Stochastic minimum-energy control
  We give the solution to the minimum-energy control problem for linear stochastic systems. The problem is as follows: given an exactly controllable system, find the control process with the minimum expected energy that transfers the system from a given initial state to a desired final state. The solution is found in terms of a certain forward-backward stochastic differential equation of Hamiltonian type. 
Bujar Gashi
math.PR