Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes
Sign Up to like & getrecommendations! Published in 2017 at "Stochastics and Dynamics"
DOI: 10.1142/s0219493717500204
Abstract: In this paper, we consider the infinite horizon nonlinear optimal control of forward–backward stochastic system governed by Teugels martingales associated with Levy processes and one dimensional independent Brownian motion. Our aim is to establish the… read more here.
Keywords: control forward; system; stochastic system; infinite horizon ... See more keywords
Analysis on control of a class of uncertain stochastic system by inequality technique
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-020-02400-1
Abstract: In this paper, some theoretical results of PID control of second order nonlinear uncertain stochastic system are given via inequalities. We extend the results of the corresponding deterministic systems to stochastic systems. Specifically, as long… read more here.
Keywords: uncertain stochastic; analysis control; stochastic system; control class ... See more keywords