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Terminal Invariance of Stochastic Diffusion Systems

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Abstract

For a controlled stochastic diffusion system, we obtain sufficient conditions for the terminal criterion to be constant with probability one on the assumption of fixed initial state (invariance in perturbations) and sufficient conditions for the terminal criterion to be independent with probability one both from the realization of the random process and the initial conditions (absolute invariance).

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Authors and Affiliations

  1. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

    M. M. Khrustalev

  2. Moscow Aviation Institute, Moscow, Russia

    M. M. Khrustalev

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  1. M. M. Khrustalev
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Correspondence to M. M. Khrustalev.

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Original Russian Text © M.M. Khrustalev, 2018, published in Avtomatika i Telemekhanika, 2018, No. 8, pp. 81–100.

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Khrustalev, M.M. Terminal Invariance of Stochastic Diffusion Systems. Autom Remote Control 79, 1434–1449 (2018). https://doi.org/10.1134/S0005117918080064

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