On the Separation Theorem of Stochastic Control

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Stabilization and tracking of the trajectory of a linear system with jump drift
The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
Constrained minimum variance control for discrete-time stochastic linear systems
The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information stochastic optimal control
Separation theorem for linearly constrained LQG optimal control
Kalman 1960: the birth of modern system theory
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Stochastic linear quadratic control problem of switching systems with constraints
Suboptimal on average satellite attitude control in the presence of discrete inaccurate measurements
A quasi-separation theorem for LQG optimal control with IQ constraints
Separation of estimation and control for decentralized stochastic control systems
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
A stochastic regulator using a certainty equivalence control with a nonlinear filter for processing hard limited data
Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
Linear filtering for wide band noise driven observation systems
Optimal control of linear stochastic systems with applications to time lag systems
Optimal in the mean control of deterministic switchable systems given discrete inexact measurements
Direct solution to the general reduced-order stochastic observation problem
On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters
Optimal stabilizing compensator for linear systems under white noise perturbations
Decentralized social-optimal solution of finite number of average field linear quadratic control
Solutions to a class of linear-quadratic-Gaussian (LQG) stochastic team problems with nonclassical information
Solution of a class of stochastic linear-convex control problems using deterministic equivalents
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
The stochastic linear quadratic control problem with singular estimates
On the periodic coordination of linear stochastic systems
Separation theorem for average optimal control for hybrid systems of variable dimension
Delayed optimal control of stochastic LQ problem
Indefinite stochastic optimal LQR control with cross term under IQ constraints.
Stochastic maximum principle for distributed parameter systems
Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
Optimal investment management for a defined contribution pension fund under imperfect information
On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
Partially observed multi-player stochastic differential games under directed graphs
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
A separation theorem for the stochastic sampled-data LQG problem
Suboptimal adaptive control of a class of non-linear systems†
Distributed output feedback control of Markov jump multi-agent systems
Incomplete observation, filtering, and the home bias puzzle
A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
Optimal sensor and controller allocation for a class of distributed parameter systems
Filtering and control performance bounds with implications on asymptotic separation
On certainty equivalence of stochastic optimal control problem
Information states for linear stochastic systems
Deterministic least squares filtering.
The simple pendulum and the periodic LQG control problem
Indefinite stochastic LQ control with cross term via semidefinite programming
Kalman filter for controlled hybrid systems
Separation principle for impulse control with partial information
Two-armed restless bandits with imperfect information: stochastic control and indexability
Linear stochastic control: An extended separation principle
Optimal control for linear continuous-time systems with general noises based upon sampled data
Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
Le principe de separation pour le probleme de temps d'arret optimal
Design of steady-state minimum variance controllers
Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
Partially observed mean-field Stackelberg stochastic differential game with two followers
Optimal control of LQ problem with anticipative partial observations
A solution for a class of stochastic cooperative games
Basic optimal estimation and control problems in Hilbert space
A maximum principle for partially observed optimal control of forward-backward stochastic control systems
Operational absolutely optimal dynamic control of the stochastic differential plant's state by its output
Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements
Infinite horizon linear quadratic optimal control for stochastic difference time-delay systems
Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
Standard solution to mixed \(H_2/H_\infty\) control with regular Riccati equation
14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems
Specific-optimal control with a dual minimal-order observer-based compensator
The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
Optimal instantaneous output-feedback controllers for linear stochastic systems
An efficient numerical algorithm for solving data driven feedback control problems
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
A stochastic optimal control approach to a class of production and inventory problems
On stochastic Riccati equations for the stochastic LQR problem
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
Information exchange between independent stochastic systems
H₂optimal control for a wide class of discrete-time linear stochastic systems
Martingale conditions for the optimal control of continuous time stochastic systems
Geometry of information structures, strategic measures and associated stochastic control topologies
CONTROLLABILITY AND OBSERVABILITY IN THE OPTIMAL CONTROL OF LINEAR ECONOMETRIC MODELS
A new method of solving the optimal control problem for a partially observable stochastic Volterra process
A stochastic maximum principle for linear quadratic problem with nonconvex control domain
Return-difference matrix properties of optimal linear stationary estimation and control in singular case
On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales
Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions
Optimal control of linear stochastic systems described by functional differential equations
Optimal stochastic control
Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
Stochastic sensitivity synthesis in nonlinear systems with incomplete information
Optimal and suboptimal control of bundle of trajectories of deterministic logical-dynamical systems
Optimal control of linear stochastic systems described by functional differential equations
Stabilization of linear systems with multiplicative perturbations and incomplete information
Optimal control problem of backward stochastic differential delay equation under partial information
On unified concepts of detectability and observability for continuous-time stochastic systems

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