Solving fully randomized first-order linear control systems: application to study the dynamics of a damped oscillator with parametric noise under stochastic control

DOI10.1016/j.cam.2021.113389zbMath1480.93405OpenAlexW3120063632MaRDI QIDQ2059593

A. Navarro-Quiles, Juan-Carlos Cortés, M. D. Roselló, José Vicente Romero

Publication date: 14 December 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113389

zbMATH Keywords

first probability density functionrandom variable transformation techniquerandom control systemsrandom damped linear oscillators

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Transformations (93B17) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach ⋮ Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach

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