Risk and control of a stochastic distributed system using the level exceeding probability of an integral quadratic criterion

DOI10.1007/BF01069498zbMath0765.93071OpenAlexW2059619550MaRDI QIDQ4007419

A. S. Mazmanishvili, Yu. T. Kostenko

Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01069498

zbMATH Keywords

numerical examplelinear stochastic dynamic system

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15) Transition functions, generators and resolvents (60J35)

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Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process

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