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Optimal control under discrete observation of continuous stochastic systems with time delay
Kybernetika, Tome 14 (1978) no. 2, pp. 102-109 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 34K99, 93E10, 93E20 
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     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1978_14_2_a2/}
}
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Komorník, Jozef. Optimal control under discrete observation of continuous stochastic systems with time delay. Kybernetika, Tome 14 (1978) no. 2, pp. 102-109. http://geodesic.mathdoc.fr/item/KYB_1978_14_2_a2/

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[2] K. J. Aström: Introduction to Stochastic Control Theory. Academic Press, New York 1970. | MR

[3] B. Б. Колмановский T. Л. Майзенберг: Оптимальное управление стохастическими системами с последействием. Aвтоматика и телемеханика 34 (1973), 1, 47-60. | Zbl

[4] J. Komorník: Optimálně riadenie deterministických a stochastických systémov s oneskorením. Dizertačná práca, Univerzita Komenského (Přírodovědecká fakulta), Bratislava 1976.

[5] A. A. Lindquist: Theorem on Duality Between Estimation and Control for Linear Stochastic Systems with Time Delay. Journal of Math. Anal. and Appl. 57(1972), 2, 516-536. | MR | Zbl

[6] P. Ш. Липцев A. H. Ширяев: Статистика случайных процессов. Hayкa, Mocквa 1974. | Zbl

[7] P. Mandl: Stochastické integrály a jejich aplikace. ÚTIA ČSAV, Praha 1976.