On Optiaml Stability of Stochastic System
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摘要: 根據文獻[2]、[4]的思想,作者利用Bellman動態規劃原理和Lya-Punov函數解決了一般隨機系統的隨機穩定化問題,并以此建立了一類線性隨機系統的最優隨機指數穩定性的判定定理。
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關鍵詞:
- 隨機系統 /
- 最優穩定化 /
- 隨機指數穩定 /
- Lyapunov函數 /
- Bellman動態規化
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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