Linear Quadratic Optimal Control of Discrete-Time Stochastic Systems Driven by Homogeneous Markov Processes

JOURNAL ARTICLE published 9 October 2023 in Processes

Research funded by National Natural Science Foundation of China (62273212) | Natural Science Foundation of Shandong Province of China (ZR2020MF062)

Authors: Xiangyun Lin | Lifeng Song | Dehu Rong | Rui Zhang | Weihai Zhang

Introduction to Discrete Time Processes

OTHER published 28 February 2013 in Discrete Stochastic Processes and Optimal Filtering

Introduction to Discrete Time Processes

OTHER published January 2007 in Discrete Stochastic Processes and Optimal Filtering

4. Least Squares, the Orthogonal Projection Lemma, and Discrete-Time Kalman Filtering

BOOK CHAPTER published January 2008 in Stochastic Processes, Estimation, and Control

Optimal robust estimation for discrete time stochastic processes

JOURNAL ARTICLE published 1987 in Stochastic Processes and their Applications

Authors: P.M. Kulkarni | C.C. Heyde

Pareto Optimal Strategy under H∞ Constraint for Discrete-Time Stochastic Systems

JOURNAL ARTICLE published 11 July 2022 in Processes

Research funded by National Natural Science Foundation of China (61973315, 62173151, 62103442) | China Postdoctoral Science Foundation (2021M693503) | Natural Science Foundation of Shandong Province (ZR2021QF080) | Qingdao Postdoctoral Applied Research Project (qdyy20200062) | Fundamental Research Funds for the Central Universities (20CX06105A)

Authors: Xiushan Jiang | Qingti Pang | Dongya Zhao | Qingkang Zhang

Infinite Horizon H2/H∞ Control for Discrete-Time Mean-Field Stochastic Systems

JOURNAL ARTICLE published 18 November 2023 in Processes

Research funded by the National Natural Science Foundation of China (62073204)

Authors: Chaoyue Ma | Ting Hou

Discrete time adaptive impulsive control theory

JOURNAL ARTICLE published December 1986 in Stochastic Processes and their Applications

Authors: Lukasz Stettner

Martingale conditions for the optimal control of continuous time stochastic systems

JOURNAL ARTICLE published November 1984 in Stochastic Processes and their Applications

Authors: Charlotte Striebel

Discrete time Markov chains

BOOK CHAPTER published 22 July 2013 in Applied Stochastic Processes

Large time asymptotic problems for optimal stochastic control with superlinear cost

JOURNAL ARTICLE published April 2012 in Stochastic Processes and their Applications

Research funded by MEXT (21740076)

Authors: Naoyuki Ichihara

Frontmatter

OTHER published 28 February 2013 in Discrete Stochastic Processes and Optimal Filtering

Frontmetter

OTHER published January 2007 in Discrete Stochastic Processes and Optimal Filtering

Discrete-time random motion in a continuous random medium

JOURNAL ARTICLE published October 2009 in Stochastic Processes and their Applications

Authors: C. Boldrighini | R.A. Minlos | A. Pellegrinotti

3. Conditional Expectations and Discrete-Time Kalman Filtering

BOOK CHAPTER published January 2008 in Stochastic Processes, Estimation, and Control

Optimal switching for two-parameter stochastic processes

JOURNAL ARTICLE published June 1991 in Stochastic Processes and their Applications

Authors: Teruo Tanaka

Optimal Control in Discrete Time

BOOK PART published 31 May 2021 in Point Processes and Jump Diffusions

Stochastic Stabilization for Discrete-Time System with Input Delay and Multiplicative Noise in Control Variable

JOURNAL ARTICLE published 16 May 2022 in Processes

Research funded by National Natural Science Foundation of China (62173206) | Natural Science Foundation of Shandong Province (ZR2019QF005, 285 ZR2021QF075, ZR2021ZD13) | China Postdoctoral Science Foundation (2021M691849)

Authors: Cheng Tan | Jianying Di | Mingyue Xiang | Ziran Chen | Binlian Zhu

Optimal Control of Markov Processes: Classical Solutions

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Estimation

OTHER published 28 February 2013 in Discrete Stochastic Processes and Optimal Filtering