Pages that link to "Item:Q1398404"
From MaRDI portal
The following pages link to A transformation approach for solving the Hamilton-Jacobi-Bellman equation in \({\mathcal H}_2\) deterministic and stochastic optimal control of affine nonlinear systems. (Q1398404):
Displaying 7 items.
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems (Q1693839) (← links)
- A stochastic optimal regulator for a class of nonlinear systems (Q2299031) (← links)
- Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems (Q2662310) (← links)
- Optimal residual evaluation for nonlinear systems using post-filter and threshold (Q3015156) (← links)
- Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control (Q4688052) (← links)
- An improved iterative computational approach to the solution of the Hamilton–Jacobi equation in optimal control problems of affine nonlinear systems with application (Q5026557) (← links)
