Publication | Date of Publication | Type |
---|
Advances in noise modeling for stochastic systems in optimal control | 2022-09-19 | Paper |
A stochastic calculus for Rosenblatt processes | 2022-06-20 | Paper |
3 Stochastic control systems with long-range dependent noise | 2022-06-17 | Paper |
Bellman equations for scalar linear convex stochastic control problems | 2021-05-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5150216 | 2021-02-10 | Paper |
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method | 2020-10-07 | Paper |
Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes | 2019-11-20 | Paper |
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems | 2019-11-20 | Paper |
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method | 2018-12-17 | Paper |
Solvable stochastic differential games in rank one compact symmetric spaces | 2018-12-10 | Paper |
A direct approach to linear-quadratic stochastic control | 2018-11-09 | Paper |
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise | 2017-09-08 | Paper |
Some solvable stochastic differential games in \(\mathrm{SU}(3)\) | 2016-09-16 | Paper |
Stochastic volatility models with volatility driven by fractional Brownian motions | 2016-04-15 | Paper |
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion | 2015-07-28 | Paper |
Linear-Quadratic Fractional Gaussian Control | 2014-04-11 | Paper |
A direct method for solving stochastic control problems | 2013-07-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4648886 | 2012-11-16 | Paper |
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions | 2012-05-30 | Paper |
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification | 2011-02-18 | Paper |
Education and Qualification for Control and Automation | 2010-11-30 | Paper |
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion | 2009-11-27 | Paper |
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion | 2009-03-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5297391 | 2007-07-18 | Paper |
Ergodic and adaptive control of hidden Markov models | 2006-10-27 | Paper |
STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE | 2006-05-03 | Paper |
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise | 2005-09-02 | Paper |
EEG ocular artifact removal through ARMAX model system identification using extended least squares | 2005-09-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3159199 | 2005-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3160514 | 2005-02-09 | Paper |
On stochastic adaptive control of continuous-time systems. | 2004-08-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4542146 | 2004-02-23 | Paper |
Robust maximum principle for multi-model LQ-problem | 2003-09-09 | Paper |
Average cost per unit time control of stochastic manufacturing systems: Revisited | 2003-07-16 | Paper |
Robust stochastic maximum principle for multi-model worst case optimization | 2003-07-15 | Paper |
Identification and adaptive control of some stochastic distributed parameter systems | 2003-05-04 | Paper |
Adaptive control of continuous time stochastic systems | 2002-08-18 | Paper |
FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES | 2002-01-01 | Paper |
Robust optimal control for minimax stochastic linear quadratic problem | 2002-01-01 | Paper |
Adaptive control of discrete time Markov processes by the large deviations method | 2001-01-07 | Paper |
Adaptive Control for Semilinear Stochastic Systems | 2000-10-18 | Paper |
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise | 2000-10-17 | Paper |
Adaptive continuous-time linear quadratic Gaussian control | 2000-10-17 | Paper |
A note on sampling and parameter estimation in linear stochastic systems | 2000-10-17 | Paper |
Stochastic Calculus for Fractional Brownian Motion I. Theory | 2000-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4227221 | 1999-07-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4357552 | 1998-09-20 | Paper |
On ergodic control of stochastic evolution equations | 1998-08-31 | Paper |
Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models | 1998-05-10 | Paper |
Ergodic Boundary/Point Control of Stochastic Semilinear Systems | 1998-05-10 | Paper |
Adaptive control of a partially observed discrete time Markov process | 1998-04-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4354028 | 1997-09-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4336741 | 1997-05-14 | Paper |
Numerical differentiation and parameter estimation in higher-order linear stochastic systems | 1997-02-04 | Paper |
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups | 1997-01-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4871276 | 1996-07-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4840550 | 1995-10-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4847051 | 1995-10-18 | Paper |
Almost self-optimizing strategies for the adaptive control of diffusion processes | 1994-11-21 | Paper |
On the ergodic and the adaptive control of stochastic differential delay systems | 1994-08-09 | Paper |
Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems | 1994-07-21 | Paper |
Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems | 1994-06-29 | Paper |
On statistical sampling for system testing | 1994-05-10 | Paper |
Control theory methods for consistency in some least squares identification problems | 1994-04-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4039206 | 1994-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3140594 | 1993-12-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139175 | 1993-11-11 | Paper |
On the consistency of a least squares identification procedure in linear evolution systems | 1993-01-16 | Paper |
Uniform operator continuity of the stationary Riccati equation in Hilbert space | 1992-07-22 | Paper |
Adaptive control of linear stochastic evolution systems | 1992-06-25 | Paper |
Adaptive control of continuous-time linear stochastic systems | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3200960 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3354948 | 1990-01-01 | Paper |
Adaptive control of three continuous time portfolio and consumption models | 1989-01-01 | Paper |
Rate of convergence for an estimator in a portfolio and consumption model | 1989-01-01 | Paper |
Adaptive control of a continuous time portfolio and consumption model | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3032149 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3476542 | 1989-01-01 | Paper |
Adaptive control of linear delay time systems* | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3807108 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3727836 | 1986-01-01 | Paper |