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93E20 Optimal stochastic control (80 articles)

• Fonseca-Morales, Alejandra: Deterministic Markov Nash equilibria for potential discrete-time stochastic games. (English). Kybernetika, vol. 58 (2022), issue 2, pp. 163-179
• López-Rivero, Jaicer; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo: Risk-sensitive Markov stopping games with an absorbing state. (English). Kybernetika, vol. 58 (2022), issue 1, pp. 101-122
• Zhu, Chaoqun; Yang, Bin; Zhu, Xiang: Modelling and optimal control of networked systems with stochastic communication protocols. (English). Kybernetika, vol. 56 (2020), issue 2, pp. 239-260
• Vega-Amaya, Óscar; López-Borbón, Joaquín: A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs. (English). Kybernetika, vol. 55 (2019), issue 1, pp. 81-113
• García, Yofre H.; González-Hernández, Juan: Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon$-optimal policies. (English). Kybernetika, vol. 55 (2019), issue 3, pp. 495-517
• Escobedo-Trujillo, Beatris A.; Higuera-Chan, Carmen G.: Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs. (English). Kybernetika, vol. 55 (2019), issue 1, pp. 166-182
• Bashkirtseva, Irina: Controlling the stochastic sensitivity in thermochemical systems under incomplete information. (English). Kybernetika, vol. 54 (2018), issue 1, pp. 96-109
• Sladký, Karel: Risk-sensitive average optimality in Markov decision processes. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1218-1230
• Ilhuicatzi-Roldán, Rocio; Cruz-Suárez, Hugo; Chávez-Rodríguez, Selene: Markov decision processes with time-varying discount factors and random horizon. (English). Kybernetika, vol. 53 (2017), issue 1, pp. 82-98
• Sladký, Karel: Second Order optimality in Markov decision chains. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 1086-1099
• García, Yofre H.; González-Hernández, Juan: Discrete-time Markov control processes with recursive discount rates. (English). Kybernetika, vol. 52 (2016), issue 3, pp. 403-426
• Ortega-Gutiérrez, R. Israel; Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique: Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach. (English). Kybernetika, vol. 52 (2016), issue 1, pp. 66-75
• Zou, Xiaolong; Guo, Xianping: Another set of verifiable conditions for average Markov decision processes with Borel spaces. (English). Kybernetika, vol. 51 (2015), issue 2, pp. 276-292
• Martínez Sánchez, Jaime; Zaitseva, Elena: Note on stability estimation in average Markov control processes. (English). Kybernetika, vol. 51 (2015), issue 4, pp. 629-638
• Hafayed, Mokhtar; Veverka, Petr; Abbas, Syed: On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (English). Applications of Mathematics, vol. 59 (2014), issue 4, pp. 407-440
• Wei, Qingda; Chen, Xian: Strong average optimality criterion for continuous-time Markov decision processes. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 950-977
• Flores-Hernández, Rosa María: Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation. (English). Kybernetika, vol. 49 (2013), issue 5, pp. 705-719
• Alanís-Durán, Alfredo; Cavazos-Cadena, Rolando: An optimality system for finite average Markov decision chains under risk-aversion. (English). Kybernetika, vol. 48 (2012), issue 1, pp. 83-104
• Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique: An unbounded Berge's minimum theorem with applications to discounted Markov decision processes. (English). Kybernetika, vol. 48 (2012), issue 2, pp. 268-286
• Sladký, Karel: Identification of optimal policies in Markov decision processes. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 558-570
• González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo: Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion. (English). Kybernetika, vol. 45 (2009), issue 5, pp. 737-754
• Gordienko, Evgueni; Garcia, Antonio; Chavez, Juan Ruiz de: Asymptotic properties and optimization of some non-Markovian stochastic processes. (English). Kybernetika, vol. 45 (2009), issue 3, pp. 475-490
• Ungureanu, Viorica Mariela: Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability. (English). Czechoslovak Mathematical Journal, vol. 59 (2009), issue 2, pp. 317-342
• Novikov, Andrey: Optimal sequential multiple hypothesis testing in presence of control variables. (English). Kybernetika, vol. 45 (2009), issue 3, pp. 507-528
• Cavazos-Cadena, Rolando: The risk-sensitive Poisson equation for a communicating Markov chain on a denumerable state space. (English). Kybernetika, vol. 45 (2009), issue 5, pp. 716-736
• Petersen, Ian R.: Robust $H^\infty$ control of an uncertain system via a stable decentralized output feedback controller. (English). Kybernetika, vol. 45 (2009), issue 1, pp. 101-120
• Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique; Cruz-Suárez, Daniel: A stopping rule for discounted Markov decision processes with finite action sets. (English). Kybernetika, vol. 45 (2009), issue 5, pp. 755-767
• Sladký, Karel: Growth rates and average optimality in risk-sensitive Markov decision chains. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 205-226
• Dupačová, Jitka: Risk objectives in two-stage stochastic programming models. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 227-242
• Šindelář, Jan; Vajda, Igor; Kárný, Miroslav: Stochastic control optimal in the Kullback sense. (English). Kybernetika, vol. 44 (2008), issue 1, pp. 53-60
• Balachandran, Krishnan; Karthikeyan, S.; Kim, J.-H.: Controllability of semilinear stochastic integrodifferential systems. (English). Kybernetika, vol. 43 (2007), issue 1, pp. 31-44
• Flores–Hernández, Rosa M.; Montes-de-Oca, Raúl: Monotonicity of minimizers in optimization problems with applications to Markov control processes. (English). Kybernetika, vol. 43 (2007), issue 3, pp. 347-368
• Cruz-Suárez, Hugo; Montes-de-Oca, Raúl: Discounted Markov control processes induced by deterministic systems. (English). Kybernetika, vol. 42 (2006), issue 6, pp. 647-664
• Montes-de-Oca, Raúl; Salem-Silva, Francisco: Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. (English). Kybernetika, vol. 41 (2005), issue 6, pp. [757]-772
• Skřivánek, Jaroslav: The optimal control chart procedure. (English). Kybernetika, vol. 40 (2004), issue 4, pp. [501]-510
• Goldys, Beniamin: Hypercontractivity of solutions to Hamilton-Jacobi equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 733-743
• Bensoussan, A.; Frehse, J.: On Bellman systems without zero order term in the context of risk sensitive differential games. (English). Mathematica Bohemica, vol. 126 (2001), issue 2, pp. 275-280
• Gordienko, Evgueni I.; Salem, Francisco: Estimates of stability of Markov control processes with unbounded costs. (English). Kybernetika, vol. 36 (2000), issue 2, pp. [195]-210
• Mošna, Jiří; Pešek, Pavel: Optimal multivariable PID regulator. (English). Kybernetika, vol. 36 (2000), issue 2, pp. [243]-253
• Frankpitt, Bernard; Baras, John S.: Estimation of hidden Markov models for a partially observed risk sensitive control problem. (English). Kybernetika, vol. 34 (1998), issue 6, pp. [739]-746
• Charalambous, Charalambos D.: Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach. (English). Kybernetika, vol. 34 (1998), issue 6, pp. [725]-738
• van Dijk, Nico M.; Hordijk, Arie: Time-discretization for controlled Markov processes. I. General approximation results. (English). Kybernetika, vol. 32 (1996), issue 1, pp. 1-16
• van Dijk, Nico M.; Hordijk, Arie: Time-discretization for controlled Markov processes. II. A jump and diffusion application. (English). Kybernetika, vol. 32 (1996), issue 2, pp. 139-158
• Hernández-Lerma, Onésimo: Existence of average optimal policies in Markov control processes with strictly unbounded costs. (English). Kybernetika, vol. 29 (1993), issue 1, pp. 1-17
• Hernández-Lerma, Onésimo; Muñoz de Ozak, Myriam: Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 191-212
• Kárný, Miroslav; Jeníček, Tomáš; Ottenheimer, Werner: Contribution to prior tuning of LQG selftuners. (English). Kybernetika, vol. 26 (1990), issue 2, pp. 107-121
• Stoilov, Todor A.; Stoilova, Krasimira P.: Piece-wise optimal control in transport allocation problem. (English). Kybernetika, vol. 26 (1990), issue 6, pp. 505-513
• Laušmanová, Monika: A vanishing discount limit theorem for controlled Markov chains. (English). Kybernetika, vol. 25 (1989), issue 5, pp. 366-374
• Hunt, Kenneth J.: A single-degree-of-freedom polynomial solution to the optimal feedback/feedforward stochastic tracking problem. (English). Kybernetika, vol. 24 (1988), issue 2, pp. 81-97
• Hernández-Lerma, Onésimo: Approximation and adaptive control of Markov processes: Average reward criterion. (English). Kybernetika, vol. 23 (1987), issue 4, pp. 265-288
• Mandl, Petr; Romera Ayllón, M. Rosario: On adaptive control of Markov processes. (English). Kybernetika, vol. 23 (1987), issue 2, pp. 89-103
• Mandl, Petr; Romera Ayllón, M. Rosario: On controlled Markov processes with average cost criterion. (English). Kybernetika, vol. 23 (1987), issue 6, pp. 433-442
• Thomas, Robin: Optimal stopping and impulsive control of one-dimensional diffusion processes. (English). Czechoslovak Mathematical Journal, vol. 37 (1987), issue 2, pp. 271-292
• Kárný, Miroslav; Halousková, Alena: Selftuning LQ controllers with prespecified state. (English). Kybernetika, vol. 23 (1987), issue 2, pp. 143-153
• Peterka, Václav: Control of uncertain processes: applied theory and algorithms. (English). Kybernetika, vol. 22 (1986), issue 7, pp. (1),3-101
• Lánská, Věra: A note on estimation in controlled diffusion processes. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 133-141
• Markl, Jaroslav: Recursive estimation as an optimally controlled process. (English). Kybernetika, vol. 21 (1985), issue 4, pp. 272-286
• Mandl, Petr; Hübner, Gerhard: Transient phenomena and self-optimizing control of Markov chains. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 26 (1985), issue 1, pp. 35-51
• Kučera, Vladimír; Šebek, Michael: A polynomial solution to regulation and tracking. II. Stochastic problem. (English). Kybernetika, vol. 20 (1984), issue 4, pp. 257-282
• Kučera, Vladimír: Linear quadratic control. State space vs. polynomial equations. (English). Kybernetika, vol. 19 (1983), issue 3, pp. 185-195
• Šebek, Michael: Stochastic multivariable tracking: A polynomial equation approach. (English). Kybernetika, vol. 19 (1983), issue 6, pp. 453-459
• Lánská, Věra: Diffusion approximation for a controlled service system. (English). Kybernetika, vol. 18 (1982), issue 4, pp. 259-268
• Böhm, Josef; Kárný, Miroslav: Self-tuning regulators with restricted inputs. (English). Kybernetika, vol. 18 (1982), issue 6, pp. 529-544
• Nguyen, van Huu: On an optimum principle for partially observed controlled jump Markovian processes. (English). Kybernetika, vol. 17 (1981), issue 3, pp. 256-268
• Komorník, Jozef: Optimal control under discrete observation of continuous stochastic systems with time delay. (English). Kybernetika, vol. 14 (1978), issue 2, pp. (102)-109
• Mosco, Umberto: Non linear quasi variational inequalities and stochastic impulse control theory. (English). In: Fábera, Jiří (ed.): Equadiff IV. Czechoslovak Conference on Differential Equations and Their Applications. Proceedings, Prague, August 22-26, 1977. Springer-Verlag, Berlin, 1979. pp. [271]-285
• Zabczyk, Jerzy: Stability properties of the discrete Riccati operator equation. (English). Kybernetika, vol. 13 (1977), issue 1, pp. (1)-10
• Kracík, Vladimír: On one method of analysis of linear systems with random stationary coefficients. (English). Kybernetika, vol. 12 (1976), issue 6, pp. 421-438
• Zabczyk, Jerzy: A note on the exponential stability of a matrix Riccati equation of stochastic control. (English). Kybernetika, vol. 11 (1975), issue 3, pp. (218)-222
• van Kieu, Pham: A diffusion approximation in the ruin problem for a controlled Markov chain. (English). Kybernetika, vol. 10 (1974), issue 2, pp. (125)-132
• Mandl, Petr: A connection between controlled Markov chains and martingales. (English). Kybernetika, vol. 9 (1973), issue 4, pp. (237)-241
• Kracík, Vladimír: Periodical coefficient linear systems with random stationary input. (English). Kybernetika, vol. 9 (1973), issue 4, pp. (313)-329
• Kučera, Vladimír: The discrete Riccati equation of optimal control. (English). Kybernetika, vol. 8 (1972), issue 5, pp. (430)-447
• Zabczyk, Jerzy: A mathematical correction problem. (English). Kybernetika, vol. 8 (1972), issue 4, pp. (317)-322
• Peterka, Václav: On steady state minimum variance control strategy. (English). Kybernetika, vol. 8 (1972), issue 3, pp. (219)-232
• Vrkoč, Ivo: An optimal control problem for Ito stochastic equations. (English). In: Ráb, Miloš and Vosmanský, Jaromír (eds.): Proceedings of Equadiff III. 3rd Czechoslovak Conference on Differential Equations and Their Applications. Brno, Czechoslovakia, August 28 - September 1, 1972. Univ. J. E. Purkyně - Přírodovědecká fakulta, Brno, 1973. pp. 205-207
• Mandl, Petr: The Kiefer-Wolfowitz approximation method in controlled Markov chains. (English). Kybernetika, vol. 7 (1971), issue 6, pp. (436)-440
• Mandl, Petr: Řízené Markovovy řetězce. (Czech) [Controlled Markov chains]. Kybernetika, vol. 5 (1969), issue 7, pp. (1),3-72
• Mandl, Petr: Anwendungen der Theorie der optimalen Regelungnichtabbrechender Diffusionsprozesse. (German) [Application of the theory of optimal control of continuous diffusion processes]. Kybernetika, vol. 1 (1965), issue 1, pp. (28)-36
• Strejc, Vladimír: Zajištění fyzikální realizovatelnosti optimální $\nu$-parametrové diskrétní lineární regulace řešené ve Wienerově smyslu. (Czech) [The physical realizability of an optimum $\nu$-parameter, discrete, linear control system determined in Wiener's sense]. Kybernetika, vol. 1 (1965), issue 5, pp. (399)-409