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
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- 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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- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
- Determinantal expression of the general solution to a restricted system of quaternion matrix equations with applications
- Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances
- Random attractor of reaction-diffusion Hopfield neural networks driven by Wiener processes
- Disturbance attenuation via double-domination approach for feedforward nonlinear system with unknown output function
- Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
- Threshold dynamics of a stochastic chemostat model with two nutrients and one microorganism
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