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自动化与信息科学期刊
SJR: 0.232 SNIP: 0.464 CiteScore™: 0.27

ISSN 打印: 1064-2315
ISSN 在线: 2163-9337

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自动化与信息科学期刊

DOI: 10.1615/JAutomatInfScien.v31.i11.60
pages 31-39

Minimax Adjusters for Stochastic Linear Differential Equations with Branching Structures

Alexander G. Nakonechnyi
Kiev National Taras Shevchenko University, Kiev
Yu. V. Polyvyanaya

ABSTRACT

Minimax adjusters for stochastic linear differential equations were considered in some works. Under certain constraints on correlation functions of random excitations for particular quadratic functional the explicit optimal controls are obtained on the linear class. These results are generated for equations with branching structures.