On the Separation Theorem of Stochastic Control

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Detectability and observability of discrete-time stochastic systems and their applications
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance
Optimal information acquisition for a linear quadratic control problem
Existence of optimal controls for partially observed linear diffusions
Stochastic maximum principle for distributed parameter systems
A stochastic optimal control approach to a class of production and inventory problems
Solution of a class of stochastic linear-convex control problems using deterministic equivalents
Stabilization of linear systems with multiplicative perturbations and incomplete information
An approximate method of stochastic terminal control for nonlinear dynamical systems
On the periodic coordination of linear stochastic systems
Optimal open-loop feedback control for linear systems with unknown parameters
Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
A stochastic regulator using a certainty equivalence control with a nonlinear filter for processing hard limited data
Separation of estimation and control for decentralized stochastic control systems
Incomplete observation, filtering, and the home bias puzzle
A quasi-separation theorem for LQG optimal control with IQ constraints
Deterministic least squares filtering.
Indefinite stochastic LQ control with cross term via semidefinite programming
Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions
A separation theorem for guaranteed H₂ performance through matrix inequalities
Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
Optimal and suboptimal control over bunches of trajectories of automaton-type deterministic systems
Optimal investment management for a defined contribution pension fund under imperfect information
Constrained minimum variance control for discrete-time stochastic linear systems
A linear-quadratic Gaussian approach to dynamic information acquisition
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
Suboptimal on average satellite attitude control in the presence of discrete inaccurate measurements
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
Indefinite stochastic optimal LQR control with cross term under IQ constraints.
Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
A partial information non-zero sum differential game of backward stochastic differential equations with applications
Optimal and suboptimal control of bundle of trajectories of deterministic logical-dynamical systems
A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
Stabilization and tracking of the trajectory of a linear system with jump drift
Geometry of information structures, strategic measures and associated stochastic control topologies
An efficient numerical algorithm for solving data driven feedback control problems
Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
Separation theorem for average optimal control for hybrid systems of variable dimension
A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information
Filtering and control performance bounds with implications on asymptotic separation
A new method of solving the optimal control problem for a partially observable stochastic Volterra process
A stochastic maximum principle for linear quadratic problem with nonconvex control domain
Optimal in the mean control of deterministic switchable systems given discrete inexact measurements
On the stochastic linear quadratic control problem with piecewise constant admissible controls
On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales
A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
Backward stochastic differential equations and applications to optimal control
Linear filtering for wide band noise driven observation systems
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
Kalman filter for controlled hybrid systems
On stochastic Riccati equations for the stochastic LQR problem
Optimal stochastic control
On the optimal long run control of Markov renewal processes
Information states for linear stochastic systems
Linear stochastic control: An extended separation principle
Problems of identification and control
Extended separation theorem and exact analytical solution of stochastic control
A survey of some recent results in linear multivariable feedback theory
Optimal stochastic control for discrete-time linear system with interrupted observations
Stochastic optimal control for non-linear dynamical systems under noisy observations
Discrete-time fixed-lag smoothing algorithms
On optimal stochastic control with smoothed information
Linear differential games with delayed and noisy information
Optimal control of linear stochastic systems with applications to time lag systems
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Stochastic linear quadratic control problem of switching systems with constraints
Linear quadratic Gaussian Stackelberg game under asymmetric information patterns
Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
Separated design of encoder and controller for networked linear quadratic optimal control
Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
The stochastic linear quadratic control problem with singular estimates
The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information stochastic optimal control
Infinite horizon linear quadratic optimal control for stochastic difference time-delay systems
The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
Second-law-like inequalities with information and their interpretations
Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
H₂optimal control for a wide class of discrete-time linear stochastic systems
On estimation in interception endgames
Separation principle for impulse control with partial information
Direct solution to the general reduced-order stochastic observation problem
Examples of optimal controls for linear stochastic control systems with partial observation
Le principe de separation pour le probleme de temps d'arret optimal
Optimal sensor and controller allocation for a class of distributed parameter systems
Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
Return-difference matrix properties of optimal linear stationary estimation and control in singular case
Optimal stabilizing compensator for linear systems under white noise perturbations
On certainty equivalence of stochastic optimal control problem
Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
Optimal control for linear continuous-time systems with general noises based upon sampled data
14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems
A separation theorem for the stochastic sampled-data LQG problem
Optimal measurement policies for control purposes
CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS
Basic optimal estimation and control problems in Hilbert space
Specific-optimal control with a dual minimal-order observer-based compensator
Augmentation of an optimal controller by a steady-state trimmer†

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