The construction of non-anticipatory control for linear systems with stochastic parameters
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2005), pp. 101-114
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The conditions of non-anticipatory controllability for linear systems with the stationary stochastic parameters $\dot x=A(f^t\omega)x+B(f^t\omega)u$, $(t,\omega,x,u)\in\mathbb R\times\Omega\times\mathbb R^n\times\mathbb R^m$ are obtained. The control named non-anticipatory if the information about system in the moment $t=\tau$ is known only for $t\le\tau$.
@article{VUU_2005_1_a6,
author = {Ju. V. Masterkov and L. I. Rodina},
title = {The construction of non-anticipatory control for linear systems with stochastic parameters},
journal = {Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹ\^uternye nauki},
pages = {101--114},
publisher = {mathdoc},
number = {1},
year = {2005},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VUU_2005_1_a6/}
}
TY - JOUR AU - Ju. V. Masterkov AU - L. I. Rodina TI - The construction of non-anticipatory control for linear systems with stochastic parameters JO - Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki PY - 2005 SP - 101 EP - 114 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VUU_2005_1_a6/ LA - ru ID - VUU_2005_1_a6 ER -
%0 Journal Article %A Ju. V. Masterkov %A L. I. Rodina %T The construction of non-anticipatory control for linear systems with stochastic parameters %J Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki %D 2005 %P 101-114 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/VUU_2005_1_a6/ %G ru %F VUU_2005_1_a6
Ju. V. Masterkov; L. I. Rodina. The construction of non-anticipatory control for linear systems with stochastic parameters. Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2005), pp. 101-114. http://geodesic.mathdoc.fr/item/VUU_2005_1_a6/