Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Computer Networks and Communications,Hardware and Architecture,Software
Reference40 articles.
1. H. Abou-Kandil, G. Freiling, V. Ionescu and G. Jank, Matrix Riccati Equations in Control and Systems Theory, Systems Control Found. Appl., Birkhäuser Verlag, Basel, 2003.
2. Stochastic Control of Partially Observable Systems
3. Risk-Sensitive Dynamic Asset Management
4.
R. S. Bucy and P. D. Joseph, Filtering for Stochastic Processes with Applications to Guidance, Chelsea, New York, 1987.
5. Optimal Investment-consumption for Partially Observed Jump-diffusions