A guaranteed control problem for a linear stochastic differential equation
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Publication:4581416
DOI10.15826/umj.2015.1.007zbMath1396.93064OpenAlexW2332608529WikidataQ115235155 ScholiaQ115235155MaRDI QIDQ4581416
Publication date: 17 August 2018
Published in: Ural mathematical journal (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/umj7
Related Items (3)
Reconstruction of external actions under incomplete information in a linear stochastic equation ⋮ An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters ⋮ Reconstruction problem with incomplete information for a quasilinear stochastic differential equation
Cites Work
- An open-loop criterion for the solvability of a closed-loop guidance problem with incomplete information: linear control systems
- On the solvability of problems of guaranteeing control for partially observable linear dynamical systems
- Dynamic restoration of the unknown function in the linear stochastic differential equation
- Stochastic differential equations. An introduction with applications
- Control packages: an approach to solution of positional control problems with incomplete information
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