Probability-theoretical generalization of the second Lyapunov method

DOI10.1007/BF01130089MaRDI QIDQ1899541zbMATH OpenFDO

Authors A. N. Nakonechnyj

Publication date 2 November 1995

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01130089

zbMATH Keywords

iterative processLyapunov stabilityMonte-Carlo methodsrelaxation property

Mathematics Subject Classification ID

Stochastic analysis (60H99) Stochastic stability in control theory (93E15)

Review text

A system of conditions is proposed under which the iterative processes (discrete time dynamic systems) are stable in the sense of Poisson and Lyapunov. Constraints are imposed only on the sequence of values of the Lyapunov function and its derivative. This feature enables to use these tests for studying the stability of a broad class of problems. Examples of application of the suggested tests to the law of large numbers and to some Monte-Carlo methods are given.

Recommendations

• On Lyapunov function method in the problem of stability in probability of integral manifold
• Probability-theoretical analog of the vector Lyapunov function method
• Solution of the problem of stochastic stability of an integral manifold by the second Lyapunov method
• On stability of some general random dynamical system
• Lyapunov's second method in the problem of stability of impulsive system

Cites work

• scientific article; zbMATH DE number 4174193 (Why is no real title available?)
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 4053544 (Why is no real title available?)
• scientific article; zbMATH DE number 4054116 (Why is no real title available?)
• scientific article; zbMATH DE number 4063877 (Why is no real title available?)
• scientific article; zbMATH DE number 3748742 (Why is no real title available?)
• scientific article; zbMATH DE number 43940 (Why is no real title available?)
• scientific article; zbMATH DE number 3535464 (Why is no real title available?)
• scientific article; zbMATH DE number 766220 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)
• scientific article; zbMATH DE number 3062713 (Why is no real title available?)
• Minimization of functions having Lipschitz continuous first partial derivatives
• Stability and positive supermartingales

Cited in

(2)

• Probability-theoretical analog of the vector Lyapunov function method
• scientific article; zbMATH DE number 3880564 (Why is no real title available?)

This page was built for publication: Probability-theoretical generalization of the second Lyapunov method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1899541)