Stochastic minimum-energy control
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Publication:888813
DOI10.1016/j.sysconle.2015.08.012zbMath1322.93104arXiv1410.3150OpenAlexW2963635433MaRDI QIDQ888813
Publication date: 2 November 2015
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.3150
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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