This paper addresses an H 2 optimal control problem for a class of discrete-time stochastic
systems with Markov jump parameter and multiplicative noises. The involved Markov jump …

Probability resembles the ancient Roman God Janus since, like Janus, probability also has
a face with two different sides, which correspond to the metaphorical gateways and …

A mathematical model for the target tracking problem is proposed. The model makes it
possible to describe conditions when the time for an observer to receive the results of …

The paper presents an optimal control problem for the partially observable stochastic
differential system driven by an external Markov jump process. The available controlled …

The object under investigation is a controllable linear stochastic differential system affected
by some external statistically uncertain piecewise continuous disturbances. They are directly …