On the ergodic and the adaptive control of stochastic differential delay systems-Reference-Cited by-同舟云学术

On the ergodic and the adaptive control of stochastic differential delay systems

Published:1994-06 Issue:3 Volume:81 Page:509-531
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Duncan T. E.,Pasik-Duncan B.,Stettner L.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF02193098.pdf

Reference11 articles.

1. Bensoussan A.,Perturbation Methods in Optimal Control,J. Wiley, New York, New York, 1988.

2. Doob, J. L.,Stochastic Processes, J. Wiley, New York, New York, 1953.

3. Khasminskii, R. Z.,Stochastic Stability of Differential Equations. Sijthoff and Noordhoff, Alphen aan den Rijn, Holland, 1980 (Translation from Russian).

4. Kushner, H.,Approximation Methods for the Minimum Average Cost per Unit Time Problem with a Diffusion Model, Approximate Solutions of Random Equations. Edited by A. T. Barucha-Reid, North-Holland, Amsterdam, Holland, pp. 10–126, 1979.

5. Kushner, H. J.,Probability Methods for Approximation in Stochastic Control and for Elliptic Equations, Academic Press, New York, New York, 1977.

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