Stability and optimal control of stochastic hereditary systems
Main publications:
Shaikhet L., Optimal control of stochastic difference Volterra equations. An Introduction., Studies in Systems, Decision and Control, 17, Springer, 2015
Shaikhet L., Lyapunov Functionals and Stability of Stochastic Functional Differential Equations, Springer, 2013
Shaikhet L., Lyapunov Functionals and Stability of Stochastic Difference Equations, Springer, 2011
V. B. Kolmanovskii, N. P. Kosareva, L. E. Shaikhet, “On a method for constructing Lyapunov functionals”, Differ. Uravn., 35:11 (1999), 1553–1565; Differ. Equ., 35:11 (1999), 1573–1586
1998
2.
A. A. Kovalev, V. B. Kolmanovskiĭ, L. E. Shaikhet, “The Riccati equations in the stability of stochastic linear systems with delay”, Avtomat. i Telemekh., 1998, no. 10, 35–54; Autom. Remote Control, 59:10 (1998), 1379–1394
V. B. Kolmanovskii, L. E. Shaikhet, “On the stability of some stochastic equations of Volterra type”, Differ. Uravn., 33:11 (1997), 1495–1501; Differ. Equ., 33:11 (1997), 1501–1507
1996
4.
V. B. Kolmanovskii, L. E. Shaikhet, “Asymptotic Behavior of Certain Discrete-Time Systems”, Avtomat. i Telemekh., 1996, no. 12, 58–66; Autom. Remote Control, 57:12 (1996), 1735–1742
L. E. Shaikhet, “On the stability of solutions of stochastic Volterra equations”, Avtomat. i Telemekh., 1995, no. 8, 93–102; Autom. Remote Control, 56:8 (1995), 1129–1137
V. B. Kolmanovskii, L. E. Shaikhet, “A method for constructing Lyapunov functionals for stochastic differential equations of neutral type”, Differ. Uravn., 31:11 (1995), 1851–1857; Differ. Equ., 31:11 (1995), 1819–1825
7.
L. E. Shaikhet, “Stability in probability of nonlinear stochastic systems with delay”, Mat. Zametki, 57:1 (1995), 142–146; Math. Notes, 57:1 (1995), 103–106
V. B. Kolmanovskiĭ, L. E. Shaikhet, “Stability of stochastic systems with aftereffect”, Avtomat. i Telemekh., 1993, no. 7, 66–85; Autom. Remote Control, 54:7 (1993), 1087–1107
V. B. Kolmanovskii, L. E. Shaikhet, “A method for constructing Lyapunov functionals for stochastic systems with aftereffect”, Differ. Uravn., 29:11 (1993), 1909–1920; Differ. Equ., 29:11 (1993), 1657–1666
1992
10.
L. E. Shaikhet, “Asymptotic stability of linear stochastic differential equations of neutral type”, Mat. Zametki, 52:2 (1992), 144–147; Math. Notes, 52:2 (1992), 856–858
11.
L. E. Shaikhet, “Construction of successive approximations to optimal control of stochastic quasilinear integral-functional equations”, Mat. Zametki, 51:2 (1992), 129–138; Math. Notes, 51:2 (1992), 196–203
1990
12.
L. E. Shaikhet, “On a linearly quadratic problem of optimal control of a stochastic Volterra equation”, Mat. Zametki, 48:6 (1990), 112–117; Math. Notes, 48:6 (1990), 1249–1252
1982
13.
L. E. Shaikhet, “Optimal control of a class of stochastic partial differential equations”, Mat. Zametki, 31:6 (1982), 933–936; Math. Notes, 31:6 (1982), 471–472
L. E. Shaikhet, “Use of the Method of Lyapunov Functionals to Investigate the Stability of Stochastic Systems with Delay”, Probl. Peredachi Inf., 11:4 (1975), 70–76; Problems Inform. Transmission, 11:4 (1975), 313–318
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