类半鞅的最优控制
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-3
R. Elliott
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引用次数: 0
Primal and Dual Game Theoretic Solutions with Applications to Decentralized Control 分散控制中的原始和对偶博弈论解
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-9
J. Mathews
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引用次数: 0
Two Person Zero Sum Differential Games with Incomplete Information–A Bayesian Model 信息不完全的二人零和微分对策——贝叶斯模型
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-7
J. Levine
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引用次数: 0
Necessary and Sufficiency Conditions for Optimal Strategies in Impulsive Control 脉冲控制中最优策略的充要条件
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-1
A. Blaquiére
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引用次数: 4
Sensitivity Results in Optimization with Applications to Optimal Control Problems 灵敏度结果在最优控制问题中的应用
Differential Games and Control Theory III Pub Date : 2020-12-01 DOI: 10.1201/9781003071877-8
B. Gollan
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引用次数: 0
Minimum Exit Probabilities and Differential Games 最小退出概率和微分对策
Differential Games and Control Theory III Pub Date : 1978-07-05 DOI: 10.1201/9781003071877-4
W. Fleming, Chun-Ping Tsai
{"title":"Minimum Exit Probabilities and Differential Games","authors":"W. Fleming, Chun-Ping Tsai","doi":"10.1201/9781003071877-4","DOIUrl":"https://doi.org/10.1201/9781003071877-4","url":null,"abstract":"Abstract : The problem considered is that of minimizing the probability that a controlled diffusion process exits from a given region of 'acceptable' states during a given time interval. The controlled diffusion obeys a stochastic differential equation driven by low intensity white noise. An asymptotic estimate of Ventcel-Freidlin type is given for the minimum exit probability. The crucial parameter in this estimate is the lower value of a certain differential game. (Author)","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1978-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122500666","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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