| 1 |
MEAN-VARIANCE PORTFOLIO SELECTION FOR PARTIALLY OBSERVED POINT PROCESSES
Xiong J, Zeng Y, Zhang SQ
SIAM Journal on Control and Optimization, 58(6), 3041, 2020 |
| 2 |
A Passivity-Based Approach to Nash Equilibrium Seeking Over Networks
Gadjov D, Pavel L
IEEE Transactions on Automatic Control, 64(3), 1077, 2019 |
| 3 |
H-2-Control of Continuous-Time Hidden Markov Jump Linear Systems
Stadtmann F, Costa OLV
IEEE Transactions on Automatic Control, 62(8), 4031, 2017 |
| 4 |
H-infinity control of continuous-time Markov jump linear systems with detector-based mode information
Rodrigues CCG, Todorov MG, Fragoso MD
International Journal of Control, 90(10), 2178, 2017 |
| 5 |
PERTURBATION ANALYSIS FOR INVESTMENT PORTFOLIOS UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS
Fouque JP, Papanicolaou A, Sircar R
SIAM Journal on Control and Optimization, 55(3), 1534, 2017 |
| 6 |
Leader-follower stochastic differential game with asymmetric information and applications
Shi JT, Wang GC, Xiong J
Automatica, 63, 60, 2016 |
| 7 |
Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
Huang JH, Wang SJ, Wu Z
IEEE Transactions on Automatic Control, 61(12), 3784, 2016 |
| 8 |
On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
Hafayed M, Abba A, Abbas S
International Journal of Control, 89(2), 397, 2016 |
| 9 |
PURSUIT OF A MOVING TARGET WITH KNOWN CONSTANT SPEED ON A DIRECTED ACYCLIC GRAPH UNDER PARTIAL INFORMATION
Kalyanam K, Casbeer DW, Pachter M
SIAM Journal on Control and Optimization, 54(5), 2259, 2016 |
| 10 |
Optimal Control of Backward Doubly Stochastic Systems With Partial Information
Zhu QF, Shi YF
IEEE Transactions on Automatic Control, 60(1), 173, 2015 |
