scientific article; zbMATH DE number 3373608
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(77)- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- Stabilization of a class of stochastic differential equations with Markovian switching
- Stochastic model predictive control for constrained discrete-time Markovian switching systems
- On control of stochastic sensitivity
- \({\mathcal H}_{\infty}\) filter for uncertain Markovian jump nonlinear systems: an LMI approach
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Stochastic sensitivity synthesis in nonlinear systems with incomplete information
- Computation of optimal controls for a nonlinear stochastic third-order system
- Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups
- Stochastic minimum-energy control
- Further results on robust fuzzy dynamic systems with LMI D-stability constraints
- System identification. A survey
- Distributed control of multi-agent systems with random parameters and a major agent
- Stochastic problems of absolute stability
- \(H_{\infty}\) Type Control for Multi-Agent Systems Subject to Stochastic State Dependent Noise
- Mean square exponential stability for some stochastic linear discrete time systems
- On a partially observable LQG problem for systems with Markovian jumping parameters
- Real-time pricing for LQG power networks with independent types: a dynamic mechanism design approach
- A study of some diffusion models of population growth
- New stability and stabilization conditions for stochastic neural networks of neutral type with Markovian jumping parameters
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- Attainability analysis in the stochastic sensitivity 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
- \(H_\infty\) filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities
- Stochastic affine quadratic regulator with applications to tracking control of quantum systems
- Optimal control of stochastic hybrid system with jumps: a numerical approximation
- A note on control of a class of discrete-time stochastic systems with distributed delays and nonlinear disturbances
- Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
- A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise
- Computational aspects in applied stochastic control
- Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties
- On stochastic sensitivity control in discrete systems
- Stability of discrete-time linear systems with Markovian jumping parameters
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- A stochastic control model for optimal timing of climate policies
- Robust \(H_2/H_{\infty}\) filter design for a class of nonlinear stochastic systems with state-dependent noise
- Sample controllability of nonlinear stochastic integrodifferential systems
- Linear stochastic singular control problems
- Discussion on: ``On the continuous time-varying JLQ problem
- On the continuous time-varying JLQ problem
- Distributed output feedback control of Markov jump multi-agent systems
- Solving linear and quadratic random matrix differential equations: a mean square approach
- Lower bounds on the solution of coupled algebraic Riccati equation
- Controlling the equilibria of nonlinear stochastic systems based on noisy data
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- Estimation: A brief survey
- Canonical equations for boundary feedback control of stochastic distributed parameter systems
- On detectability of stochastic systems
- Jump linear quadratic control with random state discontinuities
- On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
- On the minimax principle and zero-sum stochastic differential games
- The filtering problem for continuous-time linear systems with Markovian switching coefficients
- A note on the structure of optimal stochastic controls
- Generalised risk-sensitive control with full and partial state observation
- On controlling stochastic sensitivity of oscillatory systems
- \(\mathcal{H}_\infty\) filtering for stochastic systems driven by Poisson processes
- Stochastic controllability of linear systems with Markovian jumps
- Optimal stochastic regulators with state-dependent weights
- Optimization of quasilinear stochastic control-nonlinear diffusion systems
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
- Newton's method for coupled continuous-time algebraic Riccati equations
- Online reinforcement learning multiplayer non-zero sum games of continuous-time Markov jump linear systems
- Nonsmooth stabilization of a class of Markovian jump stochastic nonlinear systems with parametric and dynamic uncertainties
- A controllable linear stochastic system with delay in the information feedback channel
- Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
- Optimal regulators for a class of nonlinear stochastic systems
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
- Adaptive-gain observer-based stabilization of stochastic strict-feedback systems with sensor uncertainty
- Sur le filtre de Kalman-Bucy en temps continu
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