On the control of stochastic systems

DOI10.1016/0022-247X(81)90144-XzbMath0476.93077OpenAlexW2019267569MaRDI QIDQ1160110

G. Adomian, Leon H. Sibul

Publication date: 1981

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(81)90144-x

zbMATH Keywords

iterative methodVolterra integral equationstochastic systemsstochastic characteristicsstochastic Green's function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Volterra integral equations (45D05) Stochastic matrices (15B51)

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