随机系统最优稳定化问题

杨晓明

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

杨晓明. 随机系统最优稳定化问题[J]. 工程科学学报, 1990, 12(1): 90-96. DOI: 10.13374/j.issn1001-053x.1990.01.016

引用本文:

杨晓明. 随机系统最优稳定化问题[J]. 工程科学学报, 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

随机系统最优稳定化问题

杨晓明

On Optiaml Stability of Stochastic System

Yang Xiaoming

摘要

摘要: 根据文献2、4的思想,作者利用Bellman动态规划原理和Lya-Punov函数解决了一般随机系统的随机稳定化问题,并以此建立了一类线性随机系统的最优随机指数稳定性的判定定理。

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.

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