Reconstruction of external actions under incomplete information in a linear stochastic equation

DOI10.1134/S0081543817020183zbMath1365.93531OpenAlexW2397404971MaRDI QIDQ2362429

V. L. Rozenberg

Publication date: 7 July 2017

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543817020183

zbMATH Keywords

stochastic differential equationcovariance matrixdynamic inversionmathematical expectationdynamic reconstructioncontrolled modelinverse problem for systems of ordinary differential equations

Mathematics Subject Classification ID

Related Items (1)

Reconstruction problem with incomplete information for a quasilinear stochastic differential equation

Cites Work

• Some algorithms for the dynamic reconstruction of inputs
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Dynamical inverse problems of distributed systems
• On a reconstruction algorithm for the trajectory and control in a delay system
• A guaranteed control problem for a linear stochastic differential equation
• Stochastic differential equations. An introduction with applications.
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