A control problem under incomplete information for a linear stochastic differential equation

DOI10.1134/S0081543816090157zbMath1362.93145OpenAlexW2580849283WikidataQ115247996 ScholiaQ115247996MaRDI QIDQ2396380

V. L. Rozenberg

Publication date: 8 June 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/s0081543816090157

zbMATH Keywords

linear stochastic differential equationguidance problemguaranteed closed-loop control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (3)

The problem of package guidance under incomplete information and integral signal of observation ⋮ Unnamed Item ⋮ On the solvability of the problem of guaranteed package guidance to a system of target sets

Cites Work

• An open-loop criterion for the solvability of a closed-loop guidance problem with incomplete information: linear control systems
• On the solvability of problems of guaranteeing control for partially observable linear dynamical systems
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Control packages: an approach to solution of positional control problems with incomplete information
• Stochastic differential equations. An introduction with applications.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A control problem under incomplete information for a linear stochastic differential equation