Reconstruction problem with incomplete information for a quasilinear stochastic differential equation

DOI10.1134/S0965542522110094zbMath1505.93289OpenAlexW4310654909MaRDI QIDQ2101414

V. L. Rozenberg

Publication date: 6 December 2022

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542522110094

zbMATH Keywords

dynamic reconstructioncontrolled modelquasilinear stochastic differential equationincomplete input data

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters

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