A separation theorem for stochastic singular linear quadratic control problem with partial information
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Cites work
- scientific article; zbMATH DE number 49106 (Why is no real title available?)
- scientific article; zbMATH DE number 3111121 (Why is no real title available?)
- A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
- Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
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- Linear estimation in Krein spaces. I. Theory
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- Robust H/sub /spl infin// filtering for nonlinear stochastic systems
- Stochastic Hamilton–Jacobi–Bellman Equations
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- The matrix minimum principle
- The singular solutions to a singular quadratic minimization problem†
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- Determinantal expression of the general solution to a restricted system of quaternion matrix equations with applications
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- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process
- Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
- Random attractor of reaction-diffusion Hopfield neural networks driven by Wiener processes
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