30 search results - page 3 / 6 » Stochastic Concurrent Constraint Programming and Differentia... |
SIAMCO
2008
13 years 7 months ago
2008
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
SIAMCO
2011
13 years 2 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
SIAMCO
2002
13 years 7 months ago
2002
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
CSCLP
2006
Springer
13 years 11 months ago
2006
Springer
Abstract. Constraint Handling Rules (CHR) is a concurrent, committed-choice, rule-based language. One of the first CHR programs is the classic constraint solver for syntactic equal...
MCS
2008
Springer
13 years 7 months ago
2008
Springer
In many real-life applications of optimal control problems with constraints in form of partial differential equations (PDEs), hyperbolic equations are involved which typically desc...