검색결과 : 41건
| No. | Article |
|---|---|
| 1 |
Stochastic control for BSDEs and ABSDEs with Markov chain noises Yang Z, Elliott RJ International Journal of Control, 93(9), 2029, 2020 |
| 2 |
The mean squared loss control problem for a partially observed Markov chain Lai Y, Elliott RJ International Journal of Control, 92(3), 585, 2019 |
| 3 |
On Finite-State Stochastic Modeling and Secure Estimation of Cyber-Physical Systems Shi DW, Elliott RJ, Chen TW IEEE Transactions on Automatic Control, 62(1), 65, 2017 |
| 4 |
Filtering With Uncertain Noise Elliott RJ IEEE Transactions on Automatic Control, 62(2), 876, 2017 |
| 5 |
A modified hidden Markov model van der Hoek J, Elliott RJ Automatica, 49(12), 3509, 2013 |
| 6 |
Filtering a Double Threshold Model With Regime Switching Elliott RJ, Siu TK, Lau JW IEEE Transactions on Automatic Control, 58(12), 3185, 2013 |
| 7 |
A STOCHASTIC MAXIMUM PRINCIPLE FOR A MARKOV REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION TO FINANCE Zhang X, Elliott RJ, Siu TK SIAM Journal on Control and Optimization, 50(2), 964, 2012 |
| 8 |
A BSDE approach to a risk-based optimal investment of an insurer Elliott RJ, Siu TK Automatica, 47(2), 253, 2011 |
| 9 |
BACKWARD STOCHASTIC DIFFERENCE EQUATIONS AND NEARLY TIME-CONSISTENT NONLINEAR EXPECTATIONS Cohen SN, Elliott RJ SIAM Journal on Control and Optimization, 49(1), 125, 2011 |
| 10 |
A Zakai equation derivation of the extended Kalman filter Elliott RJ, Haykin S Automatica, 46(3), 620, 2010 |