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32

SIAMCO
2000

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Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

13 years 10 months ago

Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

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Alain Le Breton, Marie-Christine Roubaud

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26

SIAMCO
2000

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Optimal Control of a Class of Linear Hybrid Systems with Saturation

13 years 10 months ago

Optimal Control of a Class of Linear Hybrid Systems with Saturation

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Bart De Schutter

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30

SIAMCO
2000

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Utility Maximization with Discretionary Stopping

13 years 10 months ago

Utility Maximization with Discretionary Stopping

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Ioannis Karatzas, Hui Wang

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22

SIAMCO
2000

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Markov Property and Ergodicity of the Nonlinear Filter

13 years 10 months ago

Markov Property and Ergodicity of the Nonlinear Filter

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A. G. Bhatt, A. Budhiraja, R. L. Karandikar

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21

SIAMCO
2002

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Filtering for Linear Systems Driven by Fractional Brownian Motion

13 years 10 months ago

Filtering for Linear Systems Driven by Fractional Brownian Motion

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Nasir Uddin Ahmed, Charalambos D. Charalambous

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