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Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise
Basin M.
Sufficient Relative Minimum Conditions in the Optimal Control Problem for Quasilinear Stochastic Systems
Khrustalev M., Tsarkov K.
Optimal Continuous Stochastic Control Systems with Incomplete Feedback: Approximate Synthesis
Panteleev A., Rybakov K.
Optimization of quasilinear stochastic control-nonlinear diffusion systems
Khrustalev M., Rumyantsev D., Tsar’kov K.
Robust filtering for a class of nonlinear stochastic systems with probability constraints
Ma L., Wang Z., Lam H., Alsaadi F., Liu X.
The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems
Borisov A., Bosov A., Kibzun A., Miller G., Semenikhin K.
On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
Kibzun A., Ignatov A.
Conditionally Minimax Nonlinear Filter and Unscented Kalman Filter: Empirical Analysis and Comparison
Bosov A., Miller G.
Multiplicative Stochastic Systems with Multiple External Disturbances
Shaikin M.
Methods of Ellipsoidal Filtration in Nonlinear Stochastic Systems on Manifolds
Sinitsyn I., Sinitsyn V., Sergeev I., Korepanov E.
Synthesis of anisotropic suboptimal control for linear time-varying systems on finite time horizon
Tchaikovsky M., Timin V.
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