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STABILITY AND OPTIMAL-CONTROL OF STOCHASTIC FUNCTIONAL-DIFFERENTIAL EQUATIONS WITH MEMORY

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Title STABILITY AND OPTIMAL-CONTROL OF STOCHASTIC FUNCTIONAL-DIFFERENTIAL EQUATIONS WITH MEMORY
 
Creator GOVINDAN, TE
JOSHI, MC
 
Subject existence
 
Description The concept of a bounded stochastic integral contractor is utilized to obtain the existence of an optimal stochastic control for a large class of stochastic functional-differential equations with memory. Employing Ito's formula, stochastic global stability in mean [11] is obtained as a by-product. Further, sufficient conditions are given in terms of the Liapunov function for the solution of such nonlinear systems to decay exponentially in mean-square.
 
Publisher MARCEL DEKKER INC
 
Date 2011-08-18T12:51:41Z
2011-12-26T12:55:45Z
2011-12-27T05:42:19Z
2011-08-18T12:51:41Z
2011-12-26T12:55:45Z
2011-12-27T05:42:19Z
1992
 
Type Article
 
Identifier NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 13(3-4), 249-265
0163-0563
http://dx.doi.org/10.1080/01630569208816476
http://dspace.library.iitb.ac.in/xmlui/handle/10054/10022
http://hdl.handle.net/10054/10022
 
Language en