Invariance of stochastic diffusion systems
- Авторы: Khrustalev M.1
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Учреждения:
- Institute of Control Sciences
- Выпуск: Том 96, № 2 (2017)
- Страницы: 535-537
- Раздел: Control Theory
- URL: https://journals.rcsi.science/1064-5624/article/view/225411
- DOI: https://doi.org/10.1134/S106456241705009X
- ID: 225411
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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.
Об авторах
M. Khrustalev
Institute of Control Sciences
Автор, ответственный за переписку.
Email: mmkhrustalev@mail.ru
Россия, Moscow, 117997