A guaranteed control problem for a linear stochastic differential equation

DOI10.15826/umj.2015.1.007zbMath1396.93064OpenAlexW2332608529WikidataQ115235155 ScholiaQ115235155MaRDI QIDQ4581416

V. L. Rozenberg

Publication date: 17 August 2018

Published in: Ural mathematical journal (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/umj7

zbMATH Keywords

linear stochastic differential equationguidance problemguaranteed closed-loop control

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

Related Items (3)

Reconstruction of external actions under incomplete information in a linear stochastic equation ⋮ An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters ⋮ Reconstruction problem with incomplete information for a quasilinear stochastic differential equation

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
• Stochastic differential equations. An introduction with applications
• Control packages: an approach to solution of positional control problems with incomplete information
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