Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem (Q4580429): Difference between revisions
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Revision as of 16:28, 5 March 2024
scientific article; zbMATH DE number 6918582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem |
scientific article; zbMATH DE number 6918582 |
Statements
Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem (English)
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15 August 2018
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strong law of large numbers
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linear equation
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nonexponential stability
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linear-quadratic regulator
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