5 results
Stationarity and control of a tandem fluid network with fractional Brownian motion input
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- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
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- 01 July 2016, pp. 847-874
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- September 2011
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Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input
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- Advances in Applied Probability / Volume 42 / Issue 1 / March 2010
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- 01 July 2016, pp. 183-209
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- March 2010
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Stationary stochastic control for Itô processes
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- Advances in Applied Probability / Volume 34 / Issue 1 / March 2002
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- 19 February 2016, pp. 128-140
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- March 2002
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Finite-time optimal control of a process leaving an interval
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- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
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- 14 July 2016, pp. 714-728
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- September 1996
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Stochastic non-linear oscillators
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- Advances in Applied Probability / Volume 25 / Issue 3 / September 1993
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- 01 July 2016, pp. 649-666
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- September 1993
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