scientific article; zbMATH DE number 3373608
From MaRDI portal
Publication:5645271
zbMATH Open0235.93025MaRDI QIDQ5645271FDOQ5645271
Publication date: 1970
Title of this publication is not available (Why is that?)
Filtering in stochastic control theory (93E11) PDEs with randomness, stochastic partial differential equations (35R60) Feedback control (93B52) Stochastic systems in control theory (general) (93E03)
Cited In (77)
- Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups
- Distributed control of multi-agent systems with random parameters and a major agent
- Mean square exponential stability for some stochastic linear discrete time systems
- Stochastic minimum-energy control
- \(H^{2}\) optimal control for linear stochastic systems
- On the separation principle with bounded controls
- Stochastic control of system with unobserved jump parameter process
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Canonical equations for boundary feedback control of stochastic distributed parameter systems
- Attainability analysis in the stochastic sensitivity control
- Sample controllability of nonlinear stochastic integrodifferential systems
- On a partially observable LQG problem for systems with Markovian jumping parameters
- New stability and stabilization conditions for stochastic neural networks of neutral type with Markovian jumping parameters
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
- \({\mathcal H}_{\infty}\) filter for uncertain Markovian jump nonlinear systems: an LMI approach
- Distributed output feedback control of Markov jump multi-agent systems
- Generalised risk-sensitive control with full and partial state observation
- Further results on robust fuzzy dynamic systems with LMI D-stability constraints
- System identification. A survey
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- Lower bounds on the solution of coupled algebraic Riccati equation
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- On control of stochastic sensitivity
- Stochastic affine quadratic regulator with applications to tracking control of quantum systems
- On controlling stochastic sensitivity of oscillatory systems
- On stochastic sensitivity control in discrete systems
- filtering for stochastic systems driven by Poisson processes
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- \(H_{\infty}\) Type Control for Multi-Agent Systems Subject to Stochastic State Dependent Noise
- Optimal control of stochastic hybrid system with jumps: a numerical approximation
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
- Estimation: A brief survey
- Jump linear quadratic control with random state discontinuities
- Stochastic model predictive control for constrained discrete-time Markovian switching systems
- Stochastic problems of absolute stability
- A note on control of a class of discrete-time stochastic systems with distributed delays and nonlinear disturbances
- Computational aspects in applied stochastic control
- Discussion on: ``On the continuous time-varying JLQ problem
- On the continuous time-varying JLQ problem
- \(H_\infty\) filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
- A stochastic control model for optimal timing of climate policies
- On detectability of stochastic systems
- Stabilization of a class of stochastic differential equations with Markovian switching
- A study of some diffusion models of population growth
- Linear stochastic singular control problems
- Stochastic controllability of linear systems with Markovian jumps
- Stochastic sensitivity synthesis in nonlinear systems with incomplete information
- Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling
- A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise
- Solving linear and quadratic random matrix differential equations: a mean square approach
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
- On the minimax principle and zero-sum stochastic differential games
- Stability of discrete-time linear systems with Markovian jumping parameters
- Controlling the equilibria of nonlinear stochastic systems based on noisy data
- Computation of optimal controls for a nonlinear stochastic third-order system
- The filtering problem for continuous-time linear systems with Markovian switching coefficients
- A note on the structure of optimal stochastic controls
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes
- Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties
- Robust \(H_2/H_{\infty}\) filter design for a class of nonlinear stochastic systems with state-dependent noise
- Real-time pricing for LQG power networks with independent types: a dynamic mechanism design approach
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
- Online reinforcement learning multiplayer non-zero sum games of continuous-time Markov jump linear systems
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
- Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
- Newton's method for coupled continuous-time algebraic Riccati equations
- Optimal regulators for a class of nonlinear stochastic systems
- Sur le filtre de Kalman-Bucy en temps continu
- Optimization of quasilinear stochastic control-nonlinear diffusion systems
- A controllable linear stochastic system with delay in the information feedback channel
- Adaptive-gain observer-based stabilization of stochastic strict-feedback systems with sensor uncertainty
- Optimal stochastic regulators with state-dependent weights
- Nonsmooth Stabilization of a Class of Markovian Jump Stochastic Nonlinear Systems with Parametric and Dynamic Uncertainties
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5645271)
