Geodesic
Optimal control under discrete observation of continuous stochastic systems with time delay
Kybernetika, Tome 14 (1978) no. 2, pp. 102-109

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Classification : 34K99, 93E10, 93E20 
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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     title = {Optimal control under discrete observation of continuous stochastic systems with time delay},
     journal = {Kybernetika},
     pages = {102--109},
     year = {1978},
     volume = {14},
     number = {2},
     mrnumber = {0529455},
     zbl = {0378.93053},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1978_14_2_a2/}
}
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[1] Y. Alekal P. Brunovsky H. Ch. Dong E. B. Lee: The Quadratic Problem for Systems with Time Delay. IEEETAC, Vol. A 1 (71), 6, 1-16. | MR

[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.