scientific article; zbMATH DE number 2037796

zbMath1078.93574MaRDI QIDQ4447169

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Publication date: 3 February 2004

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zbMATH Keywords

Markov chaintracking problemslinear quadratic controltime-varying stochastic differential systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (3)

Stochastic uniform observability of linear differential equations with multiplicative noise ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

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