A guaranteed control problem for a linear stochastic differential equation
Work
Year: 2015
Type: article
Abstract: A problem of guaranteed closed-loop control under incomplete information is considered for a linear stochastic differential equation (SDE) from the viewpoint of the method of open-loop control package... more
Source: Ural mathematical journal
Author В. Л. Розенберг
Institution Institute of Mathematics and Mechanics
Cites: 10
Cited by: 4
Related to: 10
FWCI: 0.619
Citation percentile (by year/subfield): 83.9
Subfield: Management of Technology and Innovation
Domain: Social Sciences
Open Access status: diamond