This is a summary of the main results presented in the author's PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English...
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
This paper is concerned with the problem of receding horizon control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the...
In this paper, the problem of decentralized adaptive output-feedback stabilization is investigated for large-scale stochastic nonlinear systems with three types of uncertainties, ...
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...