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On exponential stability of composite stochastic control systems

Abedi, Fakhreddin and Leong, Wah June (2013) On exponential stability of composite stochastic control systems. Abstract and Applied Analysis, 2013 . art. no. 695816. pp. 1-7. ISSN 1085-3375; ESSN: 1687-0409

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Abstract

New results for exponential stability in probability of a composite stochastic control system are established. The main results of this paper enable us to derive sufficient conditions for exponential stability in r-th mean and almost sure exponential stability in probability of composite stochastic control system. Two numerical examples are given to illustrate the results.

Item Type:Article
Keyword:Stability; Stochastic control systems; Lyapunov function
Faculty or Institute:Faculty of Science
Publisher:Hindawi Publishing Corporation
DOI Number:10.1155/2013/695816
Altmetrics:http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1155/2013/695816
ID Code:30016
Deposited By: Umikalthom Abdullah
Deposited On:17 Jun 2014 14:47
Last Modified:19 Oct 2017 13:38

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