90 citations
- Sorbonne UniversitéFR4 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR2 papers
- Polish Academy of LearningPL2 papers
- Polish Academy of SciencesPL2 papers
- The Open UniversityGB2 papers
- Université de Rouen NormandieFR2 papers
- Université Paris CitéFR2 papers
- Nantes UniversitéFR1 paper
- Nicolaus Copernicus Astronomical CenterPL1 paper
- SKA ObservatoryGB1 paper
- Swiss Institute of Comparative LawCH1 paper
- Systems, Applications & Products in Data Processing (United Kingdom)GB1 paper
Showing 2005Show all
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math.PR2005★ 90 cited
On some recent aspects of stochastic control and their applications
Huyen Pham
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's…
math.PR2005★ 1 cited
Valleys and the maximum local time for random walk in random environment
Amir Dembo, Nina Gantert, Yuval Peres +1
Let be the local time at for a recurrent one-dimensional random walk in random environment after steps, and consider the maximum . It is k…