Constructing the set of program controls with probability 1 for one class of stochastic systems

DOI10.1134/S0005117909080098zbMath1194.93200OpenAlexW2003820741MaRDI QIDQ1040538

E. V. Chalykh

Publication date: 24 November 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117909080098

zbMATH Keywords

stochastic differential equationWiener processprogram control for stochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items (3)

STOCHASTIZATION OF CLASSICAL MODELS WITH DYNAMICAL INVARIANTS ⋮ Statistical analysis of diffusion systems with invariants ⋮ Construction of programmed controls for a dynamic system based on the set of its first integrals

Cites Work

• Averaging for a class of stochastic differential equations
• Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions
• On one generalization of the Langevin equation with determinate modulus of velocity
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