activity
20002023
most citedPredictors for discrete time processes with energy decay on higher frequencies

31 citations · 137 across the 73 of their papers we have counts for

collaborators
Showing 2019 · math.OCShow all

1 paper · 2 filters

math.OC2019

Stochastic control problems and HJB equations with excluded parameters of random inputs

Nikolai Dokuchaev

This paper introduces a new type of second order stochastic backward Hamilton-Jacobi-Bellman (HJB) equations for optimal stochastic control problems with a currently observable but…