Stochastic stability of a class of nonlinear differential equations of Ito type

DOI10.1007/BF00969566zbMath0646.60065OpenAlexW2027887805MaRDI QIDQ1103969

V. A. Brusin, Valery A. Ugrinovskii

Publication date: 1987

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/62834

zbMATH Keywords

stochastic optimal controlLyapunov functionalmean square stabilityglobal asymptotics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic integrals (60H05)

Related Items (3)

Absolute stability approach to stochastic stability of infinite-dimensional nonlinear systems ⋮ A historical essay on the scientific school of V. A. Yakubovich ⋮ \(p\)th moment absolute exponential stability of stochastic control system with Markovian switching

Cites Work

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• Linear Quadratic Optimal Stochastic Control with Random Coefficients

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