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49K45 Problems involving randomness (9 articles)

• Hafayed, Mokhtar; Veverka, Petr; Abbas, Syed: On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (English). Applications of Mathematics, vol. 59 (2014), issue 4, pp. 407-440
• Wei, Qingda; Chen, Xian: Strong average optimality criterion for continuous-time Markov decision processes. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 950-977
• Ungureanu, Viorica Mariela: Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability. (English). Czechoslovak Mathematical Journal, vol. 59 (2009), issue 2, pp. 317-342
• Chrastina, Jan: Examples from the calculus of variations. IV. Concluding review. (English). Mathematica Bohemica, vol. 126 (2001), issue 4, pp. 691-710
• Charalambous, Charalambos D.: Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach. (English). Kybernetika, vol. 34 (1998), issue 6, pp. [725]-738
• van Dijk, Nico M.; Hordijk, Arie: Time-discretization for controlled Markov processes. I. General approximation results. (English). Kybernetika, vol. 32 (1996), issue 1, pp. 1-16
• van Dijk, Nico M.; Hordijk, Arie: Time-discretization for controlled Markov processes. II. A jump and diffusion application. (English). Kybernetika, vol. 32 (1996), issue 2, pp. 139-158
• Nguyen, van Huu: On an optimum principle for partially observed controlled jump Markovian processes. (English). Kybernetika, vol. 17 (1981), issue 3, pp. 256-268
• Mosco, Umberto: Non linear quasi variational inequalities and stochastic impulse control theory. (English). In: Fábera, Jiří (ed.): Equadiff IV. Czechoslovak Conference on Differential Equations and Their Applications. Proceedings, Prague, August 22-26, 1977. Springer-Verlag, Berlin, 1979. pp. [271]-285