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Some topics in stochastic control
1.  Department of Mathematics, University of Kansas, Lawrence, Kansas 66045, United States 
[1] 
Litan Yan, Xiuwei Yin. Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Discrete and Continuous Dynamical Systems  B, 2019, 24 (2) : 615635. doi: 10.3934/dcdsb.2018199 
[2] 
María J. Garrido–Atienza, Kening Lu, Björn Schmalfuss. Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion. Discrete and Continuous Dynamical Systems  B, 2010, 14 (2) : 473493. doi: 10.3934/dcdsb.2010.14.473 
[3] 
Bin Pei, Yong Xu, Yuzhen Bai. Convergence of pth mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion. Discrete and Continuous Dynamical Systems  B, 2020, 25 (3) : 11411158. doi: 10.3934/dcdsb.2019213 
[4] 
Ishak Alia. Timeinconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach. Mathematical Control and Related Fields, 2020, 10 (4) : 785826. doi: 10.3934/mcrf.2020020 
[5] 
Shaokuan Chen, Shanjian Tang. Semilinear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control and Related Fields, 2015, 5 (3) : 401434. doi: 10.3934/mcrf.2015.5.401 
[6] 
Ahmed Boudaoui, Tomás Caraballo, Abdelghani Ouahab. Stochastic differential equations with noninstantaneous impulses driven by a fractional Brownian motion. Discrete and Continuous Dynamical Systems  B, 2017, 22 (7) : 25212541. doi: 10.3934/dcdsb.2017084 
[7] 
Qi Lü, Xu Zhang. A concise introduction to control theory for stochastic partial differential equations. Mathematical Control and Related Fields, 2021 doi: 10.3934/mcrf.2021020 
[8] 
ȘtefanaLucia Aniţa. Optimal control for stochastic differential equations and related Kolmogorov equations. Evolution Equations and Control Theory, 2022 doi: 10.3934/eect.2022023 
[9] 
Youssef Benkabdi, El Hassan Lakhel. Controllability of retarded timedependent neutral stochastic integrodifferential systems driven by fractional Brownian motion. Evolution Equations and Control Theory, 2022 doi: 10.3934/eect.2022031 
[10] 
Yong Ren, Xuejuan Jia, Lanying Hu. Exponential stability of solutions to impulsive stochastic differential equations driven by $G$Brownian motion. Discrete and Continuous Dynamical Systems  B, 2015, 20 (7) : 21572169. doi: 10.3934/dcdsb.2015.20.2157 
[11] 
Guolian Wang, Boling Guo. Stochastic Kortewegde Vries equation driven by fractional Brownian motion. Discrete and Continuous Dynamical Systems, 2015, 35 (11) : 52555272. doi: 10.3934/dcds.2015.35.5255 
[12] 
Yong Xu, Rong Guo, Di Liu, Huiqing Zhang, Jinqiao Duan. Stochastic averaging principle for dynamical systems with fractional Brownian motion. Discrete and Continuous Dynamical Systems  B, 2014, 19 (4) : 11971212. doi: 10.3934/dcdsb.2014.19.1197 
[13] 
Yong Xu, Bin Pei, Rong Guo. Stochastic averaging for slowfast dynamical systems with fractional Brownian motion. Discrete and Continuous Dynamical Systems  B, 2015, 20 (7) : 22572267. doi: 10.3934/dcdsb.2015.20.2257 
[14] 
Brahim Boufoussi, Soufiane Mouchtabih. Controllability of neutral stochastic functional integrodifferential equations driven by fractional brownian motion with Hurst parameter lesser than $ 1/2 $. Evolution Equations and Control Theory, 2021, 10 (4) : 921935. doi: 10.3934/eect.2020096 
[15] 
Defei Zhang, Ping He. Functional solution about stochastic differential equation driven by $G$Brownian motion. Discrete and Continuous Dynamical Systems  B, 2015, 20 (1) : 281293. doi: 10.3934/dcdsb.2015.20.281 
[16] 
Dingjun Yao, Rongming Wang, Lin Xu. Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. Journal of Industrial and Management Optimization, 2015, 11 (2) : 461478. doi: 10.3934/jimo.2015.11.461 
[17] 
Tyrone E. Duncan. Some linearquadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions. Discrete and Continuous Dynamical Systems, 2015, 35 (11) : 54355445. doi: 10.3934/dcds.2015.35.5435 
[18] 
Jianhui Huang, Xun Li, Jiongmin Yong. A linearquadratic optimal control problem for meanfield stochastic differential equations in infinite horizon. Mathematical Control and Related Fields, 2015, 5 (1) : 97139. doi: 10.3934/mcrf.2015.5.97 
[19] 
Jiongmin Yong. Stochastic optimal control — A concise introduction. Mathematical Control and Related Fields, 2020 doi: 10.3934/mcrf.2020027 
[20] 
Zhenyu Lu, Junhao Hu, Xuerong Mao. Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations. Discrete and Continuous Dynamical Systems  B, 2019, 24 (8) : 40994116. doi: 10.3934/dcdsb.2019052 
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