Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods. - Mikhail M. Khrustalev; Anastasia S. Khalina (Autom. Remote. Control., 2014)

Optimization of quasilinear stochastic control-nonlinear diffusion systems. - Mikhail M. Khrustalev; Dmitry S. Rumyantsev; Kirill A. Tsarkov (Autom. Remote. Control., 2017)

Terminal Invariance of Stochastic Diffusion Systems. - Mikhail M. Khrustalev (Autom. Remote. Control., 2018)

Sufficient Relative Minimum Conditions in the Optimal Control Problem for Quasilinear Stochastic Systems. - Mikhail M. Khrustalev; Kirill A. Tsarkov (Autom. Remote. Control., 2018)

Necessary and Sufficient Conditions for Optimal Stabilization of Quasi-Linear Stochastic Systems. - Mikhail M. Khrustalev; Evgeny E. Onegin (Autom. Remote. Control., 2019)

Terminal Invariance Sufficient Conditions for Jump Stochastic Systems. - Mikhail M. Khrustalev; Kirill A. Tsarkov (ECC, 2020)

Terminal Invariance of Quasi-Linear Stochastic Diffusion Systems That Are Nonlinear in Control Variable. - Mikhail M. Khrustalev (Autom. Remote. Control., 2020)

Sufficient Conditions for Terminal Invariance of Stochastic Jump Diffusion Systems. - Mikhail M. Khrustalev; Kirill A. Tsarkov (Autom. Remote. Control., 2020)

Some Algorithms for the Improvement of Time-Varying Controllers on an Infinite Time Horizon. - Mikhail M. Khrustalev; Kirill A. Tsarkov (Autom. Remote. Control., 2021)

Optimization of Stochastic Jump Diffusion Systems Nonlinear in the Control. - Mikhail M. Khrustalev; Kirill A. Tsarkov (Autom. Remote. Control., 2022)

Sequential Improvement Method in Probabilistic Criteria Optimization Problems for Linear-in-State Jump Diffusion Systems. - Mikhail M. Khrustalev; Kirill A. Tsarkov (Autom. Remote. Control., 2023)

Synthesis of Itô Equations for a Shaping Filter with a Given Spectrum. - Mikhail M. Khrustalev; Dmitry S. Rumyantsev (Autom. Remote. Control., 2024)