Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
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Publication:1614409
DOI10.1016/S0005-1098(02)00041-9zbMath1006.93005WikidataQ115340666 ScholiaQ115340666MaRDI QIDQ1614409
Publication date: 5 September 2002
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(02)00041-9
stochastic differential equation; controllability; stochastic system; exponential convergence; index assignment; infinite horizon forward-backward stochastic differential equations
93B05: Controllability
93E20: Optimal stochastic control
93E15: Stochastic stability in control theory
93E03: Stochastic systems in control theory (general)
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Cites Work
- Adapted solution of a backward stochastic differential equation
- On stochastic observability and controllability
- Infinite horizon boundary value problems and applications
- Infinite horizon forward-backward stochastic differential equations
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
