Pages that link to "Item:Q5548692"
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The following pages link to On the Separation Theorem of Stochastic Control (Q5548692):
Displayed 35 items.
- Linear differential games with delayed and noisy information (Q2560178) (← links)
- Optimal control of linear stochastic systems with applications to time lag systems (Q2563140) (← links)
- The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control (Q3068100) (← links)
- On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems (Q3374688) (← links)
- <i>H</i><sub>2</sub>optimal control for a wide class of discrete-time linear stochastic systems (Q3644978) (← links)
- Separation principle for impulse control with partial information (Q3669284) (← links)
- Direct solution to the general reduced-order stochastic observation problem (Q3751493) (← links)
- Examples of optimal controls for linear stochastic control systems with partial observation (Q3752283) (← links)
- Le principe de separation pour le probleme de temps d'arret optimal (Q3862794) (← links)
- Optimal sensor and controller allocation for a class of distributed parameter systems (Q3882286) (← links)
- Examples of optimal control for partially observable systems:comparison, classical, and martingale methods (Q3921124) (← links)
- Return-difference matrix properties of optimal linear stationary estimation and control in singular case (Q3948970) (← links)
- Optimal stabilizing compensator for linear systems under white noise perturbations (Q4022593) (← links)
- On certainty equivalence of stochastic optimal control problem (Q4058599) (← links)
- Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property (Q4077839) (← links)
- Optimal control for linear continuous-time systems with general noises based upon sampled data (Q4079475) (← links)
- 14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems (Q4113718) (← links)
- A separation theorem for the stochastic sampled-data LQG problem (Q4115059) (← links)
- Optimal measurement policies for control purposes (Q4152124) (← links)
- CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS (Q4154423) (← links)
- Basic optimal estimation and control problems in Hilbert space (Q4159280) (← links)
- Specific-optimal control with a dual minimal-order observer-based compensator (Q4170632) (← links)
- Augmentation of an optimal controller by a steady-state trimmer† (Q4185387) (← links)
- Optimal instantaneous output-feedback controllers for linear stochastic systems (Q4404119) (← links)
- Infected discrete linear systems: on the admissible sources (Q4512757) (← links)
- On optimal correction problems with partial information (Q5187193) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- On optimization of non-linear stochastic systems† (Q5580720) (← links)
- Caution and probing in stochastic control† (Q5650257) (← links)
- Suboptimal adaptive control of a class of non-linear systems† (Q5672515) (← links)
- A solution for a class of stochastic cooperative games (Q5677317) (← links)
- Optimal control of linear stochastic systems described by functional differential equations (Q5921282) (← links)
- Optimal control of linear stochastic systems described by functional differential equations (Q5921443) (← links)
- Stochastic control of hysteretic structural systems. (Q5955778) (← links)
- Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem (Q5958823) (← links)