Cited by 67Stochastic processes and financial applicationsNonlinear Partial Differential EquationsAdaptive Dynamic Programming Control

Stochastic Control Theory: Dynamic Programming Principle

Nisio, Makiko·2015·Probability Theory and Stochastic Modelling

Integrity signals

Registry

Crossref · 10.1007/978-4-431-55123-2

Cites

2 of 2 references verified0 citation errors · 0 not checkable

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Each is checked against this paper’s own text: does it say what the citing paper says it does?

  • Discontinuous phase transitions in information-processing strategies have also been reported within the information bottleneck framework.

    “Discontinuous phase transitions in informationprocessing strategies have also been reported within the information bottleneck framework [38-42].”
  • Eq. (S6) is similar to the Riccati equation in standard optimal control theory, but has an additional last term because the work considers partial and noisy observations.

    “Eq. (S6) is similar to the Riccati equation in the standard optimal control theory [10-12], but the last term is additional because this work considers partial and noisy observations.”

Cites

Flagged first, then by citations

Authors
Nisio, M.
Affiliations
Kobe University (JP)
Corresponding author
Nisio, Makiko
Venue
Probability Theory and Stochastic Modelling
Published
2015
ISSN
  • 2199-3130 (ISSN-L)
  • 2199-3149
OpenAlex
W2498807917
Cited by
67
References
2
Citations by year
2026: 7 · 2025: 9 · 2024: 4 · 2023: 5 · 2022: 3 · 2021: 7 · 2020: 5 · 2019: 7 · 2018: 9 · 2017: 2 · 2016: 1 · 2015: 1 · 2014: 2
FWCI
2.11
Type
book
Language
en
Open access
closed
Locations
  • Probability theory and stochastic modelling (publishedVersion)
  • International Linear Collider (submittedVersion)
  • Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)) (submittedVersion)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Finance › Stochastic processes and financial applications
  • Physical Sciences › Mathematics › Applied Mathematics › Nonlinear Partial Differential Equations
  • Physical Sciences › Computer Science › Computational Theory and Mathematics › Adaptive Dynamic Programming Control
Keywords
stochastic optimal control, dynamic programming principle, nonlinear semigroups, Hamilton-Jacobi-Bellman equation, viscosity solutions, American option pricing, stochastic differential games, Isaacs equation, Zakai equation, parabolic stochastic partial differential equations, value function

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