Pages that link to "Item:Q5548692"
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The following pages link to On the Separation Theorem of Stochastic Control (Q5548692):
Displayed 50 items.
- Design of steady-state minimum variance controllers (Q599346) (← links)
- Separation theorem for linearly constrained LQG optimal control (Q671586) (← links)
- A nonlinear partially observed differential game with a finite-dimensional information state (Q672698) (← links)
- Information exchange between independent stochastic systems (Q755516) (← links)
- Martingale conditions for the optimal control of continuous time stochastic systems (Q800033) (← links)
- The simple pendulum and the periodic LQG control problem (Q805551) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations (Q879092) (← links)
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
- Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information (Q911536) (← links)
- Detectability and observability of discrete-time stochastic systems and their applications (Q1023166) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Optimal information acquisition for a linear quadratic control problem (Q1042161) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Stochastic maximum principle for distributed parameter systems (Q1055382) (← links)
- A stochastic optimal control approach to a class of production and inventory problems (Q1062904) (← links)
- Solution of a class of stochastic linear-convex control problems using deterministic equivalents (Q1107496) (← links)
- Stabilization of linear systems with multiplicative perturbations and incomplete information (Q1169965) (← links)
- An approximate method of stochastic terminal control for nonlinear dynamical systems (Q1211025) (← links)
- On the periodic coordination of linear stochastic systems (Q1229677) (← links)
- Optimal open-loop feedback control for linear systems with unknown parameters (Q1233205) (← links)
- Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control (Q1242377) (← links)
- A stochastic regulator using a certainty equivalence control with a nonlinear filter for processing hard limited data (Q1244199) (← links)
- Separation of estimation and control for decentralized stochastic control systems (Q1251210) (← links)
- Incomplete observation, filtering, and the home bias puzzle (Q1277723) (← links)
- A quasi-separation theorem for LQG optimal control with IQ constraints (Q1390843) (← links)
- Deterministic least squares filtering. (Q1421325) (← links)
- Indefinite stochastic LQ control with cross term via semidefinite programming (Q1429334) (← links)
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Indefinite stochastic optimal LQR control with cross term under IQ constraints. (Q1880480) (← links)
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157) (← links)
- Filtering and control performance bounds with implications on asymptotic separation (Q2265380) (← links)
- A new method of solving the optimal control problem for a partially observable stochastic Volterra process (Q2276924) (← links)
- Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
- Kalman filter for controlled hybrid systems (Q2503525) (← links)
- On stochastic Riccati equations for the stochastic LQR problem (Q2504510) (← links)
- Optimal stochastic control (Q2529522) (← links)
- On the optimal long run control of Markov renewal processes (Q2539132) (← links)
- Information states for linear stochastic systems (Q2540159) (← links)
- Linear stochastic control: An extended separation principle (Q2541985) (← links)
- Problems of identification and control (Q2546485) (← links)
- Extended separation theorem and exact analytical solution of stochastic control (Q2546492) (← links)
- A survey of some recent results in linear multivariable feedback theory (Q2552458) (← links)
- Optimal stochastic control for discrete-time linear system with interrupted observations (Q2552486) (← links)
- Stochastic optimal control for non-linear dynamical systems under noisy observations (Q2554298) (← links)
- Discrete-time fixed-lag smoothing algorithms (Q2556828) (← links)
- On optimal stochastic control with smoothed information (Q2558191) (← links)