Qualitative properties of stochastic iterative processes under random structural perturbations

DOI10.1016/J.MATCOM.2004.05.017MaRDI QIDQ706641zbMATH OpenOpenAlexFDO

Authors Byron L. Griffin, G. S. Ladde

Publication date 9 February 2005

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2004.05.017

zbMATH Keywords

comparisondecomposing of random perturbationinternal and external random perturbationsrandom perturbation systemsstabilitystochastic (nonlinear) iterative processesstochastic convergence

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Iterative numerical methods for linear systems (65F10)

Review text

Stochastic (nonlinear) iterative processes are particularly useful in modelling systems based on random perturbations. The special aim of this paper is to study and emphasize the advantageous decomposing of random perturbations met in nonlinear iterative processes into internal and external random perturbations (caused by internal, respectively external forces acting upon the system). Convergence and stability properties of nonlinear stochastic iterative processes are studied using an extension of the Lyapunov second method, coupled with differential inequalities and comparison theorems. A main comparison theorem for stochastic iterative processes under internal and external random perturbations is developed and then used to provide sufficient conditions for the qualitative properties, beginning with the \(q\)-th moment convergence and stability of the stochastic iterative processes. The convergence and stability analyses are shown to be robust under structural perturbations. The presented conditions are easy to be verified, are algebraically simple, and computationally tractable.

Recommendations

• scientific article; zbMATH DE number 2075183
• scientific article; zbMATH DE number 169365
• Structural properties of periodic stochastic processes
• Stability and convergence of stochastic approximation procedures under Markovian structural perturbations
• Qualitative robustness for stochastic processes
• scientific article; zbMATH DE number 175782
• Equivalence and stability of random fixed point iterative procedures
• Some characteristics of sequences of iterations with random perturbations
• scientific article; zbMATH DE number 1334232
• scientific article; zbMATH DE number 2052583

Cites work

• Convergence and stability of distributed stochastic iterative processes
• Dynamical systems with a large number of degrees of freedom: A stochastic mathematical analysis for a class of deterministic problems
• scientific article; zbMATH DE number 3898786 (Why is no real title available?)
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• scientific article; zbMATH DE number 3553601 (Why is no real title available?)
• scientific article; zbMATH DE number 3598283 (Why is no real title available?)
• scientific article; zbMATH DE number 3436435 (Why is no real title available?)
• scientific article; zbMATH DE number 2023336 (Why is no real title available?)
• scientific article; zbMATH DE number 3282899 (Why is no real title available?)
• On joint probability density functions of discrete time iterative processes.
• Random differential equations in science and engineering
• Random differential inequalities
• The numerical solution of random initial-value problems

Cited in

(12)

• Dynamic graphs
• Convergence and stability analysis for iterative dynamics with application to compartmental networks: a trajectory distance based Lyapunov approach
• Optimal guaranteed cost control of stochastic discrete-time systems with states and input dependent noise under Markovian switching
• Hybrid impulsive control of stochastic systems with multiplicative noise under Markovian switching
• Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay
• Feedback Stabilization of Markov Jump Linear Systems with Time-Varying Delay
• Robust control of Markovian switching stochastic systems with noise dependent states and inputs
• Practical stability of nonlinear stochastic hybrid parabolic systems of Itô-type: vector Lyapunov functions approach
• Quantitative analysis of hybrid parabolic systems with Markovian regime switching via practical stability
• Quantized stabilization of stochastic systems with multiplicative noise under Markovian switching
• Stabilization of stochastic systems under Markovian switching
• Modeling hybrid network dynamics under random perturbations

This page was built for publication: Qualitative properties of stochastic iterative processes under random structural perturbations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q706641)