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