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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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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