The paper deals with the class of jump control systems with semi-Markov coefficients. The control system is described as the system of linear differential equations. Every jump of the random process implies the random transformation of solutions of the considered system. Relations determining the optimal control to minimize the functional are derived using Lyapunov functions. Necessary conditions of optimization which enables the synthesis of the optimal control are established as well
This paper investigates the problem of robust control for a class of systems with both Markovian jum...
We prove an existence and uniqueness result for a general class of backward stochastic partial diffe...
AbstractIn this paper, a class of systems of matrix nonlinear differential equations containing as p...
An optimal control for a dynamical system optimizes a certain objective function. Here, we consider ...
The stability of solutions of linear systems is studied with the use of Lyapunov functions. The work...
This paper considers an optimal control problem of nonlinear Markov jump systems with continuous sta...
The semi-infinite time optimal control for a class of stochastically excited Markovian jump nonlinea...
This. paper is concerned with the optimal control of discrete-time linear systems that possess rando...
Optimal control of random processes under conditions of conflict are considered in the paper aiming ...
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated ...
This thesis is the collection of four papers addressing topics in stochastic optimal control, zero-s...
The purpose of the paper is to present a complete theory of optimal control of piecewise linear and ...
The book addresses the control issues such as stability analysis, control synthesis and filter desig...
Abstract: Lecture Notes in Economics and Mathematical Systems. V.458. 1998. Springer
The paper considers a problem of optimal control of a linear system with the parameters dependent on...
This paper investigates the problem of robust control for a class of systems with both Markovian jum...
We prove an existence and uniqueness result for a general class of backward stochastic partial diffe...
AbstractIn this paper, a class of systems of matrix nonlinear differential equations containing as p...
An optimal control for a dynamical system optimizes a certain objective function. Here, we consider ...
The stability of solutions of linear systems is studied with the use of Lyapunov functions. The work...
This paper considers an optimal control problem of nonlinear Markov jump systems with continuous sta...
The semi-infinite time optimal control for a class of stochastically excited Markovian jump nonlinea...
This. paper is concerned with the optimal control of discrete-time linear systems that possess rando...
Optimal control of random processes under conditions of conflict are considered in the paper aiming ...
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated ...
This thesis is the collection of four papers addressing topics in stochastic optimal control, zero-s...
The purpose of the paper is to present a complete theory of optimal control of piecewise linear and ...
The book addresses the control issues such as stability analysis, control synthesis and filter desig...
Abstract: Lecture Notes in Economics and Mathematical Systems. V.458. 1998. Springer
The paper considers a problem of optimal control of a linear system with the parameters dependent on...
This paper investigates the problem of robust control for a class of systems with both Markovian jum...
We prove an existence and uniqueness result for a general class of backward stochastic partial diffe...
AbstractIn this paper, a class of systems of matrix nonlinear differential equations containing as p...