Minimax Adjusters for Stochastic Linear Differential Equations with Branching Structures
Yu. V. Polyvyanaya, Oleksandr Nakonechnyi · Journal of Automation and Information Sciences · 1999
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.