Optimal Superexponential Stabilization of Solutions of Linear Stochastic Differential Equations

Author:

Palamarchuk E. S.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Reference20 articles.

1. Kwakernaak, H. and Sivan, R., Linear Optimal Control Systems, New York: Wiley, 1972. Translated under the title: Lineinye optimal’nye sistemy upravleniya, Moscow: Mir, 1977.

2. Yong, J. and Zhou, X.Y., Stochastic Controls: Hamiltonian Systems and HJB Equations, New York: Springer, 1999.

3. Mao, X., Stochastic Differential Equations and Applications. Second Ed., Cambridge: Woodhead Publishing, 2011.

4. Xepapadeas, A., Stochastic analysis: tools for environmental and resource economics modeling, in Research Tools in Natural Resource and Environmental Economics, Batabyal, A.A. and Nijkamp, P., Eds., Singapore: World Scientific, 2011, pp. 55–88.

5. Ladde, A.G. and Ladde, G.S., An Introduction to Differential Equations: Stochastic Modeling, Methods and Analysis. Vol. 2 , Singapore: World Scientific, 2013.

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