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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2020 Volume 493, Pages 108–111 (Mi danma105)

This article is cited in 2 papers

CONTROL PROCESSES

Terminal invariance of jump diffusions

M. M. Khrustalev, K. A. Tsarkov

V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russian Federation

Abstract: Terminal invariance sufficient conditions for nonlinear dynamical stochastic controllable systems of diffusion-jump type are proposed. These conditions have no analogues in the world literature. Both perturbation invariance conditions (for a fixed initial point) and absolute invariance conditions (ensuring that the terminal criterion takes a constant value for any initial data) are formulated.

Keywords: terminal invariance, invariance sufficient conditions, nonlinear stochastic systems, jump diffusion, impulsive systems.

UDC: 517.977

Presented: S. N. Vassilyev
Received: 15.04.2020
Revised: 15.04.2020
Accepted: 30.04.2020

DOI: 10.31857/S2686954320040098


 English version:
Doklady Mathematics, 2020, 102:1, 353–355

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