Robuta

https://scirp.org/journal/paperinformation?paperid=82992
Discover a computational approach for solving nonlinear optimal control problems disturbed by random noises. Learn how to estimate state dynamics and minimize...
optimal control problemdiscrete timenonlinearstochasticbased
https://www.discountmags.com/products/intro-to-stochastic-control-th-paperback
stochastic control theoryintroductionkarljpaperback
https://www.scirp.org/reference/ReferencesPapers?ReferenceID=2194579
Bensoussan, A. (1992) Stochastic Control of Partially Observable Systems. Cambridge University Press, Cambridge.
stochastic controlpartially observablebensoussansystemscambridge
https://www.arxiv.org/abs/1401.1022
Abstract page for arXiv paper 1401.1022: On Using Control Variates with Stochastic Approximation for Variational Bayes and its Connection to Stochastic Linear...
control variatesstochastic approximationusing
https://www.mdpi.com/books/reprint/2421-applications-of-stochastic-optimal-control-to-economics-and-finance
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics,...
optimal controlapplicationsstochasticeconomicsfinance