On Optimality of Stochastic Non-Linear Tracking Control Systems
The tracking problem for differential stochastic equations in the present of stochastic uncertainty of white noise, and control input have been considered. In this work, our consideration have been focused on the case where both original dynamic state stochastic system and the desired stochastic dynamic system, are driven by white noise stochastic process. The main aim of this work is to make the behavior of the original dynamic system following the behavior of the desired one for arbitrary controller, using tracking control system approach.