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.
- 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)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
- A separation theorem for guaranteed \(H_2\) performance through matrix inequalities (Q1716475) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Optimal and suboptimal control over bunches of trajectories of automaton-type deterministic systems (Q1742424) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Constrained minimum variance control for discrete-time stochastic linear systems (Q1749425) (← links)
- A linear-quadratic Gaussian approach to dynamic information acquisition (Q1754750) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Suboptimal on average satellite attitude control in the presence of discrete inaccurate measurements (Q1795620) (← 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)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Optimal and suboptimal control of bundle of trajectories of deterministic logical-dynamical systems (Q1956926) (← links)
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
- On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games (Q2120728) (← links)
- Stabilization and tracking of the trajectory of a linear system with jump drift (Q2168236) (← links)
- Geometry of information structures, strategic measures and associated stochastic control topologies (Q2169821) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (Q2229526) (← links)
- Separation theorem for average optimal control for hybrid systems of variable dimension (Q2229527) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← 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)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Optimal in the mean control of deterministic switchable systems given discrete inexact measurements (Q2289466) (← links)
- On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398) (← links)
- On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales (Q2306150) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
- Linear filtering for wide band noise driven observation systems (Q2399145) (← 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)