Inverse optimal control of stochastic systems driven by Lévy processes
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Cited in
(17)- scientific article; zbMATH DE number 7635258 (Why is no real title available?)
- Forwarding inverse optimal formation control design for stochastic mobile agents
- Bounded and inverse optimal formation stabilization of second-order agents
- Exponential stability using sliding mode control for stochastic neutral-type systems
- Global inverse optimality for a class of recurrent neural networks with multiple proportional delays
- Inverse problem for nonlinear stochastic systems and necessary conditions for optimal choice of drift and diffusion vector fields
- Anti‐disturbance inverse optimal control for systems with disturbances
- Design of feedback stabilisers using Wiener processes for nonlinear systems
- On stochastic control for time changed Lévy dynamics
- Stochastic control based on time-change transformations for stochastic processes with Lévy noise
- Inverse optimal control of regime-switching jump diffusions
- Inverse stochastic optimal controls
- Iterative path integral approach to nonlinear stochastic optimal control under compound Poisson noise
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes
- Backstepping control design for stochastic systems driven by Lévy processes
- Optimal inverse LQG control for certain ODE and PDE stationary processes
- Inverse optimal gain assignment control of evolution systems and its application to boundary control of marine risers
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