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Stochastic Differential Systems, Stochastic Control Theory and Applications pp 79–86Cite as

Automatic Study in Stochastic Control

  • Conference paper

Part of the book series: The IMA Volumes in Mathematics and Its Applications ((IMA,volume 10))

Abstract

The purpose of this paper is to give an example of automatic generation of a complete study in stochastic control done by an expert system designed at INRIA by the authors. This study includes the:

  • automatic choice of an algorithm

  • automatic checking of the mathematical well posedness of the problem

  • automatic generation of a numerical routine

  • automatic test of this routine on a numerical example

  • automatic generation of graphics

  • automatic writing of a report describing all the obtained results.

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Author information

Authors and Affiliations

  1. INRIA, Domaine de Voluceau, BP105, 78153, Le Chesnay, France

    J. P. Chancelier, C. Gomez, J. P. Quadrat & A. Sulem

Authors
  1. J. P. Chancelier
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  2. C. Gomez
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  3. J. P. Quadrat
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  4. A. Sulem
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Editor information

Editors and Affiliations

  1. Division of Applied Mathematics, Brown University, 02912, Providence, Rhode Island, USA

    Wendell Fleming

  2. Ceremade, Universite Paris-Dauphine, Place de Lattre de Tassigny, 75775, Paris Cedex 16, France

    Pierre-Louis Lions

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© 1988 Springer-Verlag New York Inc.

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Cite this paper

Chancelier, J.P., Gomez, C., Quadrat, J.P., Sulem, A. (1988). Automatic Study in Stochastic Control. In: Fleming, W., Lions, PL. (eds) Stochastic Differential Systems, Stochastic Control Theory and Applications. The IMA Volumes in Mathematics and Its Applications, vol 10. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8762-6_5

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  • DOI: https://doi.org/10.1007/978-1-4613-8762-6_5

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8764-0

  • Online ISBN: 978-1-4613-8762-6

  • eBook Packages: Springer Book Archive

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