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Stochastic distribution control systems aims at the controller design so as to realize a shape control of the distributions of certain random variables in the process. Once the probability density functions (PDFs) of these variables are used to describe their distributions, the control task is to obtain control signals so that the output PFDs of the system are made to follow their target PDFs. In...
In this paper, three theorems regarding stability of switched stochastic systems are stated and proved. Lyapunov techniques are used to derive sufficient conditions for stability in probability of the overall system and we distinguish between the cases of a common Lyapunov function and multiple Lyapunov functions. An application to distributed air traffic management is discussed as a future goal.
In this paper, the optimal control problem of discrete nonlinear stochastic systems with probability criterion is investigated, in which the criterion function is the product of probability of some events. It is to maximize the product of probability that the output belong to a given set in every period. Since this problem is an optimal control problem of a discrete stochastic system and more complex...
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