Search Results - "Stochastic control theory"

Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution.

Authors: Dupret, Jean-Loup Hainaut, Donatien

Source: Operations Research. May/Jun2026, Vol. 74 Issue 3, p1241-1262. 22p.

Stochastic Control Problems with State Reflections Arising from Relaxed Benchmark Tracking.

Authors: Bo, Lijun Huang, Yijie Yu, Xiang

Source: Mathematics of Operations Research (INFORMS). Nov2025, Vol. 50 Issue 4, p2526-2551. 26p.

Optimal Ratcheting of Dividends with Capital Injection.

Authors: Wang, Wenyuan Xu, Ran Yan, Kaixin

Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p2073-2111. 39p.

Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach.

Authors: Yazdani, Alireza Nuriyev, Dmitriy Duan, Songyun

Source: Journal of Financial Data Science. Spring2026, Vol. 8 Issue 2, p129-144. 16p.

Stochastic Maximum Principle for Optimal Control of Infinitely Delayed Systems of Functional Type in Infinite Dimensions.

Authors: Cheng, Guanwei¹ (AUTHOR)

Source: Mathematics (2227-7390). Jun2026, Vol. 14 Issue 11, p2007. 27p.

Time-Consistent Strategies for DC Pension Plans with the Return of Premiums Clauses in Stochastic Environments.

Authors: Li, Xiao-Jia Chang, Hao Chen, Xing-Jiang

Source: Journal of the Operations Research Society of China. Jun2026, Vol. 14 Issue 2, p452-488. 37p.

Integrated PdM–OEE–LCC Framework: A Stochastic Control Approach for Industry 4.0 Systems.

Authors: Drożyner, Przemysław Jasiulewicz-Kaczmarek, Małgorzata

Source: Applied Sciences (2076-3417); May2026, Vol. 16 Issue 9, p4391, 30p

Stochastic stabilization and reliability analysis of discrete-time inertial reaction-diffusion neural networks with delays: Application to robotic manipulators.

Authors: Yang, Yongyan Zhang, Tianwei Liu, Yuntao

Source: Electronic Research Archive. 2026, Vol. 34 Issue 5, p1-34. 34p.

Binary Quantum Control Optimization with Uncertain Hamiltonians.

Authors: Fei, Xinyu Brady, Lucas T. Larson, Jeffrey et al.

Source: INFORMS Journal on Computing. Jan/Feb2025, Vol. 37 Issue 1, p86-106. 21p.

Reinforcement Learning Methods for the Stochastic Optimal Control of an Industrial Power-to-Heat System.

Authors: Pilling, Eric Bähr, Martin Wunderlich, Ralf

Source: Energies (19961073). Feb2026, Vol. 19 Issue 4, p1046. 40p.

Subject Terms: *Stochastic control theory, *Reinforcement learning, *Dynamic programming, *Markov processes, *Renewable energy sources, *Energy storage, *Heat pumps

Agency contracts with incentive mechanisms considering supplier risk aversion in a dynamic platform supply chain.

Authors: Zhang, Yanfen Xu, Qi

Source: Annals of Operations Research. Jan2026, Vol. 356 Issue 1, p351-381. 31p.

Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria.

Authors: Pradhan, Somnath Yüksel, Serdar

Source: Mathematics of Operations Research (INFORMS). Nov2024, Vol. 49 Issue 4, p2049-2077. 29p.

On Partial C‐ and S‐Controllability Results for Semilinear Stochastic Systems.

Authors: Jneid, Maher Bilalov, Bilal

Source: Journal of Function Spaces. 3/23/2026, Vol. 2026, p1-8. 8p.

A Stochastic Model Predictive Control Strategy for Vehicle Routing with Correlated Stochastic Service Times.

Authors: He, Guosong Li, Qiuchi Li, Xingchen et al.

Source: Mathematics (2227-7390). Mar2026, Vol. 14 Issue 6, p1032. 16p.

Semi-Markov control models for systems of large populations of interacting objects with possible unbounded costs: a mean field approach.

Authors: Martínez-Manzanares, M. Elena Minjárez-Sosa, J. Adolfo

Source: Annals of Operations Research; Mar2026, Vol. 358 Issue 2, p589-613, 25p

EQUILIBRIUM STRATEGIES IN TIME-INCONSISTENT STOCHASTIC CONTROL PROBLEMS WITH DELAYED FEEDBACK.

Authors: CHIGHOUB, FARID BAHLALI, DOUNIA SOHAIL, AYESHA

Source: Kybernetika. 2026, Vol. 62 Issue 2, p257-285. 29p.

Stochastic Optimal Control Problem and Sensitivity Analysis for a Residential Heating System.

Authors: Somé, Maalvladédon Ganet Niyobuhungiro, Japhet

Source: Mathematics (2227-7390). Feb2026, Vol. 14 Issue 3, p489. 23p.

FTS for a class of proportional fractional Itô–Doob stochastic time delayed systems.

Authors: Mtiri, Foued¹, mtirifoued@yahoo.fr

Source: Asian Journal of Control; Jan2026, Vol. 28 Issue 1, p228-232, 5p

Optimal Carbon Emission Reduction Strategies Considering the Carbon Market.

Authors: Huang, Wenlin Shan, Daming

Source: Mathematics (2227-7390). Jan2026, Vol. 14 Issue 1, p68. 32p.

Renewable, Flexible, and Storage Capacities: Friends or Foes?

Authors: Peng, Xiaoshan Wu, Owen Q. Souza, Gilvan C.

Source: Manufacturing & Service Operations Management (M&SOM) (INFORMS). Sep/Oct2024, Vol. 26 Issue 5, p1730-1749. 20p.