Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2005), pp. 101-114
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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/
@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},
year = {2005},
number = {1},
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
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
%U http://geodesic.mathdoc.fr/item/VUU_2005_1_a6/
%G ru
%F VUU_2005_1_a6
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 $t\le\tau$.
