scientific article

zbMath0464.93003MaRDI QIDQ3916430

V. M. Konstantinov, L. G. Evlanov

Publication date: 1976

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic parametersquadratic costcorrelation analysisPontrjagin's maximum principlebang-bang systemsstochastic stability theory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45) Optimality conditions (49K99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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Conditionally optimal estimation in stochastic differential systems ⋮ Equations for moments and stability conditions of linear systems with scalar parametric perturbation by Markov chain ⋮ Decentralized sensitivity of stochastic composite systems

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