An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters

DOI10.1007/978-3-031-35305-5_27zbMath1528.60061OpenAlexW4381956176MaRDI QIDQ6176043

V. L. Rozenberg

Publication date: 21 August 2023

Published in: Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-35305-5_27

zbMATH Keywords

stochastic differential equationfeedback controlcontrolled modeldynamic input reconstruction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) System identification (93B30) Inverse problems in optimal control (49N45)

Cites Work

• On dynamical regularization under random noise
• Some algorithms for the dynamic reconstruction of inputs
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Stochastic differential equations. An introduction with applications
• Dynamical inverse problems of distributed systems
• Reconstruction problem with incomplete information for a quasilinear stochastic differential equation
• One dynamical input reconstruction problem: tuning of solving algorithm via numerical experiments
• Inverse and ill-posed problems. Theory and applications.
• Dynamic right-hand side reconstruction problem for a system of fractional differential equations
• On a reconstruction algorithm for the trajectory and control in a delay system
• The reproducibility of multivariable systems
• Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates
• The methods of dynamical reconstruction of an input in a system of ordinary differential equations
• A guaranteed control problem for a linear stochastic differential equation
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