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
From MaRDI portal
Created claim: Wikidata QID (P12): Q115246818, #quickstatements; #temporary_batch_1706897434465 |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:22, 7 February 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)
0 references
15 August 2018
0 references
strong law of large numbers
0 references
linear equation
0 references
nonexponential stability
0 references
linear-quadratic regulator
0 references