Optimal control of stochastic systems with aftereffect

Cited in

(23)

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

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