RUS  ENG
Full version
JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2018 Issue 8, Pages 81–100 (Mi at14970)

This article is cited in 7 papers

Stochastic Systems

Terminal invariance of stochastic diffusion systems

M. M. Khrustalevab

a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Moscow Aviation Institute, Moscow, Russia

Abstract: For a controlled stochastic diffusion system, we obtain sufficient conditions for the terminal criterion to be constant with probability one on the assumption of fixed initial state (invariance in perturbations) and sufficient conditions for the terminal criterion to be independent with probability one both from the realization of the random process and the initial conditions (absolute invariance).

Keywords: stochastic systems, weak invariance, absolute invariance, control.

Presented by the member of Editorial Board: S. N. Vassilyev

Received: 17.01.2018


 English version:
Automation and Remote Control, 2018, 79:8, 1434–1449

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025