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| Full text | |
| Author(s): |
Vargas, Alessandro N.
;
do Val, Joao B. R.
;
IEEE
Total Authors: 3
|
| Document type: | Journal article |
| Source: | 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC); v. N/A, p. 5-pg., 2011-01-01. |
| Abstract | |
This paper presents a study on the uniform second moment stability for a class of stochastic control system. The main result states that the existence of the long-run average cost under a stationary policy is equivalent to the uniform second moment stability of the corresponding stochastic control system. To illustrate the result, a numerical example is developed to verify the uniform second moment stability of a simultaneous state-feedback control system. (AU) | |
| FAPESP's process: | 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems |
| Grantee: | João Bosco Ribeiro do Val |
| Support Opportunities: | Research Projects - Thematic Grants |