On uniqueness of strong solution of stochastic systems

DOI10.1155/2014/890925zbMath1406.93369OpenAlexW2002995175WikidataQ59042269 ScholiaQ59042269MaRDI QIDQ1725195

Ming Chen, Gang Li

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/890925

zbMATH Keywords

matrix Riccati equationsstochastic linear systemsmean square stabilization

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (3)

Region stability of linear stochastic discrete systems with time-delays ⋮ Unnamed Item ⋮ Cramer's rule for a system of quaternion matrix equations with applications

Cites Work

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• Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
• Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
• On a Matrix Riccati Equation of Stochastic Control

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