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scientific article; zbMATH DE number 16572
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scientific article; zbMATH DE number 16572 |
Statements
26 June 1992
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controlled stochastic process
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Ito-Volterra representation
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example
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0.8177466988563538
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[For the entire collection see Zbl 0702.00007.] The author considers a controlled stochastic process \(y(t)\), \(t\geq 0\) admitting an Ito-Volterra representation and containing additionally some unknown parameters. It is shown how to choose bounded estimators of the unknown parameters and then construct strategies which stabilize uniformly the process \(y(t)\) as \(t\to\infty\) in the sense that \(\lim_{T\to\infty}(1/T)E\left\{\int^ T_ 0| y(t)|^ 2dt\right\}\leq c\), where \(c\)=const. An illustrative example is given.
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