On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
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Cited in
(14)- Stationary optimal control of stochastically sampled continuous-time systems
- Lyapunov equation for infinite-dimensional discrete bilinear systems
- On the discrete-time regulator problem in infinite-dimensional spaces
- Stochastic uniform observability of linear differential equations with multiplicative noise
- Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil
- Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
- Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
- Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
- Stochastic uniform observability of general linear differential equations
- Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†
- On discrete-time Riccati-like matrix difference equations with random coefficients
- Two-criteria stochastic decision problem of discrete-time system in Hilbert space
- scientific article; zbMATH DE number 3487335 (Why is no real title available?)
- scientific article; zbMATH DE number 3560250 (Why is no real title available?)
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