| 随机系统最优稳定化问题 |
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| 引用本文： | 杨晓明.随机系统最优稳定化问题[J].北京科技大学学报,1990(1). |
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| 作者姓名： | 杨晓明 |
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| 作者单位： | 北京科技大学数学第一教研室 |
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| 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。
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| 关 键 词： | 随机系统 最优稳定化 随机指数稳定 Lyapunov函数 Bellman动态规化 |
On Optimal Stability of Stochastic System |
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| Yang Xiaoming.On Optimal Stability of Stochastic System[J].Journal of University of Science and Technology Beijing,1990(1). |
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| Authors: | Yang Xiaoming |
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| Institution: | Yang Xiaoming |
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| 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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| Keywords: | stochastic system optimal stability Lyapunov function Bellman dynamic programming stochastic exponent stability |
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