Stochastic inverse problem with indirect control

2017

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DOI 10.1134/s0012266117100172
Data confidence 70 medium
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Abstract

In the class of stochastic differential systems of equations of Itô type with indirect control by the first or second derivative, we consider the inverse dynamic problem of constructing a system controller such that a given manifold is an integral manifold of the system. In both cases, the quasi-inversion method is used to construct the whole set of equations of controllers providing the solution of this problem.