Results 221 to 230 of about 116,642,530 (245)

Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations [PDF]

open access: yesAutomatica, 2011
Asymptotic stability and boundedness have been two of most popular topics in the study of stochastic functional differential equations (SFDEs) (see e.g. Appleby and Reynolds (2008), Appleby and Rodkina (2009), Basin and Rodkina (2008), Khasminskii (1980),
Xuerong Mao, Qi Luo
exaly   +5 more sources

Stochastic Stability and the Ergodic Theory of Markov Processes with Applications to Adaptive Control

IFAC Proceedings Volumes, 1987
Abstract The principal techniques used up to now for the analysis of stochastic adaptive control systems have been (i) super-martingale (often called stochastic Lyapunov) methods and (ii) methods relying upon the strong consistency of some parameter estimation scheme. Optimal stochastic control and filtering methods have also been employed.
P.E. Caines, S.P. Meyn, A. Aloneftis
openaire   +1 more source

Feedback stochastic decision rule for commodity stabilization : An application of control theory to the world cocoa markets

Proceedings of the 1972 IEEE Conference on Decision and Control and 11th Symposium on Adaptive Processes, 1972
The feedback stochastic decision rule is developed for potential buffer stock agencies in cocoa. This rule prescribes the values of policy variables as a linear function of actually observed endogenous variables with time-varying coefficients which reflect the social welfare and is derived by, first, solving the deterministic non-linear optimization ...
Han Kim, Louis Goreux, David Kendrick
openaire   +1 more source

Home - About - Disclaimer - Privacy