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Avtomatika i Telemekhanika, 2019, Issue 2, Pages 64–80
DOI: https://doi.org/10.1134/S0005231019020041 (Mi at15232) 		 
Stochastic Systems

On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded on infinity

E. S. Palamarchukab

a National Research University "Higher School of Economics", Moscow
b Central Economics and Mathematics Institute Russian Academy of Sciences, Moscow
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DOI: https://doi.org/10.1134/S0005231019020041
Funding agency Grant number
Russian Science Foundation 17-11-01098
Presented by the member of Editorial Board: B. M. Miller

Received: 28.02.2018
Revised: 09.08.2018
Accepted: 08.11.2018
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. S. Palamarchuk, “On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded on infinity”, Avtomat. i Telemekh., 2019, no. 2, 64–80
Citation in format AMSBIB
\Bibitem{Pal19}
\by E.~S.~Palamarchuk
\paper On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded on infinity
\jour Avtomat. i Telemekh.
\yr 2019
\issue 2
\pages 64--80
\mathnet{http://mi.mathnet.ru/at15232}
\crossref{https://doi.org/10.1134/S0005231019020041}
\elib{https://elibrary.ru/item.asp?id=37135105}
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