G. N. Mil'shtejn

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Person:800277

Available identifiers

zbMath Open milshtejn.g-nMaRDI QIDQ800277

List of research outcomes





PublicationDate of PublicationType
The construction of filters in nonlinear deterministic systems1997-07-07Paper
A first approximation of the quasipotential in problems of the stability of systems with random nondegenerate perturbations1995-01-01Paper
Stability and stabilization of autonomous system orbits under stochastic perturbations1994-03-22Paper
Recurrent estimation and identification of the parameters in nonlinear deterministic systems1992-09-26Paper
https://portal.mardi4nfdi.de/entity/Q39932491992-09-17Paper
A discretization method in designing an optimal filter for systems with delay1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q32033621987-01-01Paper
Control and digital modelling of a Kalman-Bucy filter for systems having degenerate noise in the observations1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37713581987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37915041987-01-01Paper
Weak Approximation of Solutions of Systems of Stochastic Differential Equations1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37053161985-01-01Paper
Piecewise Constant Approximation for the Monte-Carlo Calculation of Wiener Integrals1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37022231985-01-01Paper
Digital simulation of Kalman-Bucy filter and an optimal filter with discrete input data1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33456651984-01-01Paper
Estimation in controlled stochastic systems with multiplicative noise1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37048051984-01-01Paper
The Runge-K0utta method for evaluating the Wiener integrals of exponential type functionals1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33083791982-01-01Paper
Design of a stabilizing controller with incomplete state data for linear stochastic systems with multiplicative noise1982-01-01Paper
Krylov and Faddeev methods in the spectrum control problem1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39432561981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39417261981-01-01Paper
A Method of Second-Order Accuracy Integration of Stochastic Differential Equations1979-01-01Paper
On the Probability-Theoretic Solution of Linear Systems of Elliptic and Parabolic Equations1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41727251978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41927641978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41330321977-01-01Paper
Optimal stabilization of linear stochastic systems1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40860631976-01-01Paper
Linear optimal controllers of specified structure in systems with incomplete information1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40862791975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40862801975-01-01Paper
Approximate Integration of Stochastic Differential Equations1974-01-01Paper
Variance of integral in linear stochastic systems1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40737071974-01-01Paper
An equivalence principle for stochastic systems in mean-square minimization problems1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47717721974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56804561973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56714421972-01-01Paper
Interaction of Markov Processes1972-01-01Paper
Mean square stability of linear systems under the action of a Markov chain1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41240691972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47693401972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56475201972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56186191970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55637891969-01-01Paper
Stability in the mean square of a system of stochastic differential equations1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55368551967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55572201967-01-01Paper
On the optimal realization of trajectories1965-01-01Paper
Successive approximations for solution of one optimal problem1964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40648021963-01-01Paper
On the approximate realization of responses using transient curves1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55092121961-01-01Paper

Research outcomes over time

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