IRTUM – Institutional Repository of the Technical University of Moldova

Browsing International Conference on Electronics, Communications and Computing (IC|ECCO) by Subject "first-passage time"

Browsing International Conference on Electronics, Communications and Computing (IC|ECCO) by Subject "first-passage time"

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  • An Inverse Stochastic Optimal Control Problem 
    LEFEBVRE, Mario (Technical University of Moldova, 2022)
    The problem of controlling a compound Poisson process until it leaves an interval is considered. In this paper, instead of choosing the density function of the jumps and trying to find the corresponding value function, ...
  • Stochastic optimal control of a two-dimensional dynamical system 
    LEFEBVRE, Mario (Tehnica UTM, 2019)
    In this paper, exact and explicit solutions will be found in particular cases by making use of the method of similarity solutions to solve the partial differential equation satisfied by the value function.

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