Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Model systems in control theory (93C99) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
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Cites work
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Cited in
(17)- Optimal stochastic control for performance- and stability-robustness
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