Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
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Cites work
- Adapted solution of a backward stochastic differential equation
- Infinite horizon boundary value problems and applications
- Infinite horizon forward-backward stochastic differential equations
- On stochastic observability and controllability
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
Cited in
(14)- Linear quadratic Pareto game of the stochastic systems in infinite horizon
- On controllability of nonlinear stochastic systems
- A Kalman-type condition for stochastic approximate controllability
- Solution to the forward and backward stochastic difference equations with asymmetric information and application
- The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games
- Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems
- Controllability properties of linear mean-field stochastic systems
- Well-posedness of mean-field forward-backward stochastic difference equations and applications to optimal control
- Infinite-horizon BSDE approach for exponential stabilization of discrete-time stochastic system
- Stabilization of bilateral teleoperators with asymmetric stochastic delay
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
- Stochastic minimum-energy control
- Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain
- Approximate controllability for linear stochastic differential equations in infinite dimensions
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