Numerical computation of invariant densities of linear control systems driven by multiplicative white noise

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: International Journal of Control, 78, 10, S. 734-746

Classification: Mathematik

Event: Veröffentlichung

(where): Augsburg

(who): Universität Augsburg

(when): 2005

Event: Veröffentlichung

(who): Informa UK Limited

(when): 2005

Creator: Colonius, Fritz
Gayer, Tobias
Matsikis, Iakovos

DOI: 10.1080/00207170500146552

URN: urn:nbn:de:bvb:384-opus4-479511

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:48 PM CET

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Associated

Colonius, Fritz
Gayer, Tobias
Matsikis, Iakovos
Universität Augsburg
Informa UK Limited

Time of origin

2005

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Stability of perturbed optimization problems with applications to parameter estimation

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Numerical computation of invariant densities of linear control systems driven by multiplicative white noise

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Other Objects (12)

Optimal control of linear retarded systems to small solutions

Stability of perturbed optimization problems with applications to parameter estimation

Near invariance and local transience for random diffeomorphisms

Metric invariance entropy and conditionally invariant measures

Bernd Aulbach - obituary

Entropy of controlled-invariant subspaces

Entropy of controlled invariant subspaces

Computation of almost invariant sets for perturbed systems

Entropy for external stability of linear control systems

An approach to minimal bit rates and entropy for deterministic control systems

Optimal periodic control

Optimal periodic control

Optimal control of linear retarded systems to small solutions

Stability of perturbed optimization problems with applications to parameter estimation

Near invariance and local transience for random diffeomorphisms

Metric invariance entropy and conditionally invariant measures

Bernd Aulbach - obituary

Entropy of controlled-invariant subspaces

Entropy of controlled invariant subspaces

Computation of almost invariant sets for perturbed systems

Entropy for external stability of linear control systems

An approach to minimal bit rates and entropy for deterministic control systems

Optimal periodic control

Optimal periodic control

Optimal control of linear retarded systems to small solutions

Stability of perturbed optimization problems with applications to parameter estimation

Near invariance and local transience for random diffeomorphisms

Metric invariance entropy and conditionally invariant measures

Bernd Aulbach - obituary

Entropy of controlled-invariant subspaces

Entropy of controlled invariant subspaces

Computation of almost invariant sets for perturbed systems

Entropy for external stability of linear control systems

An approach to minimal bit rates and entropy for deterministic control systems

Optimal periodic control

Optimal periodic control

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