Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Avtomatika i Telemekhanika, 2020, Issue 11, Pages 155–173
DOI: https://doi.org/10.31857/S0005231020110094 (Mi at15597) 		 
This article is cited in 1 scientific paper (total in 2 paper)

Sufficient conditions for terminal invariance of stochastic jump diffusion systems

M. M. Khrustalev, K. A. Tsarkov

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (264 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.31857/S0005231020110094
Abstract: Sufficient conditions for the terminal invariance of nonlinear dynamic stochastic controlled systems (jump diffusions) are formulated and proved. The jump component has the form of an integral over a random Poisson measure. The parameters of this measure (the intensity and distribution of the values of jumps) are assumed to change over time. The conditions of invariance with respect to perturbations for a given initial state and also the conditions of absolute invariance (which ensure the constancy of a terminal criterion for any initial state) are proposed. The results are applied to a number of model examples, which include the numerical simulation and analytical study of the designed terminally invariant dynamic systems.
Keywords: sufficient conditions for terminal invariance, nonlinear stochastic systems, jump diffusion processes, systems with impulsive actions.
Funding agency Grant number
Russian Foundation for Basic Research 20-08-00400
This work was supported in part by the Russian Foundation for Basic Research, project no. 20-08-00400.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 02.03.2020
Revised: 18.05.2020
Accepted: 09.07.2020
English version:
Automation and Remote Control, 2020, Volume 81, Issue 11, Pages 2062–2077
DOI: https://doi.org/10.1134/S0005117920110089
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. M. Khrustalev, K. A. Tsarkov, “Sufficient conditions for terminal invariance of stochastic jump diffusion systems”, Avtomat. i Telemekh., 2020, no. 11, 155–173; Autom. Remote Control, 81:11 (2020), 2062–2077
Citation in format AMSBIB
\Bibitem{KhrTsa20}
\by M.~M.~Khrustalev, K.~A.~Tsarkov
\paper Sufficient conditions for terminal invariance of stochastic jump diffusion systems
\jour Avtomat. i Telemekh.
\yr 2020
\issue 11
\pages 155--173
\mathnet{http://mi.mathnet.ru/at15597}
\crossref{https://doi.org/10.31857/S0005231020110094}
\elib{https://elibrary.ru/item.asp?id=45081558}
\transl
\jour Autom. Remote Control
\yr 2020
\vol 81
\issue 11
\pages 2062--2077
\crossref{https://doi.org/10.1134/S0005117920110089}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000598342800008}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85097587300}
Linking options:
  • https://www.mathnet.ru/eng/at15597
  • https://www.mathnet.ru/eng/at/y2020/i11/p155
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024