On mean-square optimum stabilization at damped random perturbatios

DOI10.1016/0021-8928(61)90002-8zbMath0105.32904OpenAlexW2024722007MaRDI QIDQ3290967

N. N. Krasovskii

Publication date: 1961

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

Full work available at URL: https://doi.org/10.1016/0021-8928(61)90002-8

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Dynamic programming (90C39) Optimal stochastic control (93E20)

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