scholarly journals Stationary policies for the second moment stability in a class of stochastic systems

2011 ◽  
Author(s):  
Alessandro N. Vargas ◽  
Joao B. R. do Val
Keyword(s):  
Stochastic Systems ◽  
Second Moment ◽  
Moment Stability

Self-triggered sampling for second-moment stability of state-feedback controlled SDE systems

Automatica ◽  
2015 ◽  
Vol 54 ◽  
pp. 8-15 ◽  
Author(s):  
Ross P. Anderson ◽  
Dejan Milutinović ◽  
Dimos V. Dimarogonas
Keyword(s):  
State Feedback ◽  
Second Moment ◽  
Moment Stability

Monte Carlo Simulation of Moment Lyapunov Exponents

2005 ◽  
Vol 72 (2) ◽  
pp. 269-275 ◽  
Author(s):  
Wei-Chau Xie
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Lyapunov Exponents ◽  
Stochastic Systems ◽  
Simulation Method ◽  
Monte Carlo Simulation Method ◽  
Two Dimensional ◽  
Bounded Noise ◽  
Moment Stability ◽  
Moment Lyapunov Exponents

A Monte Carlo simulation method for determining the pth moment Lyapunov exponents of stochastic systems, which governs the pth moment stability, is developed. Numerical results of two-dimensional systems under bounded noise and real noise excitations are presented to illustrate the approach.

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