Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
暂无分享,去创建一个
[1] A. Bensoussan. Lectures on stochastic control , 1982 .
[2] S. Mitter,et al. Controllability, observability, pole allocation, and state reconstruction , 1971 .
[3] S. Peng,et al. Adapted solution of a backward stochastic differential equation , 1990 .
[4] S. Peng,et al. Infinite Horizon Boundary Value Problems and Applications , 1999 .
[5] Yufeng Shi,et al. Infinite horizon forward–backward stochastic differential equations , 2000 .
[6] Shige Peng,et al. Probabilistic interpretation for systems of quasilinear parabolic partial differential equations , 1991 .
[7] Han-Fu Chen,et al. On stochastic observability and controllability , 1980, Autom..
[8] Jianzhong Lin,et al. Adapted solution of a backward stochastic nonlinear Volterra integral equation , 2002 .
[9] P. Shi. Backward Stochastic Differential Equation and Exact Controllability of Stochastic Control Systems , 1994 .
[10] S. Mitter. Lectures on nonlinear filtering and stochastic control , 1982 .
[11] W. Wonham,et al. On pole assignment in multi-input controllable linear systems , 1967, IEEE Transactions on Automatic Control.