Invariance of stochastic diffusion systems
- 作者: Khrustalev M.1
-
隶属关系:
- Institute of Control Sciences
- 期: 卷 96, 编号 2 (2017)
- 页面: 535-537
- 栏目: Control Theory
- URL: https://journals.rcsi.science/1064-5624/article/view/225411
- DOI: https://doi.org/10.1134/S106456241705009X
- ID: 225411
如何引用文章
详细
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.
作者简介
M. Khrustalev
Institute of Control Sciences
编辑信件的主要联系方式.
Email: mmkhrustalev@mail.ru
俄罗斯联邦, Moscow, 117997