Stochastic differential equations (3rd ed.): an introduction with applications
Stochastic differential equations (3rd ed.): an introduction with applications
Stochastic nonlinear stabilization—II: inverse optimality
Systems & Control Letters
SIAM Journal on Control and Optimization
Nonlinear optimal tracking control with application to super-tankers for autopilot design
Automatica (Journal of IFAC)
Hi-index | 22.14 |
In this paper we have obtained a nonlinear separation result for controlled stochastic systems. The result is based on a sequential technique, introduced by the second author, which has been applied with significant success for nonlinear deterministic systems.