A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION

A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION

A problem of guaranteed closed-loop control under incomplete information is considered for a linear stochastic differential equation (SDE) from the viewpoint of the method of open-loop control packages worked out earlier for the guidance of a linear control system of ordinary differential equations...

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Bibliographic Details
Main Author: Valeriy L. Rozenberg
Format: Article
Language:English
Published: Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin. 2015-12-01
Series:Ural Mathematical Journal
Subjects:
Guidance problem
Guaranteed closed-loop control
Linear stochastic differential equation
Online Access:https://umjuran.ru/index.php/umj/article/view/35

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https://umjuran.ru/index.php/umj/article/view/35

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