The information path functional approach for solution of a controllable stochastic problem

zbMath1264.93226arXiv1201.0035MaRDI QIDQ4913690

Vladimir S. Lerner

Publication date: 8 April 2013

Full work available at URL: https://arxiv.org/abs/1201.0035

zbMATH Keywords

identificationimpulse controlscooperationencodinginformation invariantsvariation equationscontrollable dynamicscutting off the diffusion processentropy's and information path functionals

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

This page was built for publication: The information path functional approach for solution of a controllable stochastic problem