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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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin, Krasovskii Institute of Mathematics and Mechanics
2015-12-01
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| Series: | Ural Mathematical Journal |
| Subjects: | |
| Online Access: | https://umjuran.ru/index.php/umj/article/view/35 |
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