Invariance of stochastic diffusion systems
- Авторлар: Khrustalev M.1
-
Мекемелер:
- Institute of Control Sciences
- Шығарылым: Том 96, № 2 (2017)
- Беттер: 535-537
- Бөлім: Control Theory
- URL: https://journals.rcsi.science/1064-5624/article/view/225411
- DOI: https://doi.org/10.1134/S106456241705009X
- ID: 225411
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
M. Khrustalev
Institute of Control Sciences
Хат алмасуға жауапты Автор.
Email: mmkhrustalev@mail.ru
Ресей, Moscow, 117997