Search Results - subject:"deterministic control theory"

Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure

Saussereau, Bruno; Stoica, Ion Lucretiu - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1456-1486

We study a fractional stochastic perturbation of a first-order hyperbolic equation of nonlinear type. The existence and uniqueness of the solution are investigated via a Lax–Oleĭnik formula. To construct the invariant measure we use two main ingredients. The first one is the notion of a...

Persistent link: https://www.econbiz.de/10011064965

Piecewise deterministic optimal control problems

Seierstad, Atle - 2003

deterministic control theory applies). A systematic method for solving such problems, based on HJB-equation (the Hamilton … this paper a related method, closer to deterministic control theory, is presented first. It is easiest to apply to problems …

Persistent link: https://www.econbiz.de/10010284440

Piecewise deterministic optimal control problems

Seierstad, Atle - Økonomisk institutt, Universitetet i Oslo - 2003

Persistent link: https://www.econbiz.de/10008628191