Moment Characteristic Method in the Optimal Control Theory of Diffusion-Type Stochastic Systems

[1] McLane P. J.(1971)Linear optimal stochastic control using instantaneous output feedback Int. J. Control 13 383-396

[2] Khrustalev M. M.(2018)Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems Autom. Remote Control 79 2169-606

[3] Tsar’kov K. A.(1996)Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II. Lagrange method J. Comput. Syst. Sci. Int. 35 67-1203

[4] Khrustalev M. M.(1968)The matrix minimum principle Inform. Control 11 592-526

[5] Athans M.(2013)Optimization of quasilinear stochastic control-nonlinear diffusion systems Autom. Remote Control 78 1028-376

[6] Khrustalev M. M.(2009)Moment closure techniques for stochastic models in population IEEE Trans. Autom. Control 54 1193-undefined

[7] Rumyantsev D. S.(2015)Comparison of different moment-closure approximations for stochastic chemical kinetics The Journal of Chemical Physics 143 185101-undefined

[8] Tsar’kov K. A.(2015)Conditional moment closure schemes for studying stochastic dynamics of genetic circuits IEEE Trans. Biomed. Circuits Syst. 9 518-undefined

[9] Singh A.(1998)Deriving closed-form solutions for gaussian pricing models: a systematic time-domain approach Int. J. Theor. Appl. Finance 1 349-undefined

[10] Hespanha J. P.(undefined)undefined undefined undefined undefined-undefined

[1] McLane P. J.(1971)Linear optimal stochastic control using instantaneous output feedback Int. J. Control 13 383-396

[2] Khrustalev M. M.(2018)Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems Autom. Remote Control 79 2169-606

[3] Tsar’kov K. A.(1996)Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II. Lagrange method J. Comput. Syst. Sci. Int. 35 67-1203

[4] Khrustalev M. M.(1968)The matrix minimum principle Inform. Control 11 592-526

[5] Athans M.(2013)Optimization of quasilinear stochastic control-nonlinear diffusion systems Autom. Remote Control 78 1028-376

[6] Khrustalev M. M.(2009)Moment closure techniques for stochastic models in population IEEE Trans. Autom. Control 54 1193-undefined

[7] Rumyantsev D. S.(2015)Comparison of different moment-closure approximations for stochastic chemical kinetics The Journal of Chemical Physics 143 185101-undefined

[8] Tsar’kov K. A.(2015)Conditional moment closure schemes for studying stochastic dynamics of genetic circuits IEEE Trans. Biomed. Circuits Syst. 9 518-undefined

[9] Singh A.(1998)Deriving closed-form solutions for gaussian pricing models: a systematic time-domain approach Int. J. Theor. Appl. Finance 1 349-undefined

[10] Hespanha J. P.(undefined)undefined undefined undefined undefined-undefined