What are some applications of stochastic control?

This paper describes a method for obtaining numerical information concerning the time-dependent behavior of stochastic processes such as those arising in ... Applying sequential measurements yields classical stochastic processes whose informational properties are bounded by those of the underlying quantum process. Mar 6, 2020 ... Let Π be a fully connected transition operator for a Markov process on S, where. Π(s, s0) =: πs(s0) is the probability of transitioning from ... Sep 9, 2021 ... In this tutorial we will investigate the stochastic process that is the building block of financial mathematics. ... stochastic time series. We dissect the uncertainty of a single observation ... process's internal information dynamics. The measures scale with the ... Next, in Section 3, we model the HVAC problem as a Partially Observable Markov Decision Process (POMDP) with environment dependency. Section 4 shows that the ... ... Random Bridge market information process. This is the first attempt to ... Stochastic Processes and Their Applications, 121, 856-884. https://doi.org ... ... process, Positive dependence, Restarting property, Stochastic properties", ... Informational Sciences. https://doi.org/10.1017/S0269964824000111. An ... The analysis of the stochastic process reveals the properties of the informational cascade and the informational avalanche. 4.1. Optimal trading strategy. Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ...