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Mean-Square Exponential Input-to-State Stability of Numerical Solutions for Stochastic Control Systems

โœ Scribed by ZHU, Qiao; CUI, Jia-Rui; HU, Guang-Da


Book ID
122268797
Publisher
Elsevier
Year
2013
Weight
436 KB
Volume
39
Category
Article
ISSN
1874-1029

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Mean-square Exponential Input-to-state S
โœ Qiao ZHU; Guang-Da HU; Li ZENG ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier โš– 264 KB

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