Actas de congresos
Stationary Policies For The Second Moment Stability In A Class Of Stochastic Systems
Registro en:
9781612848006
Proceedings Of The Ieee Conference On Decision And Control. , v. , n. , p. 1264 - 1268, 2011.
1912216
10.1109/CDC.2011.6161256
2-s2.0-84860701639
Autor
Vargas A.N.
Do Val J.B.R.
Institución
Resumen
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. © 2011 IEEE.
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