Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/108708
Type: Artigo de evento
Title: Stationary Policies For The Second Moment Stability In A Class Of Stochastic Systems
Author: Vargas A.N.
Do Val J.B.R.
Abstract: This paper presents a study on the uniform second moment stability for a class of stochastic control system. The main result states that the existence of the long-run average cost under a stationary policy is equivalent to the uniform second moment stability of the corresponding stochastic control system. To illustrate the result, a numerical example is developed to verify the uniform second moment stability of a simultaneous state-feedback control system. © 2011 IEEE.
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Rights: fechado
Identifier DOI: 10.1109/CDC.2011.6161256
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-84860701639&partnerID=40&md5=b110e26dfafe51ad28ce3077a01f0342
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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