Multi-period mean-variance optimal control of Markov jumps linear systems with multiplicative...

Optimal control of linear systems with Markov jumps and multiplicative noises under...

Variational method with multiple gains update for control of linear systems with...

On the filtering Riccati equations for Markovian jump systems: stability and duality...

Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative...

Analysis and improvement of the variational method for control of Markov jump linear...

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Algorithms for the long run average cost for linear systems with partially observed...

Control of non-Markovian systems

Control of non-Markovian systems