Stochastic Systems

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

E. S. Palamarchuk<sup>ab

a</sup> National Research University "Higher School of Economics", Moscow
^b Central Economics and Mathematics Institute Russian Academy of Sciences, Moscow

Presented by the member of Editorial Board: B. M. Miller

Received: 28.02.2018
Revised: 09.08.2018
Accepted: 08.11.2018

DOI: 10.1134/S0005231019020041

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