Browsing Mathematics (MA) by Subject "Stochastic Processes"
Now showing items 1-5 of 5
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Controlled Semi-Markov Processes With Partial Observation
(2011-09-28) -
Matchings Between Point Processes
(2014-06-20) -
Optimal Control Of A Stochastic Hybrid System
(2012-11-21) -
Single and Multi-player Stochastic Dynamic Optimization
(2018-04-06)In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both ... -
Stochastic Differential Games In A Bounded Domain
(2012-11-21)