A guaranteed control problem for a linear stochastic differential equation

DOI10.15826/UMJ.2015.1.007MaRDI QIDQ4581416zbMATH OpenOpenAlexWikidataFDO

Authors V. L. Rozenberg

Publication date 17 August 2018

Published in Ural mathematical journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://mathnet.ru/eng/umj7

zbMATH Keywords

guaranteed closed-loop controlguidance problemlinear stochastic differential equation

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

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Cites work

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Cited in

(5)

• Reconstruction problem with incomplete information for a quasilinear stochastic differential equation
• Reconstruction of external actions under incomplete information in a linear stochastic equation
• A control problem under incomplete information for a linear stochastic differential equation
• An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise
• An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters

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