Stochastic Linear-Quadratic Control - Articles - Scientific Research Publishing

Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,352 Downloads 5,544 Views Citations
Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences (Articles)

Sie Long Kek, Jiao Li, Kok Lay Teo

Applied Mathematics Vol.8 No.1, January 11, 2017

DOI: 10.4236/am.2017.81001 1,704 Downloads 3,285 Views Citations
This article belongs to the Special Issue on Fixed Point Theory and Optimization
H∞-Optimal Control for Robust Financial Asset and Input Purchasing Decisions (Articles)

David Hudgins, Joon Na

Journal of Mathematical Finance Vol.3 No.3, August 8, 2013

DOI: 10.4236/jmf.2013.33034 3,894 Downloads 7,017 Views Citations
Fireman Numerical Solution of Some Existing Optimal Control Problems (Articles)

J. O. Olademo, A. A. Ganiyu, M. F. Akimuyise

Open Access Library Journal Vol.2 No.3, March 10, 2015

DOI: 10.4236/oalib.1101352 1,046 Downloads 2,127 Views Citations
Optimal Control of Wind Turbines under Islanded Operation (Articles)

Magdi S. Mahmoud, Mojeed O. Oyedeji

Intelligent Control and Automation Vol.8 No.1, December 9, 2016

DOI: 10.4236/ica.2017.81001 2,074 Downloads 4,045 Views Citations
Pulse-Width Pulse-Frequency Based Optimal Controller Design for Kinetic Kill Vehicle Attitude Tracking Control (Articles)

Xingyuan Xu, Yuanli Cai

Applied Mathematics Vol.2 No.5, May 6, 2011

DOI: 10.4236/am.2011.25075 7,054 Downloads 13,163 Views Citations
Model Helicopter Control Using Body-Mounted Vibro-Tactile Transducers (Articles)

Rui Zhou, Merhran Mehrandezh, Raman Paranjape

World Journal of Engineering and Technology Vol.2 No.4, November 26, 2014

DOI: 10.4236/wjet.2014.24034 3,500 Downloads 4,603 Views Citations
LQR Discrete Time Control of a Buck Converter Using a Non-Minimal State Space Representation (Articles)

Richard Tymerski

Journal of Power and Energy Engineering Vol.13 No.1, January 26, 2025

DOI: 10.4236/jpee.2025.131003 125 Downloads 688 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6, June 18, 2024

DOI: 10.4236/apm.2024.146025 165 Downloads 646 Views Citations
Optimal Strategies for COVID-19 Control in a Stochastic Process (Articles)

Bongor Danhree, Koina Rodoumta

Applied Mathematics Vol.16 No.10, October 28, 2025

DOI: 10.4236/am.2025.1610037 80 Downloads 576 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

Journal of Mathematical Finance Vol.11 No.3, August 3, 2021

DOI: 10.4236/jmf.2021.113024 283 Downloads 1,104 Views Citations
Application of Stochastic Control Technique in Production and Inventory Model for a Fixed or Constant Demand Rate (Articles)

Nathaniel Kayode Oladejo

Open Journal of Optimization Vol.14 No.2, June 13, 2025

DOI: 10.4236/ojop.2025.142003 140 Downloads 563 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2, April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,408 Downloads 4,398 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
The Development of Self-Balancing Controller for One-Wheeled Vehicles (Articles)

Chung-Neng Huang

Engineering Vol.2 No.4, May 4, 2010

DOI: 10.4236/eng.2010.24031 10,406 Downloads 19,261 Views Citations
Statistical Classification Using the Maximum Function (Articles)

T. Pham-Gia, Nguyen D. Nhat, Nguyen V. Phong

Open Journal of Statistics Vol.5 No.7, December 17, 2015

DOI: 10.4236/ojs.2015.57068 3,077 Downloads 4,531 Views Citations
Port-Hamiltonian Based Control of the Sun-Earth 3D Circular Restricted Three-Body Problem: Stabilization of the L₁ Lagrange Point (Articles)

Haotian Yan

Modern Mechanical Engineering Vol.10 No.3, August 31, 2020

DOI: 10.4236/mme.2020.103005 635 Downloads 2,069 Views Citations
Infinite Horizon LQ Zero-Sum Stochastic Differential Games with Markovian Jumps (Articles)

Huai-Nian Zhu, Cheng-Ke Zhang, Ning Bin

Applied Mathematics Vol.3 No.10A, November 1, 2012

DOI: 10.4236/am.2012.330188 4,045 Downloads 7,110 Views Citations
This article belongs to the Special Issue on Optimization
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6, October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,307 Downloads 10,610 Views Citations
Optimal Production Control of Hybrid Manufacturing/Remanufacturing Failure-Prone Systems under Diffusion-Type Demand (Articles)

Samir Ouaret, Vladimir Polotski, Jean-Pierre Kenné, Ali Gharbi

Applied Mathematics Vol.4 No.3, March 27, 2013

DOI: 10.4236/am.2013.43079 5,190 Downloads 9,385 Views Citations
Production Planning of a Failure-Prone Manufacturing/Remanufacturing System with Production-Dependent Failure Rates (Articles)

Annie Francie Kouedeu, Jean-Pierre Kenné, Pierre Dejax, Victor Songmene, Vladimir Polotski

Applied Mathematics Vol.5 No.10, June 6, 2014

DOI: 10.4236/am.2014.510149 4,215 Downloads 6,332 Views Citations

First <12 3 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies