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
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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