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An algorithm for calculating a class of discrete stochastic Liapunov functions

 

作者: PHIL DIAMOND,  

 

期刊: International Journal of Control  （Taylor Available online 1976）
卷期: Volume 23, issue 1  

页码: 137-142

 

ISSN:0020-7179

 

年代: 1976

 

DOI:10.1080/00207177608922145

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Solutions to stochastic functional equations are shown to generate Liapunov functions for a class of discrete stochastic systems. One such solution, which is readily computed, gives an algorithm for calculating numerical Liapunov functions for such systems.

 

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