New classes of stochastic control processes

A New Control Chart to Monitor Mean Shifts of Bi-Variate Quality Control Processes

Expressions of Control in Stochastic Processes

We use the activity of two children, age 10, as they interact with resources in a computerbased domain, to illustrate their initial meanings for controlling stochastic artefacts within that domain. As the children continue their explorations, we observe the emergence of new meanings for control, and discuss the evolution of chldren’s understandings and how they were shaped by the computer-based...

Lecture notes Control of Stochastic Processes

These are lecture notes for the course: written in LaTeX2ε since I need much mathematics, and in English since Hebrew is still more difficult to write mathematics in (yet).

Stochastic Impulse Control of Non-Markovian Processes

We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of combined optimal stochastic and impulse control of a fairly general class of diffusions with random coefficients. Unlike, in the Markovian framework, we cannot a...

Stochastic terminal control by reciprocal processes

Stochastic terminal control problems are studied in the framework of reciprocal processes. Results on the associated two-point boundary Lyapunov equation are given, in particular in relation with some optimal control problems. A numerical example is worked out to illustrate the results.