Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems

2001 ◽  
Vol 54 (3) ◽  
pp. 425-438 ◽  
Author(s):  
F. Heyde ◽  
W. Grecksch ◽  
Chr. Tammer
Keyword(s):  
Stochastic Control ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
Suboptimal Solutions ◽  
Necessary And Sufficient

scholarly journals Lyapunov Characterization for the Stability of Stochastic Control Systems

2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Fakhreddin Abedi ◽  
Wah June Leong ◽  
Mohammad Abedi
Keyword(s):  
Control Systems ◽  
Stochastic Control ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
The Stability ◽  
Necessary And Sufficient

Lyapunov-like characterization for the problem of input-to-state stability in the probability of nonautonomous stochastic control systems is established. We extend the well-known Artstein-Sontag theorem to derive the necessary and sufficient conditions for the input-to-state stabilization of stochastic control systems. Illustrating example is provided.

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