Controlled Diffusion Processes

Controlled Diffusion Processes is a stochastic control framework that models the evolution of a continuous-time, continuous-state dynamical system subject to random perturbations, where the drift and diffusion coefficients are influenced by an exogenous control process.

285

Publications

13.5K

Citations

623

Authors

275

Institutions

Publications per year

2017–2026

31

Authors

623

  1. AA
    Ari Arapostathis

    The University of Texas at Austin, United States

    8 publications · 404 citations

    8

    h-index

  2. VS
    Vivek S. Borkar

    Tata Institute of Fundamental Research, India

    5 publications · 104 citations

    5

    h-index

  3. AB
    Anup Biswas

    Indian Institute of Science Education and Research Pune, India

    4 publications · 79 citations

    4

    h-index

  4. MT
    M. Tachiya

    National Institute of Advanced Industrial Science and Technology, Japan

    4 publications · 389 citations

    4

    h-index

  5. HJ
    Harold J. Kushner

    Brown University, United States

    4 publications · 92 citations

    4

    h-index

1–5 of 623

Venues

  1. SIAM Journal on Control and Optimization

    21 publications · 1.3K citations

    16

    h-index

  2. The Journal of Physical Chemistry

    14 publications · 890 citations

    13

    h-index

  3. The Journal of Chemical Physics

    14 publications · 799 citations

    12

    h-index

  4. Journal of the American Chemical Society

    JACS · 7 publications · 241 citations

    7

    h-index

  5. The Annals of Applied Probability

    7 publications · 252 citations

    7

    h-index

1–5