Results 271 to 280 of about 98,720 (311)
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A-Stability and Stochastic Mean-Square Stability
BIT Numerical Mathematics, 2000The author considers the mean-square stability of the stochastic differential equation for the test problem with multiplicative noise proposed by \textit{Y. Saito} and \textit{T. Mitsui} [SIAM J. Appl. Math. 56, No. 5, 1400-1423 (1996; Zbl 0869.60053)]. It quantifies precisely the point where unconditional stability is lost.
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Coalitional stochastic stability
Games and Economic Behavior, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A New Type of Stability Theorem for Stochastic Systems With Application to Stochastic Stabilization
IEEE Transactions on Automatic Control, 2016In this note, a new type of stability theorem for stochastic systems is established firstly. Based on this stability theorem and its corollaries, stochastic stabilization and destabilization by noise are further investigated. In the note, the local Lipschitz condition is weakened to the generalized local Lipschitz condition.
Xueyan Zhao, Feiqi Deng
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Stability of stochastic repetitive processes
2015 54th IEEE Conference on Decision and Control (CDC), 2015The paper considers nonlinear discrete and differential stochastic repetitive processes using the state-space model setting. These processes are a particular case of 2D systems that have their origins in the modeling of physical processes. Using a vector Lyapunov function method sufficient conditions for stability in the mean square are obtained in the
Pavel V. Pakshin +4 more
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Stochastic Stability in Macro Models
Economica, 1989Stability in macro models may be attained by the addition of heteroscedastic shocks. This is illustrated by stabilizing the Harrod-Domar model in one dimension. In two dimensions, a saddle point is required and the method is applied to the Buiter-Miller model.
Kiernan, E, Madan, Dilip B
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Proceedings of the 28th IEEE Conference on Decision and Control, 2003
In some settings the deliberate introduction of noise can have a beneficial effect on the rate of convergence of numerical algorithms for finding the minima of functions. This is an important aspect of simulated annealing. However, there are situations which, in contrast to simulated annealing, do not involve reducing the noise level with time and ...
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In some settings the deliberate introduction of noise can have a beneficial effect on the rate of convergence of numerical algorithms for finding the minima of functions. This is an important aspect of simulated annealing. However, there are situations which, in contrast to simulated annealing, do not involve reducing the noise level with time and ...
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On stability of stochastic switched systems
2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 2004In this paper we propose a method for stability analysis of switched systems perturbed by a Wiener process. It utilizes multiple Lyapunov-like functions and is analogous to an existing result for deterministic switched systems.
Debasish Chatterjee, Daniel Liberzon
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Stochastic Stability of Nonlinear Oscillators
SIAM Journal on Applied Mathematics, 1988The authors study the stability behavior of a non-linear oscillator parametrically excited by a stationary Markov process. They modify the notion of stability by considering \(H(E_ 0)=\sup_{t>0}E(t,E_ 0)\), where \(E(t)=U(x(t))+\dot x(t)^ 2\) is the sum of potential and kinetic energy, rather than the usual \(\sup_{t>0}| \vec x(t,\vec x_ 0)|\), where \(
Kłosek-Dygas, M. M. +2 more
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On differential stability in stochastic programming
Mathematical Programming, 1990The stability of optimal solutions of stochastic programming problems with respect to the underlying probability distribution is studied by means of results for sensitvity analysis of nonlinear programs. Gâteaux derivatives of optimal solutions are obtained under relatively weak assumptions about the ``true'' stochastic program under which the ``true''
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Stability of multistage stochastic programming
Annals of Operations Research, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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