Quasilinearization and stability of nonlinear stochastic systems

DOI10.1016/0022-247X(72)90039-XMaRDI QIDQ2554460zbMATH OpenOpenAlexFDO

Authors 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

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

Cites work

• A survey of stability of stochastic systems
• scientific article; zbMATH DE number 3150211 (Why is no real title available?)
• scientific article; zbMATH DE number 3225686 (Why is no real title available?)
• scientific article; zbMATH DE number 3184204 (Why is no real title available?)
• Note on the Riccati Equation
• Upper and lower bounds for the solutions of the matrix Riccati equation

Cited in

(4)

• The stochastic Riccati equation
• On the stochastic Rayleigh quotient estimation theory
• A non-linear parameter identification approach with applications†
• Applications of standard and Hamiltonian stochastic Lie systems

This page was built for publication: Quasilinearization and stability of nonlinear stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2554460)