Terminal Invariance of Stochastic Diffusion Systems
- Autores: Khrustalev M.M.1,2
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Afiliações:
- Trapeznikov Institute of Control Sciences
- Moscow Aviation Institute
- Edição: Volume 79, Nº 8 (2018)
- Páginas: 1434-1449
- Seção: Stochastic Systems
- URL: https://ogarev-online.ru/0005-1179/article/view/150984
- DOI: https://doi.org/10.1134/S0005117918080064
- ID: 150984
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Resumo
For a controlled stochastic diffusion system, we obtain sufficient conditions for the terminal criterion to be constant with probability one on the assumption of fixed initial state (invariance in perturbations) and sufficient conditions for the terminal criterion to be independent with probability one both from the realization of the random process and the initial conditions (absolute invariance).
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Sobre autores
M. Khrustalev
Trapeznikov Institute of Control Sciences; Moscow Aviation Institute
Autor responsável pela correspondência
Email: mmkhrustalev@mail.ru
Rússia, Moscow; Moscow
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