EXISTENCE-AND-UNIQUENESS AND MEAN-SQUARE BOUNDEDNESS OF THE SOLUTION TO STOCHASTIC CONTROL SYSTEMS

DOI10.14317/JAMI.2013.513zbMath1284.93211OpenAlexW2049838178MaRDI QIDQ5406838

Caixia Gao, Peilin Lu

Publication date: 4 April 2014

Published in: Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14317/jami.2013.513

zbMATH Keywords

existence and uniquenessstochastic control systemsmean-square boundedness

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Stochastic systems in control theory (general) (93E03)

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