Optimal stabilization of stochastic systems
โ Scribed by Yannis A Phillis
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 457 KB
- Volume
- 94
- Category
- Article
- ISSN
- 0022-247X
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๐ SIMILAR VOLUMES
The practical stability of optimal stochastic control systems for processes having dead-times is considered. Previously obtained necessary conditions for practical stability of such systems are generalized using Pontryagin's theorem on the roots of two-variable polynomials. The conditions are expres
## Abstract The relationship between the spectral radius and the decay rate for discrete stochastic systems is investigated. Several equivalent conditions are obtained, which guarantee a specified decay rate of the closedโloop systems. Based on the relationship, this paper provides a design method