Email this article Invariance of stochastic diffusion systems
- Authors: Khrustalev M.M.1
-
Affiliations:
- Institute of Control Sciences
- Issue: Vol 96, No 2 (2017)
- Pages: 535-537
- Section: Control Theory
- URL: https://journals.rcsi.science/1064-5624/article/view/225411
- DOI: https://doi.org/10.1134/S106456241705009X
- ID: 225411
Cite item
Open Access
Access granted
Subscription Access
Abstract
Sufficient conditions for an endpoint cost criterion in a controllable stochastic diffusion system to be constant with probability 1 (i.e., for weak invariance condition) and sufficient conditions for absolute invariance, i.e., the independence of an endpoint cost criterion on the realization of the random process and the initial data, are obtained.
About the authors
M. M. Khrustalev
Institute of Control Sciences
Author for correspondence.
Email: mmkhrustalev@mail.ru
Russian Federation, Moscow, 117997
