Pages that link to "Item:Q4073257"
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The following pages link to On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space (Q4073257):
Displaying 14 items.
- Stationary optimal control of stochastically sampled continuous-time systems (Q1094384) (← links)
- Lyapunov equation for infinite-dimensional discrete bilinear systems (Q1175514) (← links)
- On the discrete-time regulator problem in infinite-dimensional spaces (Q1253798) (← links)
- Stochastic uniform observability of linear differential equations with multiplicative noise (Q2427285) (← links)
- Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil (Q2565305) (← links)
- Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control (Q2857156) (← links)
- Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces (Q2926484) (← links)
- Semilinear stochastic evolution equations: boundedness, stability and invariant measurest (Q3324775) (← links)
- Stochastic uniform observability of general linear differential equations (Q3543533) (← links)
- Estimation and control of discrete time stochastic systems having cone-bounded non-linearities† (Q3664944) (← links)
- On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285) (← links)
- Two-criteria stochastic decision problem of discrete-time system in Hilbert space (Q3829463) (← links)
- (Q4071134) (← links)
- (Q4133055) (← links)
