Pub Date : 2020-12-01DOI: 10.1201/9781003071877-10
P. Szabłowski
{"title":"Some Remarks Concerning the Dual Control Problem","authors":"P. Szabłowski","doi":"10.1201/9781003071877-10","DOIUrl":"https://doi.org/10.1201/9781003071877-10","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115543345","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}
Pub Date : 2020-12-01DOI: 10.1201/9781003071877-11
P. Szabłowski
{"title":"Application of the Generalized Strong Laws of Large Numbers to the Proper Choice of the Amplification Coefficients in Stochastic Approximationl with Correlated Disturbances","authors":"P. Szabłowski","doi":"10.1201/9781003071877-11","DOIUrl":"https://doi.org/10.1201/9781003071877-11","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132866607","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}
{"title":"The Optimal Control of a Semimartingale","authors":"R. Elliott","doi":"10.1201/9781003071877-3","DOIUrl":"https://doi.org/10.1201/9781003071877-3","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130933582","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}
{"title":"Primal and Dual Game Theoretic Solutions with Applications to Decentralized Control","authors":"J. Mathews","doi":"10.1201/9781003071877-9","DOIUrl":"https://doi.org/10.1201/9781003071877-9","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133340368","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}
{"title":"Two Person Zero Sum Differential Games with Incomplete Information–A Bayesian Model","authors":"J. Levine","doi":"10.1201/9781003071877-7","DOIUrl":"https://doi.org/10.1201/9781003071877-7","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"188 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122979737","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}
{"title":"Necessary and Sufficiency Conditions for Optimal Strategies in Impulsive Control","authors":"A. Blaquiére","doi":"10.1201/9781003071877-1","DOIUrl":"https://doi.org/10.1201/9781003071877-1","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115365698","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}
{"title":"Sensitivity Results in Optimization with Applications to Optimal Control Problems","authors":"B. Gollan","doi":"10.1201/9781003071877-8","DOIUrl":"https://doi.org/10.1201/9781003071877-8","url":null,"abstract":"","PeriodicalId":350893,"journal":{"name":"Differential Games and Control Theory III","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117335971","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}
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)
{"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}
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