Stochastic stability and the design of feedback controls

Stochastic stability and design of feedback controls - application of Liapunov method to optimal control problem

Stability and existence of diffusions with discontinuous or rapidly growing drift terms

Local stochastic stability property used to prove stability and existence of diffusions with rapidly growing drift term

Convergence of the discretization equations which arise in stochastic control

A problem is considered which arises in the numerical analysis of the degenerate partial differential equations of stochastic control theory. The relationship between diffusions and finite state Markov chains is considered. The role of probability theory in numerical analysis is illustrated

Stochastic stability

The field of stochastic stability is surveyed, with emphasis on the invariance theorems and their potential application to systems with randomly varying coefficients. Some of the basic ideas are reviewed, which underlie the stochastic Liapunov function approach to stochastic stability. The invariance theorems are discussed in detail

Methods for the numerical solution of degenerate linear and nonlinear elliptic boundary value problems

Numerical solution for variety of nonlinear degenerate elliptic boundary value problems, and convergence of associated iterative procedure

On the convergence of Lion's identification method with random inputs

Identification scheme for scalar input and scalar output linear systems for wide class of random input

Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode

Nonlinear filtering - exact dynamical equations satisfied by conditional mod

Necessary conditions for continuous parameter stochastic optimization problems

Abstract variational theory application to continuous parameter stochastic optimization problems to derive maximum principles in linear programmin

On the stability of randomly sampled systems

Stability of randomly sampled linear systems studied by Liapunov function metho