The following pages link to E. A. Lyashenko (Q220224):
Displaying 8 items.
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Regulators with noise in the dynamic component unit (Q1287251) (← links)
- Estimation by means of a filter with random noise (Q1316280) (← links)
- A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092) (← links)
- Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576) (← links)
- (Q4430516) (← links)
- Discrete-time observers with random noises in dynamic block (Q4763786) (← links)
- Optimal controllers not satisfying the separation theorem (Q5951309) (← links)
