Robust filtering of stochastic uncertain systems on an infinite time horizon (Q3151659): Difference between revisions

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+Robustness and risk-sensitive filtering
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+Connections between stochastic control and dynamic games
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+Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost
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+Minimax optimal control of stochastic uncertain systems with relative entropy constraints
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+Finite horizon minimax optimal control of stochastic partially observed time varying uncertain systems
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+Minimax LQG Control of Stochastic Partially Observed Uncertain Systems
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+Robust stability and performance of stochastic uncertain systems on an infinite time interval
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+Dichotomy and absolute stability of nonlinear systems with periodically nonstationary linear part
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