| Texto completo | |
| Autor(es): |
Vargas, Alessandro N.
;
do Val, Joao B. R.
;
IEEE
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC); v. N/A, p. 5-pg., 2011-01-01. |
| Resumo | |
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) | |
| Processo FAPESP: | 03/06736-7 - Controle e filtragem de sistemas estocásticos markovianos com saltos nos parâmetros |
| Beneficiário: | João Bosco Ribeiro do Val |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |