Asymptotic estimate for the probability and the mean time of keeping a moving target within a given domain

zbMath1121.93073MaRDI QIDQ2455143

Leonid Denisovich Akulenko, A. S. Kovaleva

Publication date: 22 October 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsrandom disturbancesdynamically controllable domain

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stopping times; optimal stopping problems; gambling theory (60G40) Ordinary differential equations and systems with randomness (34F05)

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