On the adjoint equation of stochastic linear systems with small correlation times

DOI10.1016/0016-0032(80)90043-5MaRDI QIDQ1148845zbMATH OpenOpenAlexFDO

Authors Menelaos Lambiris

Publication date 1980

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(80)90043-5

zbMATH Keywords

maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Cites work

• scientific article; zbMATH DE number 3310867 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Differential equations: Stability, oscillations, time lags
• On stochastic differential equations with non-white noise having small correlation times
• On the stochastic maximum principle. Fixed time of control

Cited in

(3)

• Theory of nonlinear systems
• The stochastic harmonic oscillator with linear damping
• The stochastic harmonic oscillator with finite correlation times

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