Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems

DOI10.1080/00207179.2014.956794zbMath1328.93279OpenAlexW2015919790MaRDI QIDQ5265925

Agamirza E. Bashirov

Publication date: 29 July 2015

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2014.956794

zbMATH Keywords

maximum principlewhite noisestochastic systemwide band noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)

Related Items (1)

Linear filtering for wide band noise driven observation systems

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