On the control of stochastic systems

DOI10.1016/0022-247X(81)90144-XzbMath0476.93077OpenAlexW2019267569MaRDI QIDQ1160110

G. Adomian, Leon H. Sibul

Publication date: 1981

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(81)90144-x

zbMATH Keywords

iterative methodVolterra integral equationstochastic systemsstochastic characteristicsstochastic Green's function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Volterra integral equations (45D05) Stochastic matrices (15B51)

Related Items (9)

Application of the decomposition method to inversion of matrices ⋮ A review of the decomposition method in applied mathematics ⋮ Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates ⋮ Stabilization of a stochastic nonlinear economy ⋮ A review of the decomposition method and some recent results for nonlinear equations ⋮ A review of the decomposition method and some recent results for nonlinear equations ⋮ Nonlinear stochastic differential equations ⋮ On the existence of solutions for linear and nonlinear stochastic operator equations ⋮ Convergent series solution of nonlinear equations

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• Stochastic differential equations and their application to randomly time-varying control systems
• Random Operator Equations in Mathematical Physics. I
• Mathematical programming and the control of Markov chains†
• The synthesis of dynamical systems
• Linear Stochastic Operators

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