STABILITY AND OPTIMAL-CONTROL OF STOCHASTIC FUNCTIONAL-DIFFERENTIAL EQUATIONS WITH MEMORY

被引：12

作者：

GOVINDAN, TE ^{[1
]}

JOSHI, MC ^{[1
]}

机构：

[1] INDIAN INST TECHNOL,DEPT MATH,BOMBAY 400076,INDIA

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 1992年 / 13卷 / 3-4期

关键词：

D O I：

10.1080/01630569208816476

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The concept of a bounded stochastic integral contractor is utilized to obtain the existence of an optimal stochastic control for a large class of stochastic functional-differential equations with memory. Employing Ito's formula, stochastic global stability in mean [11] is obtained as a by-product. Further, sufficient conditions are given in terms of the Liapunov function for the solution of such nonlinear systems to decay exponentially in mean-square.

引用

页码：249 / 265

页数：17

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