Quasilinearization and stability of nonlinear stochastic systems

DOI10.1016/0022-247X(72)90039-XzbMath0243.34106OpenAlexW2025146102MaRDI QIDQ2554460

T. T. Soong, R. Vasudevan, Richard Bellman

Publication date: 1972

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(72)90039-x

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

On the stochastic Rayleigh quotient estimation theory ⋮ A non-linear parameter identification approach with applications† ⋮ The stochastic Riccati equation

Cites Work

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• Upper and lower bounds for the solutions of the matrix Riccati equation
• A survey of stability of stochastic systems
• Note on the Riccati Equation

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