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Exponential input-to-state stability of composite stochastic systems

✍ Scribed by Abedi, Fakhreddin; Leong, Wah; Seddighi Chaharborj, Sarkhosh


Book ID
121630873
Publisher
Springer International Publishing AG
Year
2013
Tongue
English
Weight
215 KB
Volume
2013
Category
Article
ISSN
1687-1839

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This paper deals with the mean-square exponential input-to-state stability (exp-ISS) of Euler-Maruyama (EM) method applied to stochastic control systems (SCSs). The aim is to find out the conditions of the exact and EM method solutions to an SCS having the property of mean-square exp-ISS without inv