Optimal control for linear continuous-time systems with general noises based upon sampled data (Q4079475): Difference between revisions

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+On certainty equivalence of stochastic optimal control problem
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+Optimization of stochastic systems. Topics in discrete-time systems
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+Optimal estimation for continous system with jump process
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+Stochastic stability and control
@@ Property / cites work: Stochastic stability and control / rank @@
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+An extension of the stochastic linear regulator problem
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+Separability, neutrality and certainty equivalence†
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+Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables
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+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
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