On Optiaml Stability of Stochastic System

Yang Xiaoming

doi:10.13374/j.issn1001-053x.1990.01.016

Volume 12 Issue 1

Nov. 2021

Turn off MathJax

Article Contents

Article Navigation > Chinese Journal of Engineering > 1990 > 12(1): 90-96

Yang Xiaoming. On Optiaml Stability of Stochastic System[J]. Chinese Journal of Engineering, 1990, 12(1): 90-96. doi: 10.13374/j.issn1001-053x.1990.01.016

Citation:

Yang Xiaoming. On Optiaml Stability of Stochastic System[J]. Chinese Journal of Engineering, 1990, 12(1): 90-96. doi: 10.13374/j.issn1001-053x.1990.01.016

Yang Xiaoming. On Optiaml Stability of Stochastic System[J]. Chinese Journal of Engineering, 1990, 12(1): 90-96. doi: 10.13374/j.issn1001-053x.1990.01.016

Citation:

Yang Xiaoming. On Optiaml Stability of Stochastic System[J]. Chinese Journal of Engineering, 1990, 12(1): 90-96. doi: 10.13374/j.issn1001-053x.1990.01.016

PDF( 508 KB)

On Optiaml Stability of Stochastic System

doi: 10.13374/j.issn1001-053x.1990.01.016

Yang Xiaoming

Received Date: 1988-04-18
Available Online: 2021-11-15

Abstract

Abstract

This paper makes use of Bellman dynamic programming principle and Lyapunov function to solve the problem of stochastic optimal stability of general stochastic system. By using this method the a determine theorem on optimal exponent stability for a class of liner stochastic system is established.
- stochastic system,
- optimal stability,
- Lyapunov function,
- Bellman dynamic programming,
- stochastic exponent stability