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

DOI10.1016/0016-0032(80)90043-5zbMATH Open0452.93039OpenAlexW2075691248MaRDI QIDQ1148845FDOQ1148845

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

• On the stochastic maximum principle. Fixed time of control
• Differential equations: Stability, oscillations, time lags
• Title not available (Why is that?)
• On stochastic differential equations with non-white noise having small correlation times
• Title not available (Why is that?)

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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