Формула стохастичного диференціала та розв’язок задачі керування
Exact solution of finite-dimensional linear stochastic differential system with control is derived. Its uniqueness up to stochastic modification is proved. In order to achieve this, detailed grounding of existence for stochastic integral over a process with orthogonal increments is provided. Particu...
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| Datum: | 2024 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
V.M. Glushkov Institute of Cybernetics of NAS of Ukraine
2024
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| Schlagworte: | |
| Online Zugang: | https://jais.net.ua/index.php/files/article/view/412 |
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| Назва журналу: | Problems of Control and Informatics |