Stochastic control is a mathematical framework used to optimise decision-making in systems influenced by randomness, with widespread applications across economics, engineering, and finance. In the ...

Loparo's research interests include stability and control of nonlinear and stochastic systems with applications to large-scale electricity systems including generation and transmission and ...

This is a preview. Log in through your library . Abstract In this paper, we introduce a Wasserstein-type distance on the set of the probability distributions of strong solutions to stochastic ...

We analyze the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schrödinger equation perturbed by a linear multiplicative Wiener ...