20
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

On the comparison of the stability and control problem of differential systems

Pages 533-551 | Published online: 03 Apr 2007

References

  • Arnold , L. and Klienman , W. 1983 . Quantitative Theory of Stochastic Systems . Probabilistic Analysis and Related Topics , 3 : 1 – 19 .
  • Arnold , L. and Kloeden , P. 1988 . “ Lyapunov Exponents and Rotation Number of Two Dimensional Systems with Telegraphic Noise ” . In Report Nr 189 July , University of Bremen . Institute for Dynamic Systems
  • Arnond , L. and Wishtutz , V. 1984 . Lyapunov Exponents . Proc. of a Workshop Help in Bremen . Nov 1984 . pp. 1186 Springer-Verlag . Lecture Note in Mathematics 1186
  • Bismut , J.M. 1979 . Un Probleme de Controle Stochastique avec Observations Partielles . Z. Wahrch. Verw. Gebiete , 49 : 63 – 69 .
  • Bermaud , P. 1981 . Point Process and Queues, Martingale Dynamic , Springer-Verlag .
  • Bylov , R.E. , Vinogard , D.M. , Grobman and Neminskii , V.V. 1966 . Theory of Lyapunov Exponents , Moscow : Nauka . Russian
  • Doob , J.L. 1952 . Stochastic processes , New York : John Willy .
  • Ghihman , I.I. and Skorohod , A.V. 1973 . Stoastic Differential Equations , Springer - Verlag .
  • Jacod , J. and Yor , M. 1977 . Etude des Solutions Extremales et Representation Integrate des Solutions pour Certain Problemes de Martingales , Z.W 38 : 83 – 125 .
  • Khaminskii , R.S. 1969 . Stability of Systems of Differential Equations with Random Perturbations of Their Parameters , Moscow : Nauka . Russian
  • Kurano , M. 1989 . The Existence of a. Minimum Pair of State and Policy for Markovian Decision Processes under the Hypothesis of Doblin . J. Control and Optimization , 27 ( 2 ) March : 296 – 307 .
  • Kushner , H. 1967 . Stochastic Stability and Control , London, N.J : Academin Press .
  • Karoui , N.E. , Du , N.H. and Pique , M.J. 1988 . Existence of Optimal Markovian Filter for the Control under Partial Observations . S.I.A.M. J. of Control and Optimization , 26 ( 5 ) September

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.