Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem (Q4580429)
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scientific article; zbMATH DE number 6918582
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| English | Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem |
scientific article; zbMATH DE number 6918582 |
Statements
Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem (English)
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15 August 2018
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strong law of large numbers
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linear equation
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nonexponential stability
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linear-quadratic regulator
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0.8347193002700806
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0.7840501070022583
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0.772436797618866
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0.7610026001930237
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