Pages that link to "Item:Q2563140"
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The following pages link to Optimal control of linear stochastic systems with applications to time lag systems (Q2563140):
Displaying 8 items.
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- On optimal control of the stochastic systems with delayed controls and delayed measurements (Q1143987) (← links)
- On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering (Q1215485) (← links)
- F-reduction of the operator Riccati equation for hereditary differential systems (Q1257207) (← links)
- On pursuit and feedback in optimal stochastic control - explicit control laws (Q1394209) (← links)
- Discrete approximation of nonlinear filtering for stochastic delay equations (Q3780977) (← links)
- When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (Q4804874) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
