Optimal control of stochastic systems with aftereffect

Cited In (23)

Stochastic recursive optimal control problem with time delay and applications
The synthesis of bilinear systems with delayed control
Optimal control of stepwise processes with periodic characteristics
On equations determining the second moments of solutions of stochastic differential equations with delay
Optimal estimates of the state of a system and certain problems of control by equations with time lag
Optimal estimates of the coordinates of systems with a time lag with respect to a set of continuous and discrete observations
Suboptimal solution of a cheap control problem for linear systems with multiple state delays
Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
Stabilization of linear autonomous systems of differential equations with distributed delay
Finite Difference Approximations for Stochastic Control Systems with Delay
GENERAL METHOD OF LYAPUNOV FUNCTIONALS CONSTRUCTION IN STABILITY INVESTIGATIONS OF NONLINEAR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME
On the approximate synthesis of the optimal control of stochastic quasilinear systems with aftereffect
Stochastic persistence and stability analysis of a modified Holling-Tanner model
Exact formulas in the control problem of certain systems with aftereffect
Robust state estimation for a class of uncertain time-delay systems.
Infinite horizon optimal control problems of backward stochastic delay differential equations in Hilbert spaces
Optimal control of some bilinear systems with aftereffect
Asymptotic analysis and solution of a finite-horizon \(H_{\infty}\) control problem for singularly-perturbed linear systems with small state delay
An infinite time horizon portfolio optimization model with delays
Asymptotic properties of the solutions for discrete Volterra equations
Maximum principle for partially-observed optimal control problems of stochastic delay systems
Computational and approximate methods of optimal control
Optimal control of continuous-time linear systems with a time-varying, random delay

This page was built for publication: Optimal control of stochastic systems with aftereffect

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2265385)